# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-26-015489
**Filing Date:** 2026-6
**Character Count:** 773211
**Document Hash:** b0b01251c7cb51560c13cc38142fe9d3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015489.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015489

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 261125205

**BUSINESS ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Global Allocation Fund (Series ID: S000031462)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000097802 | Class A      | GAOAX           |
| C000097803 | Class C      | GAOCX           |
| C000097804 | Class I      | GAOSX           |
| C000097805 | Class R2     | GAONX           |
| C000195049 | Class R6     | GAOZX           |
| C000205203 | Class R5     | GAORX           |
| C000205204 | Class R4     | GAOFX           |
| C000205205 | Class R3     | GAOTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 390 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000031462

- **c. LEI of Series:** 05BPHY57BRZ28M05ST85

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2774546322.45

**Total Liabilities:** $34957733.79

**Net Assets:** $2739588588.66

**Cash Not Reported:** $679517.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 91.85830000 | **1-Year:** 20262.16719000 | **5-Year:** 30848.67210000 | **10-Year:** 70756.11030000 | **30-Year:** 34045.41908000

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

- **3-Month:** 426.60406000 | **1-Year:** 30667.54623000 | **5-Year:** 68412.39862000 | **10-Year:** 4615.76877000 | **30-Year:** 1004.36366000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000097802 | 1.17%                | -6.63%               | 6.39%                |
| Class ID C000097803 | 1.16%                | -6.63%               | 6.32%                |
| Class ID C000097804 | 1.25%                | -6.62%               | 6.41%                |
| Class ID C000097805 | 1.19%                | -6.68%               | 6.38%                |
| Class ID C000195049 | 1.25%                | -6.63%               | 6.46%                |
| Class ID C000205203 | 1.25%                | -6.61%               | 6.41%                |
| Class ID C000205204 | 1.22%                | -6.63%               | 6.43%                |
| Class ID C000205205 | 1.22%                | -6.64%               | 6.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11221562.33             | $15684498.00                               |
| Month 2  | $6392064.81              | $-142310089.04                             |
| Month 3  | $1341491.91              | $121239057.12                              |

**Designated Index Information**

- **Index Name:** 60% ACWIRNRUSD0, 40% 34556TRUSD0

- **Index Identifier:** IBXUSD007265

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO Brands Corp.                                     | ACCO Brands Corp.                                                        | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |      825000 | PA      | $736716.75    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| ADT Security Corp. (The)                              | ADT Security Corp. (The)                                                 | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      280000 | PA      | $269279.51    | 0.01%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                           | APH Somerset Investor 2 LLC                                              | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1164000 | PA      | $1126926.60   | 0.04%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                    | APLD ComputeCo LLC                                                       | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1454000 | PA      | $1562882.59   | 0.06%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                            | AT&T, Inc.                                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      227218 | NS      | $5937206.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Escrow Issuer LLC                                 | AAR Escrow Issuer LLC                                                    | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      989000 | PA      | $1018821.32   | 0.04%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                               | American Airlines, Inc.                                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1222829.86   | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                          | AbbVie, Inc.                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       46425 | NS      | $9810531.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta plc                                       | Antofagasta plc                                                          | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |        4771 | NS      | $231382.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure LLC                                          | Acrisure LLC                                                             | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1171000 | PA      | $1118440.02   | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Acrisure LLC                                          | Acrisure LLC                                                             | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      333000 | PA      | $338169.36    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                           | Adient Global Holdings Ltd.                                              | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     1021000 | PA      | $1038765.40   | 0.04%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                              | Advance Auto Parts, Inc.                                                 | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1346206.68   | 0.05%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| AerCap Ireland Capital DAC                            | AerCap Ireland Capital DAC                                               | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      380000 | PA      | $371565.70    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                          | Advanced Micro Devices, Inc.                                             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        4225 | NS      | $1497720.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aethon United BR LP                                   | Aethon United BR LP                                                      | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1358106.10   | 0.05%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Barratt Redrow plc                                    | Barratt Redrow plc                                                       | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |       16420 | NS      | $55922.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group, Inc.                                | Alaska Air Group, Inc.                                                   | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        6025 | NS      | $235637.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                       | Albemarle Corp.                                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       11200 | NS      | $2203040.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                                 | Albertsons Cos., Inc.                                                    | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      767000 | PA      | $731441.50    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                            | Alcoa Nederland Holding BV                                               | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      492000 | PA      | $478152.00    | 0.02%             | 2029-03-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                     | Alliant Holdings Intermediate LLC                                        | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1477000 | PA      | $1493899.83   | 0.05%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                     | Alliant Holdings Intermediate LLC                                        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      919000 | PA      | $937924.97    | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                           | Allied Universal Holdco LLC                                              | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      170000 | PA      | $178308.24    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                           | Allied Universal Holdco LLC                                              | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1183000 | PA      | $1217131.21   | 0.04%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                           | Allied Universal Holdco LLC                                              | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1342000 | PA      | $1322932.86   | 0.05%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                         | Alnylam Pharmaceuticals, Inc.                                            | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        4815 | NS      | $1490194.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                        | Alphabet, Inc., Class C                                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       60117 | NS      | $22961086.98  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                        | Alphabet, Inc., Class A                                                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       30084 | NS      | $11576323.20  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group, Inc.                            | Alta Equipment Group, Inc.                                               | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |      906000 | PA      | $860306.61    | 0.03%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Alternative Loan Trust                                | Alternative Loan Trust, Series 2006-14CB, Class A1                       | CUSIP: 021468AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                     | Alumina Pty. Ltd.                                                        | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      794000 | PA      | $811596.63    | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                      | Amazon.com, Inc.                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      152243 | NS      | $40353529.58  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo plc                                            | Diageo plc                                                               | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |       26936 | NS      | $544629.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                   | American Axle & Manufacturing, Inc.                                      | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1088294.17   | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| American Credit Acceptance Receivables Trust          | American Credit Acceptance Receivables Trust, Series 2026-1, Class C     | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      865000 | PA      | $860402.61    | 0.03%             | 2033-01-12      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust          | American Credit Acceptance Receivables Trust, Series 2026-1, Class D     | CUSIP: 02531FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      784000 | PA      | $778913.96    | 0.03%             | 2033-01-12      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                  | American Express Co.                                                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       17852 | NS      | $5767088.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                  | American Express Co.                                                     | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     3440000 | PA      | $3404267.55   | 0.12%             | 2032-02-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                       | BAE Systems plc                                                          | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |       36304 | NS      | $1009743.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                 | American Homes 4 Rent, Class A                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       14415 | NS      | $458973.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corp.                          | American Honda Finance Corp.                                             | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       67000 | PA      | $67150.08     | 0.00%             | 2027-07-09      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                          | British American Tobacco plc                                             | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       26354 | NS      | $1552114.35   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                  | American Tower Corp.                                                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       17535 | NS      | $3203819.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                         | Cencora, Inc.                                                            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       10155 | NS      | $3127841.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                          | AMETEK, Inc.                                                             | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        9348 | NS      | $2201454.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AmWINS Group, Inc.                                    | AmWINS Group, Inc.                                                       | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      147000 | PA      | $142163.67    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                    | AmWINS Group, Inc.                                                       | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     1534000 | PA      | $1551874.17   | 0.06%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp.                                        | Amphenol Corp., Class A                                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       32859 | NS      | $4839144.93   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                  | Analog Devices, Inc.                                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        1901 | NS      | $764696.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersen Group, Inc.                                  | Andersen Group, Inc., Class A                                            | CUSIP: 033853102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4903 | NS      | $173468.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                                | Antero Resources Corp.                                                   | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1911498.80   | 0.07%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                                 | Elevance Health, Inc.                                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        4611 | NS      | $1735672.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Partners LP                          | Antero Midstream Partners LP                                             | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1168813.04   | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                  | APLD ComputeCo 2 LLC                                                     | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1534000 | PA      | $1518744.75   | 0.06%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                                           | Apple, Inc.                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      116659 | NS      | $31655419.65  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                        | AppLovin Corp., Class A                                                  | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        3174 | NS      | $1416714.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aqua Finance Issuer Trust                             | Aqua Finance Issuer Trust, Series 2025-B, Class A                        | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      578304 | PA      | $578622.86    | 0.02%             | 2051-05-17      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty SR, Inc.                                 | Arbor Realty SR, Inc.                                                    | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |      155000 | PA      | $146420.47    | 0.01%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                | Ardagh Metal Packaging Finance USA LLC                                   | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1188000 | PA      | $1135975.25   | 0.04%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Group SA                                       | Ardagh Group SA                                                          | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     1412000 | PA      | $1497267.86   | 0.05%             | 2030-12-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Aretec Group, Inc.                                    | Aretec Group, Inc.                                                       | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      823000 | PA      | $871644.24    | 0.03%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Halma plc                                             | Halma plc                                                                | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |        4593 | NS      | $276396.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                | Standard Chartered plc                                                   | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |       23222 | NS      | $591344.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                | Arsenal AIC Parent LLC                                                   | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |      730000 | PA      | $763173.39    | 0.03%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                         | Asbury Automotive Group, Inc.                                            | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1172717.09   | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands plc                                   | Imperial Brands plc                                                      | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        9115 | NS      | $346303.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                                 | Athene Global Funding                                                    | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       78000 | PA      | $78019.63     | 0.00%             | 2026-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AutoZone, Inc.                                        | AutoZone, Inc.                                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        1922 | NS      | $7119145.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                           | AvalonBay Communities, Inc.                                              | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       14768 | NS      | $2702544.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Funding, Inc.                                 | Avantor Funding, Inc.                                                    | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      772000 | PA      | $733870.77    | 0.03%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                   | Avianca Midco 2 plc                                                      | CUSIP: 05369YAC3<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |     1096015 | PA      | $1067244.61   | 0.04%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Avis Budget Car Rental LLC                            | Avis Budget Car Rental LLC                                               | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      447000 | PA      | $434334.66    | 0.02%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Avis Budget Car Rental LLC                            | Avis Budget Car Rental LLC                                               | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      319000 | PA      | $327536.44    | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                          | Avolon Holdings Funding Ltd.                                             | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     2350000 | PA      | $2323327.50   | 0.08%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                     | HSBC Holdings plc                                                        | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      207794 | NS      | $3823373.45   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                 | Axon Enterprise, Inc.                                                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1344608.40   | 0.05%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| B&G Foods, Inc.                                       | B&G Foods, Inc.                                                          | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     1212000 | PA      | $1201212.30   | 0.04%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                    | BJ's Wholesale Club Holdings, Inc.                                       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       13356 | NS      | $1253994.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group plc                             | Legal & General Group plc                                                | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |       68932 | NS      | $236555.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                | BWX Technologies, Inc.                                                   | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |        8839 | NS      | $1912671.21   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                      | Baker Hughes Co., Class A                                                | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       58697 | NS      | $4089419.99   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                            | Ball Corp.                                                               | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       14006 | NS      | $855486.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                            | Ball Corp.                                                               | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       54000 | PA      | $54936.58     | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                 | Bank of America Corp.                                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      165406 | NS      | $8842604.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                 | Bank of America Corp.                                                    | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2323000 | PA      | $2287057.66   | 0.08%             | 2037-02-06      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Associated British Foods plc                          | Associated British Foods plc                                             | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |        3897 | NS      | $97041.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                          | Barclays plc                                                             | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $252305.51    | 0.01%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Pearson plc                                           | Pearson plc                                                              | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |        6927 | NS      | $102221.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                        | Prudential plc                                                           | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |       30790 | NS      | $463991.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                   | Bausch + Lomb Corp.                                                      | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     1429000 | PA      | $1475442.50   | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                              | Bausch Health Cos., Inc.                                                 | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      605000 | PA      | $568294.65    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                              | Bausch Health Cos., Inc.                                                 | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      392000 | PA      | $407680.00    | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Rio Tinto plc                                         | Rio Tinto plc                                                            | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       72923 | NS      | $7346013.58   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                 | Beacon Mobility Corp.                                                    | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |      180000 | PA      | $187428.96    | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SSE plc                                               | SSE plc                                                                  | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |       14604 | NS      | $522887.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                                | BP plc                                                                   | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      190472 | NS      | $1507744.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                              | Berkshire Hathaway, Inc., Class B                                        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       15175 | NS      | $7186880.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                    | Best Buy Co., Inc.                                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        6603 | NS      | $399415.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                              | Lloyds Banking Group plc                                                 | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      712427 | NS      | $968404.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                          | Biogen, Inc.                                                             | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        2105 | NS      | $398434.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Pearl Compute LLC                               | Black Pearl Compute LLC                                                  | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1486000 | PA      | $1507677.43   | 0.06%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Smith & Nephew plc                                    | Smith & Nephew plc                                                       | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |        9767 | NS      | $151132.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                        | BNP Paribas SA                                                           | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1715670.06   | 0.06%             | 2031-05-09      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                | Booking Holdings, Inc.                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       19225 | NS      | $3236721.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                       | AstraZeneca plc                                                          | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       18764 | NS      | $3559950.44   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                     | Booz Allen Hamilton Holding Corp., Class A                               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       15862 | NS      | $1233587.74   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                             | Argenx SE                                                                | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         543 | NS      | $425835.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                               | Boston Scientific Corp.                                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       28557 | NS      | $1645168.77   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Operating Partnership LP                   | Brandywine Operating Partnership LP                                      | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      981000 | PA      | $1026708.71   | 0.04%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust         | Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class C    | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      364000 | PA      | $360808.16    | 0.01%             | 2031-11-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust         | Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class D    | CUSIP: 107927AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      442000 | PA      | $439121.70    | 0.02%             | 2031-11-17      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                              | Bristol-Myers Squibb Co.                                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      111510 | NS      | $6756390.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                        | Broadcom, Inc.                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       69307 | NS      | $28930821.01  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property REIT, Inc.                        | Brookfield Property REIT, Inc.                                           | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      102000 | PA      | $99828.39     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                   | Buckeye Partners LP                                                      | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1384000 | PA      | $1428989.69   | 0.05%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Burlington Stores, Inc.                               | Burlington Stores, Inc.                                                  | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        5632 | NS      | $1802296.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                      | CCO Holdings LLC                                                         | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1466000 | PA      | $1468550.90   | 0.05%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                      | CCO Holdings LLC                                                         | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      882000 | PA      | $892779.80    | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| CBRE Group, Inc.                                      | CBRE Group, Inc., Class A                                                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       11040 | NS      | $1575739.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                 | Churchill Downs, Inc.                                                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      720000 | PA      | $717649.13    | 0.03%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CDW Corp.                                             | CDW Corp.                                                                | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        3728 | NS      | $510400.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                        | Community Health Systems, Inc.                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1607000 | PA      | $1517387.09   | 0.06%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                       | CHL Mortgage Pass-Through Trust, Series 2007-10, Class A4                | CUSIP: 12545CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $0.46         | 0.00%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                     | Cigna Group (The)                                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        3376 | NS      | $980998.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                       | CME Group, Inc.                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       16396 | NS      | $4719096.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CP Atlas Buyer, Inc.                                  | CP Atlas Buyer, Inc.                                                     | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      970000 | PA      | $901791.03    | 0.03%             | 2030-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| CSC Holdings LLC                                      | CSC Holdings LLC                                                         | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      294000 | PA      | $239107.14    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                      | CSC Holdings LLC                                                         | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1117095.56   | 0.04%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| CVR Energy, Inc.                                      | CVR Energy, Inc.                                                         | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     1114000 | PA      | $1128173.42   | 0.04%             | 2031-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CVR Partners LP                                       | CVR Partners LP                                                          | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      852000 | PA      | $851425.08    | 0.03%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                | Alternative Loan Trust, Series 2005-28CB, Class 2A6                      | CUSIP: 12667GXF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                           | Caesars Entertainment, Inc.                                              | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1578000 | PA      | $1523057.51   | 0.06%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Caesars Entertainment, Inc.                           | Caesars Entertainment, Inc.                                              | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1182712.19   | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                            | California Resources Corp.                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      723000 | PA      | $753901.09    | 0.03%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                           | Capital One Financial Corp.                                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       11075 | NS      | $2118647.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                                   | Carlisle Cos., Inc.                                                      | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         839 | NS      | $298063.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                             | Carlyle Group, Inc. (The)                                                | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       19934 | NS      | $998095.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                        | Carnival Corp.                                                           | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       38710 | NS      | $1026202.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                        | Carnival Corp.                                                           | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1486000 | PA      | $1481546.31   | 0.05%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                           | Carvana Co., Class A                                                     | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        2794 | NS      | $1105865.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                          | Casey's General Stores, Inc.                                             | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        2315 | NS      | $1903277.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                        | Celanese Corp., Class A                                                  | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        4150 | NS      | $281204.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                              | Celanese US Holdings LLC                                                 | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      879000 | PA      | $919375.99    | 0.03%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                              | Celanese US Holdings LLC                                                 | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      578000 | PA      | $620436.76    | 0.02%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                              | Celanese US Holdings LLC                                                 | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1501000 | PA      | $1535408.92   | 0.06%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                              | Celanese US Holdings LLC                                                 | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      438000 | PA      | $455738.12    | 0.02%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                             | Century Communities, Inc.                                                | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     1067000 | PA      | $1010423.72   | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Champions Financing, Inc.                             | Champions Financing, Inc.                                                | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     1088000 | PA      | $1058749.34   | 0.04%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Chart Industries, Inc.                                | Chart Industries, Inc.                                                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     1473000 | PA      | $1529166.96   | 0.06%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                  | Charter Communications Operating LLC                                     | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2273355.05   | 0.08%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                  | Charter Communications Operating LLC                                     | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      813000 | PA      | $728047.44    | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                  | Charter Communications Operating LLC                                     | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51849.58     | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                          | Charter Communications, Inc., Class A                                    | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        4220 | NS      | $697017.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                    | Chemours Co. (The)                                                       | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       39412 | NS      | $1062153.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                    | Chemours Co. (The)                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      802000 | PA      | $800220.12    | 0.03%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                    | Chemours Co. (The)                                                       | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      325000 | PA      | $311735.97    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                     | Chevron Phillips Chemical Co. LLC                                        | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       78000 | PA      | $77569.77     | 0.00%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corp.                                         | Chevron Corp.                                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4335 | NS      | $837998.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                           | Ciena Corp.                                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        4260 | NS      | $2247490.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark USA, Inc.                                    | Cinemark USA, Inc.                                                       | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      756000 | PA      | $753081.01    | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                    | Cipher Compute LLC                                                       | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1484000 | PA      | $1538179.61   | 0.06%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                   | Cisco Systems, Inc.                                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        5850 | NS      | $535275.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                       | Citigroup, Inc.                                                          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1752188.31   | 0.06%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                       | Citigroup, Inc.                                                          | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2794501.22   | 0.10%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                         | SM Energy Co.                                                            | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      670000 | PA      | $708709.25    | 0.03%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                     | Clarios Global LP                                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1675617.89   | 0.06%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                     | Clarios Global LP                                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       34000 | PA      | $35128.46     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                      | Clarivate Science Holdings Corp.                                         | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1732000 | PA      | $1672784.31   | 0.06%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                  | Clear Channel Outdoor Holdings, Inc.                                     | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1279570.89   | 0.05%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                  | Clear Channel Outdoor Holdings, Inc.                                     | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      706000 | PA      | $733966.07    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                | Cleveland-Cliffs, Inc.                                                   | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      115000 | PA      | $113206.64    | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                | Cleveland-Cliffs, Inc.                                                   | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1592000 | PA      | $1622303.19   | 0.06%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                            | Cloud Software Group, Inc.                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1597000 | PA      | $1568070.57   | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cloudflare, Inc.                                      | Cloudflare, Inc., Class A                                                | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |        3301 | NS      | $676605.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                 | Clydesdale Acquisition Holdings, Inc.                                    | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10826.99     | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                 | Clydesdale Acquisition Holdings, Inc.                                    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1493000 | PA      | $1354637.94   | 0.05%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                 | Clydesdale Acquisition Holdings, Inc.                                    | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      439000 | PA      | $429211.24    | 0.02%             | 2030-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                 | Coinbase Global, Inc.                                                    | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1289616.67   | 0.05%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Columbia Sportswear Co.                               | Columbia Sportswear Co.                                                  | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        7495 | NS      | $456595.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                             | Comfort Systems USA, Inc.                                                | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        1604 | NS      | $2951761.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International, Inc.                  | Compass Minerals International, Inc.                                     | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1169137.76   | 0.04%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                              | Comstock Resources, Inc.                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      993000 | PA      | $992649.24    | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                              | Comstock Resources, Inc.                                                 | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      362000 | PA      | $350648.80    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips                                        | ConocoPhillips                                                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        9166 | NS      | $1152899.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                      | Cooper-Standard Automotive, Inc.                                         | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     1056000 | PA      | $1014699.84   | 0.04%             | 2031-03-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CoreLogic, Inc.                                       | CoreLogic, Inc.                                                          | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     1156000 | PA      | $1124048.68   | 0.04%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| CoreCivic, Inc.                                       | CoreCivic, Inc.                                                          | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |      999000 | PA      | $1040705.25   | 0.04%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                            | Corebridge Financial, Inc.                                               | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2030.01      | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                       | CoreWeave, Inc.                                                          | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     1763000 | PA      | $1785228.59   | 0.07%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| CoreWeave, Inc.                                       | CoreWeave, Inc.                                                          | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     1027000 | PA      | $1020488.37   | 0.04%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Corning, Inc.                                         | Corning, Inc.                                                            | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       10661 | NS      | $1750962.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay, Inc.                                          | Corpay, Inc.                                                             | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        4196 | NS      | $1285948.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                             | Republic of Cote d'Ivoire                                                | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      492000 | PA      | $453397.68    | 0.02%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Coupang, Inc.                                         | Coupang, Inc.                                                            | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |       30291 | NS      | $605214.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reworld Holding Corp.                                 | Reworld Holding Corp.                                                    | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1113454.46   | 0.04%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corp.                               | Credit Acceptance Corp.                                                  | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       78000 | PA      | $81339.02     | 0.00%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corp.                               | Credit Acceptance Corp.                                                  | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1316000 | PA      | $1311604.56   | 0.05%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Credit Industriel et Commercial                       | Credit Industriel et Commercial                                          | CUSIP: 22536MEC8<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | FR        |      186000 | PA      | $185771.37    | 0.01%             | 2026-05-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                                             | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      548000 | PA      | $538298.82    | 0.02%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                  | CrossCountry Intermediate HoldCo LLC                                     | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1139648.45   | 0.04%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                            | Crowdstrike Holdings, Inc., Class A                                      | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        2858 | NS      | $1273953.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Americas LLC                                    | Crown Americas LLC                                                       | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |       96000 | PA      | $96368.54     | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                    | Banco do Brasil SA                                                       | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |      183721 | NS      | $825145.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                       | Danske Bank A/S                                                          | CUSIP: 23636RQK3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DK        |      250000 | PA      | $241249.48    | 0.01%             | 2027-03-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                              | Darden Restaurants, Inc.                                                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        1471 | NS      | $295023.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                             | Darling Ingredients, Inc.                                                | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     1297000 | PA      | $1308248.88   | 0.05%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Deere & Co.                                           | Deere & Co.                                                              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        2769 | NS      | $1633350.03   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Itausa SA                                             | Itausa SA (Preference)                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      400159 | NS      | $1124078.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Logistics Partners LP                           | Delek Logistics Partners LP                                              | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1376000 | PA      | $1435655.10   | 0.05%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust         | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AF1, Class A4 | CUSIP: 251510NC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.08         | 0.00%             | 2036-04-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Deutsche Bank AG                                                         | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2450000 | PA      | $2420902.40   | 0.09%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings, Inc.                           | DigitalOcean Holdings, Inc.                                              | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       12628 | NS      | $1217718.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Directv Financing LLC                                 | Directv Financing LLC                                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1526131.55   | 0.06%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                 | Directv Financing LLC                                                    | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1796000 | PA      | $1825838.74   | 0.07%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                 | Directv Financing LLC                                                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $676318.50    | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                 | Walt Disney Co. (The)                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       84702 | NS      | $8787832.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                          | Discovery Communications LLC                                             | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      520000 | PA      | $511539.60    | 0.02%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                          | Discovery Communications LLC                                             | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      851000 | PA      | $829776.06    | 0.03%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                          | Discovery Communications LLC                                             | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1710963.80   | 0.06%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                 | Directv Financing LLC                                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      560000 | PA      | $570344.32    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd.                          | Dr Reddy's Laboratories Ltd.                                             | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |       45472 | NS      | $620238.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                 | Dominion Energy, Inc.                                                    | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       41784 | NS      | $2695068.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RR Donnelley & Sons Co.                               | RR Donnelley & Sons Co.                                                  | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     1364000 | PA      | $1407832.14   | 0.05%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| DoorDash, Inc.                                        | DoorDash, Inc., Class A                                                  | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        9846 | NS      | $1660527.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                           | Dover Corp.                                                              | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       27742 | NS      | $6281066.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Duquesne Light Holdings, Inc.                         | Duquesne Light Holdings, Inc.                                            | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2372165.83   | 0.09%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                                | Petroleo Brasileiro SA (Preference)                                      | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |      437690 | NS      | $4363818.27   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                                      | elf Beauty, Inc.                                                         | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |        6812 | NS      | $435763.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                   | EOG Resources, Inc.                                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       18865 | NS      | $2651853.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                             | EQT Corp.                                                                | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       49179 | NS      | $2954674.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                            | EastGroup Properties, Inc.                                               | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |         938 | NS      | $188725.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ecuador                                   | Republic of Ecuador                                                      | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      402000 | PA      | $410223.63    | 0.01%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                   | Republic of Ecuador                                                      | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      200000 | PA      | $206800.00    | 0.01%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                  | Edison International                                                     | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      445000 | PA      | $456540.19    | 0.02%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                            | Edwards Lifesciences Corp.                                               | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       17122 | NS      | $1429687.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental SAB de CV                            | Arca Continental SAB de CV                                               | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |       72598 | NS      | $872705.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                            | Elastic NV                                                               | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     1009000 | PA      | $957724.84    | 0.03%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                        | Element Fleet Management Corp.                                           | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $252458.70    | 0.01%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Emerson Electric Co.                                  | Emerson Electric Co.                                                     | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       16951 | NS      | $2380598.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                     | EMRLD Borrower LP                                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      973000 | PA      | $996136.97    | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                        | Enbridge, Inc.                                                           | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $448976.93    | 0.02%             | 2077-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                        | Enbridge, Inc.                                                           | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1100000 | PA      | $1126886.20   | 0.04%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                            | Encore Capital Group, Inc.                                               | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     1199000 | PA      | $1252955.00   | 0.05%             | 2029-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                    | Energy Transfer LP                                                       | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      450000 | PA      | $462027.15    | 0.02%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                        | Entegris, Inc.                                                           | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      755000 | PA      | $764286.50    | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                         | Equinix, Inc.                                                            | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         391 | NS      | $423386.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare.com, Inc.                              | EquipmentShare.com, Inc., Class A                                        | CUSIP: 29445S100<br>LEI: 254900PWJK48CGPKPI80 | Long             | EC               | CORP              | US        |       43718 | NS      | $917859.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| EquipmentShare.com, Inc.                              | EquipmentShare.com, Inc.                                                 | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     1331000 | PA      | $1379906.26   | 0.05%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Esab Corp.                                            | Esab Corp.                                                               | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1090211.81   | 0.04%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Excelerate Energy LP                                  | Excelerate Energy LP                                                     | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      538000 | PA      | $570543.08    | 0.02%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                   | Exeter Automobile Receivables Trust, Series 2026-1A, Class C             | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      348000 | PA      | $343819.79    | 0.01%             | 2032-05-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                   | Exeter Automobile Receivables Trust, Series 2026-1A, Class D             | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      691000 | PA      | $684150.39    | 0.02%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                     | Exxon Mobil Corp.                                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       56377 | NS      | $8700662.41   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR Capital Corp.                                  | FS KKR Capital Corp.                                                     | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      802000 | PA      | $751329.55    | 0.03%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| FS KKR Capital Corp.                                  | FS KKR Capital Corp.                                                     | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     1537000 | PA      | $1532180.43   | 0.06%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                  | Meta Platforms, Inc., Class A                                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       45328 | NS      | $27736656.48  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                  | Meta Platforms, Inc.                                                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1338000 | PA      | $1321912.28   | 0.05%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BT Group plc                                          | BT Group plc                                                             | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |       72356 | NS      | $212714.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group plc                             | Marks & Spencer Group plc                                                | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |       24888 | NS      | $111792.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                          | Barclays plc                                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      167460 | NS      | $984316.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec           | Federation des Caisses Desjardins du Quebec                              | CUSIP: 31428GQ22<br>LEI: 549300B2Q47IR0CR5B54 | Long             | STIV             | CORP              | CA        |      250000 | PA      | $241760.15    | 0.01%             | 2027-03-02      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp.                                           | FedEx Corp.                                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        1926 | NS      | $776775.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrellgas LP                                         | Ferrellgas LP                                                            | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1208000 | PA      | $1179185.58   | 0.04%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                            | Fertitta Entertainment LLC                                               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      907000 | PA      | $883009.03    | 0.03%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.          | Fidelity National Information Services, Inc.                             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       81871 | NS      | $3809457.63   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group plc                                    | Intertek Group plc                                                       | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |        1862 | NS      | $119946.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                   | Fifth Third Bancorp                                                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       76975 | NS      | $3907251.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash, Inc.                                       | FirstCash, Inc.                                                          | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $1041959.53   | 0.04%             | 2030-01-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                       | First Citizens BancShares, Inc., Class A                                 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         213 | NS      | $422553.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                              | Next plc                                                                 | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |        1407 | NS      | $248319.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher plc                                        | Kingfisher plc                                                           | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |       20723 | NS      | $81489.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                             | First Student Bidco, Inc.                                                | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $157850.45    | 0.01%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Flash Compute LLC                                     | Flash Compute LLC                                                        | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $826256.76    | 0.03%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Flowserve Corp.                                       | Flowserve Corp.                                                          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       31368 | NS      | $2309939.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                        | Ford Motor Co.                                                           | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       32506 | NS      | $392672.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                             | Ford Motor Credit Co. LLC                                                | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      377000 | PA      | $373735.16    | 0.01%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                           | FTAI Aviation Investors LLC                                              | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     1328000 | PA      | $1327452.33   | 0.05%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fox Corp.                                             | Fox Corp., Class A                                                       | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       17058 | NS      | $1083012.42   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corp.                                | Freedom Mortgage Corp.                                                   | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     1207000 | PA      | $1205853.35   | 0.04%             | 2027-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                | Freedom Mortgage Corp.                                                   | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       94000 | PA      | $102014.44    | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                         | Freedom Mortgage Holdings LLC                                            | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      464000 | PA      | $480717.92    | 0.02%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Futu Holdings Ltd.                                    | Futu Holdings Ltd.                                                       | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         688 | NS      | $106302.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                               | GFL Environmental, Inc.                                                  | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     1558000 | PA      | $1524075.64   | 0.06%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                      | GE HealthCare Technologies, Inc.                                         | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       50102 | NS      | $3048205.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                   | GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A1          | CUSIP: 36277LAA1<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-O            | CORP              | US        |      274636 | PA      | $272290.54    | 0.01%             | 2056-05-25      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                   | GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1          | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      242646 | PA      | $235721.30    | 0.01%             | 2065-07-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                              | Arthur J Gallagher & Co.                                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       11326 | NS      | $2337686.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                                       | Gap, Inc. (The)                                                          | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       56587 | NS      | $1391474.33   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                                       | Gap, Inc. (The)                                                          | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1178000 | PA      | $1111414.80   | 0.04%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| General Dynamics Corp.                                | General Dynamics Corp.                                                   | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        2167 | NS      | $746098.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Energy LP                                     | Genesis Energy LP                                                        | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1391000 | PA      | $1445746.98   | 0.05%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genting New York LLC                                  | Genting New York LLC                                                     | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1048000 | PA      | $1064237.67   | 0.04%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Getty Images, Inc.                                    | Getty Images, Inc.                                                       | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1117118.90   | 0.04%             | 2030-11-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                 | Gilead Sciences, Inc.                                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       12007 | NS      | $1570995.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corp.                                         | Magnera Corp.                                                            | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1007544.23   | 0.04%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| GoDaddy, Inc.                                         | GoDaddy, Inc., Class A                                                   | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        3011 | NS      | $261324.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd.                                      | Gold Fields Ltd.                                                         | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |       29740 | NS      | $1263355.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                       | Goldman Sachs Group, Inc. (The)                                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        2774 | NS      | $2562537.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman US Finance Seven LLC                          | Goodman US Finance Seven LLC                                             | CUSIP: 38239BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      939000 | PA      | $924741.40    | 0.03%             | 2036-04-28      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                      | Goodyear Tire & Rubber Co. (The)                                         | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      329000 | PA      | $315598.48    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                      | Gray Media, Inc.                                                         | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1384000 | PA      | $1469370.66   | 0.05%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                              | Group 1 Automotive, Inc.                                                 | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     1064000 | PA      | $1035926.36   | 0.04%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bouygues SA                                           | Bouygues SA                                                              | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        2331 | NS      | $137854.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV             | Grupo Aeroportuario del Sureste SAB de CV                                | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |        3374 | NS      | $1031904.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                             | Airbus SE                                                                | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        7189 | NS      | $1482080.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                               | Veolia Environnement SA                                                  | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |        7628 | NS      | $322582.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                             | adidas AG                                                                | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        2069 | NS      | $358056.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                | HLF Financing SARL LLC                                                   | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1366000 | PA      | $1284460.93   | 0.05%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                             | HCA, Inc.                                                                | CUSIP: 404119DJ5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1184418.42   | 0.04%             | 2031-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                  | HCA Healthcare, Inc.                                                     | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         751 | NS      | $326271.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                        | HDFC Bank Ltd.                                                           | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      172252 | NS      | $4376923.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                     | HSBC Holdings plc                                                        | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      310000 | PA      | $315665.01    | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Generali                                              | Generali                                                                 | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |       10313 | NS      | $462146.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| L'Oreal SA                                            | L'Oreal SA                                                               | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        2906 | NS      | $1251582.87   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                   | LVMH Moet Hennessy Louis Vuitton SE                                      | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        9205 | NS      | $4917398.25   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                   | Intesa Sanpaolo SpA                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |      168540 | NS      | $1145099.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                | EDP SA                                                                   | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |       37965 | NS      | $207071.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                        | BPER Banca SpA                                                           | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |       18930 | NS      | $279440.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                        | HarborView Mortgage Loan Trust, Series 2006-14, Class 1A1A               | CUSIP: 41162NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.17         | 0.00%             | 2047-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Thales SA                                             | Thales SA                                                                | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        1121 | NS      | $307980.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                          | Capgemini SE                                                             | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        1853 | NS      | $225355.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                         | Carlsberg A/S, Class B                                                   | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |        1137 | NS      | $153965.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                                | Hayward Holdings, Inc.                                                   | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28906 | NS      | $433879.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotus Bakeries NV                                     | Lotus Bakeries NV                                                        | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Long             | EC               | CORP              | BE        |           5 | NS      | $60192.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Healthpeak Properties, Inc.                           | Healthpeak Properties, Inc.                                              | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |       56470 | NS      | $913119.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                       | D'ieteren Group                                                          | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |         260 | NS      | $53726.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| AP Moller - Maersk A/S                                | AP Moller - Maersk A/S, Class B                                          | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          48 | NS      | $113721.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AP Moller - Maersk A/S                                | AP Moller - Maersk A/S, Class A                                          | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          35 | NS      | $82124.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                   | Herc Holdings, Inc.                                                      | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1118000 | PA      | $1145557.58   | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                   | Herc Holdings, Inc.                                                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1181000 | PA      | $1228680.51   | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                     | Hertz Corp. (The)                                                        | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1225528.59   | 0.04%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                          | Hess Midstream Operations LP                                             | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      545000 | PA      | $558393.38    | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                        | Hewlett Packard Enterprise Co.                                           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       94651 | NS      | $2723109.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                   | Hilcorp Energy I LP                                                      | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1034356.23   | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                   | Hilton Domestic Operating Co., Inc.                                      | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      312000 | PA      | $316291.56    | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                   | Hilton Grand Vacations Borrower LLC                                      | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      532000 | PA      | $514848.48    | 0.02%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                       | Hilton Worldwide Holdings, Inc.                                          | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        5364 | NS      | $1738311.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                               | Fresenius SE & Co. KGaA                                                  | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |        5111 | NS      | $247523.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                    | Publicis Groupe SA                                                       | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |        2769 | NS      | $258728.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                         | Honeywell International, Inc.                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        3633 | NS      | $778660.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                           | Host Hotels & Resorts, Inc.                                              | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |        9993 | NS      | $211152.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                | Howmet Aerospace, Inc.                                                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        7631 | NS      | $1854638.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Ltd.                                | HUB International Ltd.                                                   | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     2437000 | PA      | $2521005.83   | 0.09%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HubSpot, Inc.                                         | HubSpot, Inc.                                                            | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        5646 | NS      | $1252056.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                          | Humana, Inc.                                                             | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        4652 | NS      | $1099918.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                               | Hungary Government Bond                                                  | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1158000 | PA      | $1004565.00   | 0.04%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Hunt Cos., Inc.                                       | Hunt Cos., Inc.                                                          | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |      918000 | PA      | $889303.04    | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                      | JB Hunt Transport Services, Inc.                                         | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        2545 | NS      | $640143.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                           | Huntington Bancshares, Inc.                                              | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       65745 | NS      | $1101886.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas SA                                     | Indra Sistemas SA                                                        | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |         962 | NS      | $55328.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                               | Hyundai Capital America                                                  | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       71000 | PA      | $70766.90     | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Kesko OYJ                                             | Kesko OYJ, Class B                                                       | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |        3304 | NS      | $81277.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kingspan Group plc                                    | Kingspan Group plc                                                       | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |        1850 | NS      | $171168.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                          | KBC Group NV                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |        2779 | NS      | $369879.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT, Inc.                                             | ITT, Inc.                                                                | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       12006 | NS      | $2573366.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Holdings LLC                                      | ITT Holdings LLC                                                         | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     1509000 | PA      | $1487556.66   | 0.05%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises LP                                  | Icahn Enterprises LP                                                     | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      927000 | PA      | $812585.21    | 0.03%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                  | Icahn Enterprises LP                                                     | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $59711.03     | 0.00%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                  | Icahn Enterprises LP                                                     | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $776721.71    | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Hannover Rueck SE                                     | Hannover Rueck SE                                                        | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |         730 | NS      | $220571.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group plc                                       | Kerry Group plc, Class A                                                 | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |        1949 | NS      | $165174.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                      | Wartsila OYJ Abp                                                         | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |        6085 | NS      | $255553.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingram Micro, Inc.                                    | Ingram Micro, Inc.                                                       | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |     1811000 | PA      | $1779600.70   | 0.06%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| L E Lundbergforetagen AB                              | L E Lundbergforetagen AB, Class B                                        | CUSIP: N/A<br>LEI: 529900BPSFZS6O3A9R04       | Long             | EC               | CORP              | SE        |         919 | NS      | $53269.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| GEA Group AG                                          | GEA Group AG                                                             | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |        1773 | NS      | $121240.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                          | Infosys Ltd.                                                             | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       81464 | NS      | $1015041.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Bollore SE                                            | Bollore SE                                                               | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |        8462 | NS      | $53433.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Insmed, Inc.                                          | Insmed, Inc.                                                             | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       16339 | NS      | $2227495.87   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                           | Intel Corp.                                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       11941 | NS      | $1128185.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                       | Interactive Brokers Group, Inc., Class A                                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       19798 | NS      | $1573941.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                       | Intercontinental Exchange, Inc.                                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        4325 | NS      | $683739.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                       | Danske Bank A/S                                                          | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |        8082 | NS      | $415483.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                            | Genmab A/S                                                               | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         738 | NS      | $195405.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                        | Continental AG                                                           | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |        1331 | NS      | $100707.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                          | Intuit, Inc.                                                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        3245 | NS      | $1260682.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                              | Intuitive Surgical, Inc.                                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        3150 | NS      | $1441471.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                      | Deutsche Post AG                                                         | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |       11131 | NS      | $659113.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                         | ION Platform Finance US, Inc.                                            | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      501000 | PA      | $468473.85    | 0.02%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                         | ION Platform Finance US, Inc.                                            | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       53000 | PA      | $48779.74     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                           | Ionis Pharmaceuticals, Inc.                                              | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |        5131 | NS      | $383593.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings, Inc.                                  | IQVIA Holdings, Inc.                                                     | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       16930 | NS      | $2681204.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                   | Iron Mountain, Inc.                                                      | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     1064000 | PA      | $1087350.54   | 0.04%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OMV AG                                                | OMV AG                                                                   | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |        1782 | NS      | $125791.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verbund AG                                            | Verbund AG                                                               | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |         824 | NS      | $62173.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                               | JPMorgan Mortgage Trust, Series 2005-A8, Class 2A3                       | CUSIP: 466247YP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $1.50         | 0.00%             | 2035-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                           | Jabil, Inc.                                                              | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        2044 | NS      | $689829.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Income Fund                                  | JPMorgan Income Fund, Class R6                                           | CUSIP: 46637K216<br>LEI: 549300J9G10ZQTTAFU03 | Long             |  | RF                | US        |    12145245 | NS      | $103598938.20 | 3.78%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Income ETF                                   | JPMorgan Income ETF                                                      | CUSIP: 46641Q159<br>LEI: 549300CYQ8KHPO2GR356 | Long             |  | RF                | US        |     2095298 | NS      | $96677049.72  | 3.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Moran Foods Backstop Equity                           | Moran Foods Backstop Equity                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     2994931 | NS      | $2.99         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund         | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares    | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |    31163431 | NS      | $31163430.75  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                      | Pernod Ricard SA                                                         | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |        2442 | NS      | $181542.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group                                     | Jane Street Group                                                        | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      389000 | PA      | $377802.79    | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Renault SA                                            | Renault SA                                                               | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |        2326 | NS      | $81710.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                   | Jazz Securities DAC                                                      | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     1550000 | PA      | $1515881.40   | 0.06%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Telenor ASA                                           | Telenor ASA                                                              | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |        7450 | NS      | $122629.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                            | Merck KGaA                                                               | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |        1564 | NS      | $202517.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                | RWE AG                                                                   | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |        7649 | NS      | $556943.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                     | Johnson & Johnson                                                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       44689 | NS      | $10271766.65  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Small Cap Equity Fund                        | JPMorgan Small Cap Equity Fund, Class R6                                 | CUSIP: 48127B862<br>LEI: 549300RO68EY7ZS30I29 | Long             |  | RF                | US        |      931339 | NS      | $44853296.26  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                      | JPMorgan Prime Money Market Fund, Class Institutional                    | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |   126506351 | NS      | $126531652.11 | 4.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                      | Skandinaviska Enskilda Banken AB, Class A                                | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |       18316 | NS      | $362513.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                             | Sofina SA                                                                | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |         200 | NS      | $51209.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp.                                              | KT Corp.                                                                 | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |       57098 | NS      | $1223610.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                 | Schneider Electric SE                                                    | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        6633 | NS      | $2110679.11   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                | SAP SE                                                                   | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       12634 | NS      | $2121162.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                           | Swedbank AB, Class A                                                     | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       10272 | NS      | $363107.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                          | Kaspi.KZ JSC                                                             | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        6747 | NS      | $579162.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeHE Distributors LLC                                 | KeHE Distributors LLC                                                    | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1322322.21   | 0.05%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                  | Kennedy-Wilson, Inc.                                                     | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      398000 | PA      | $391504.70    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trelleborg AB                                         | Trelleborg AB, Class B                                                   | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |        2454 | NS      | $100758.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Keurig Dr Pepper, Inc.                                | Keurig Dr Pepper, Inc.                                                   | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        7884 | NS      | $231789.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                               | E.ON SE                                                                  | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       27163 | NS      | $602210.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                   | Kinder Morgan, Inc.                                                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       10839 | NS      | $356277.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings LP                                   | Kinetik Holdings LP                                                      | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       78000 | PA      | $78263.87     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                   | Kinetik Holdings LP                                                      | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1825966.47   | 0.07%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kinsale Capital Group, Inc.                           | Kinsale Capital Group, Inc.                                              | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |        1099 | NS      | $355647.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nederlandse Waterschapsbank NV                        | Nederlandse Waterschapsbank NV                                           | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     3120000 | PA      | $2203947.23   | 0.08%             | 2027-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp.                        | New South Wales Treasury Corp.                                           | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     5585000 | PA      | $3803469.36   | 0.14%             | 2035-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                            | People's Republic of China                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     3120000 | PA      | $529024.07    | 0.02%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                  | Henkel AG & Co. KGaA                                                     | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |        1257 | NS      | $86627.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                  | Kontoor Brands, Inc.                                                     | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       25007 | NS      | $1834513.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LABL, Inc.                                            | LABL, Inc.                                                               | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      820000 | PA      | $352600.00    | 0.01%             | 2028-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LB-UBS Commercial Mortgage Trust                      | LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ               | CUSIP: 50179MAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2039-09-15      | Variable      | 5.45%                 | No            |                  3 | On Loan: No      |
| LCM Investments Holdings II LLC                       | LCM Investments Holdings II LLC                                          | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      617000 | PA      | $604073.36    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                  | LHOME Mortgage Trust, Series 2026-RTL1, Class A1                         | CUSIP: 50206JAA3<br>LEI: 52990026MRD22HI0T740 | Long             | ABS-MBS          | CORP              | US        |      830000 | PA      | $823366.23    | 0.03%             | 2041-01-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                                | Labcorp Holdings, Inc.                                                   | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9010 | NS      | $2313768.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene OYJ                                       | UPM-Kymmene OYJ                                                          | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |        6385 | NS      | $191312.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                              | Bayer AG (Registered)                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       11886 | NS      | $532941.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                        | Stora Enso OYJ, Class R                                                  | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |        7046 | NS      | $78454.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                  | Henkel AG & Co. KGaA (Preference)                                        | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |        1940 | NS      | $141170.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                               | BASF SE                                                                  | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |       10798 | NS      | $692546.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                         | Beiersdorf AG                                                            | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |        1174 | NS      | $97324.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                           | HOCHTIEF AG                                                              | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |         188 | NS      | $101111.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                               | Heidelberg Materials AG                                                  | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |        1619 | NS      | $357221.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                             | Fresenius Medical Care AG                                                | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |        2662 | NS      | $120451.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                  | ASM International NV                                                     | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         567 | NS      | $554682.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                             | Orange SA                                                                | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |       22528 | NS      | $469085.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                           | Randstad NV                                                              | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |        1277 | NS      | $37839.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                            | Allianz SE (Registered)                                                  | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        4602 | NS      | $2101883.04   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                              | Hermes International SCA                                                 | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |         383 | NS      | $732717.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                | Lendmark Funding Trust, Series 2025-2A, Class A                          | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1407000 | PA      | $1408059.05   | 0.05%             | 2034-10-20      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Endesa SA                                             | Endesa SA                                                                | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |        3843 | NS      | $172249.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1577.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $821.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $190741.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2525.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                 | Deutsche Lufthansa AG (Registered)                                       | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |        7255 | NS      | $62164.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1816.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3908.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7976.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2482.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                   | Erste Group Bank AG                                                      | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |        3725 | NS      | $411598.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15676.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8053.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7228.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2301.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8099.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $813.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10912.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-238.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10675.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1880.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG         | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)               | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       13925 | NS      | $8329547.42   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1764.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-880.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7418.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12812.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4081.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3626.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6658.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3467.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8791.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4092.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-478.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66966.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2773.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14401.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19032.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13018.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12888.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28628.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $85416.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31961.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-41102.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20167.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29846.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-162775.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17747.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26469.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3312.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5158.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17230.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $115946.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2787.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4073.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4381.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23717.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4035.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8386.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-41610.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16442.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4303.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6309.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2856.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10153.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11610.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $638.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $420.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5309.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6894.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5765.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-49167.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4047.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3477.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3064.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4273.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34656.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21529.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4092.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $504.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2504.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11070.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9643.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4587.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7483.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9867.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1162.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8861.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8974.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4462.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6495.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8835.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2608.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-528.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2590.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15877.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3498.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                | LifePoint Health, Inc.                                                   | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      458000 | PA      | $485569.77    | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8696.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5798.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5722.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4097.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $233.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                       | Eli Lilly & Co.                                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        3707 | NS      | $3464562.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1364.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7408.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2284.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9945.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9223.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5626.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-219.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3305.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-768.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3642.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10789.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5413.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32475.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7464.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2352.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11585.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2169.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2105.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-657.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3352.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21284.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6380.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4332.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14746.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                        | Rheinmetall AG                                                           | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         557 | NS      | $888309.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6390.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6830.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4180.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $756.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10724.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17613.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5673.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5109.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10957.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21792.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6034.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2759.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-897.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13857.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15130.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1426.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1496.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3457.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-605.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10540.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3849.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4745.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15573.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4743.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9064.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3815.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1190.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12455.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6209.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4061.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $36.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-694.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1188.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3989.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1172.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21479.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $113097.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1616.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2267.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12406.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2176.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-175290.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $80195.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-61890.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23514.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10809.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2064.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $810655.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32442.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $54961.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-57348.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $42440.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8956.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $48418.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1123.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-51928.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6697.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-817.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-995.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-56154.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30777.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1211.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2396.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1826.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2070.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2260.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3459.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16224.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2672.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2160.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5695.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1633.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1087.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-441.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-738.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5612.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $171.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2368.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1823.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8569.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $491.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-583.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10250.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2174.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $274.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-185.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2729.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5431.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1434.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $226.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4436.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9174.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1397.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1555.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1265.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4138.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $349.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3104.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8045.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2208.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3475.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5627.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-955.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4869.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2869.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1803.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3259.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1376.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4734.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6444.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2456.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $224.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6134.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5725.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $597.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4138.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-427.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $616.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2465.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $245.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $522.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1000.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1438.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-955.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-112.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-571.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-150.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-886.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1165.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1441.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1036.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                   | Lithia Motors, Inc.                                                      | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     1192000 | PA      | $1142407.67   | 0.04%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                       | Live Nation Entertainment, Inc.                                          | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        5692 | NS      | $898994.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                           | Loews Corp.                                                              | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        5990 | NS      | $674533.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                          | Bankinter SA                                                             | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |        8156 | NS      | $135724.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                    | Barry Callebaut AG (Registered)                                          | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Long             | EC               | CORP              | CH        |          43 | NS      | $64450.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                     | Lowe's Cos., Inc.                                                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       34938 | NS      | $8342845.02   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                         | Volkswagen AG (Preference)                                               | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |        2495 | NS      | $253013.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                    | Banco Bilbao Vizcaya Argentaria SA                                       | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       69070 | NS      | $1525231.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                             | Kering SA                                                                | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |         901 | NS      | $247877.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                        | M&T Bank Corp.                                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        4344 | NS      | $949728.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                 | MGIC Investment Corp.                                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       20307 | NS      | $537729.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                | Mercedes-Benz Group AG                                                   | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |        8737 | NS      | $509280.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                             | MGM Resorts International                                                | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      559000 | PA      | $553625.10    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                             | MGM Resorts International                                                | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32419.87     | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                    | MIWD Holdco II LLC                                                       | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1056000 | PA      | $974228.53    | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Swisscom AG                                           | Swisscom AG (Registered)                                                 | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |         313 | NS      | $264744.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                       | MYT Holding LLC                                                          | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23161 | NS      | $5790.25      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Securitas AB                                          | Securitas AB, Class B                                                    | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |        5950 | NS      | $99858.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Madison IAQ LLC                                       | Madison IAQ LLC                                                          | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      619000 | PA      | $610374.79    | 0.02%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Acciona SA                                            | Acciona SA                                                               | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |         299 | NS      | $87033.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum OYJ                                            | Fortum OYJ                                                               | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |        5428 | NS      | $136748.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                       | Discovery Global Holdings, Inc.                                          | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      109000 | PA      | $108080.86    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                       | Discovery Global Holdings, Inc.                                          | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       85000 | PA      | $82724.55     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                | UCB SA                                                                   | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |        1530 | NS      | $416605.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                         | Nemetschek SE                                                            | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |         699 | NS      | $50729.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                          | Carrefour SA                                                             | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |        7127 | NS      | $141780.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                               | Naturgy Energy Group SA                                                  | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |        3226 | NS      | $101394.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                              | Marathon Petroleum Corp.                                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        1078 | NS      | $267656.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                             | Repsol SA                                                                | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       13652 | NS      | $366708.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                     | Wolters Kluwer NV                                                        | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        2813 | NS      | $219541.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                             | Sanofi SA                                                                | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       13279 | NS      | $1242602.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                             | H & M Hennes & Mauritz AB, Class B                                       | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |        5971 | NS      | $107165.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Elisa OYJ                                             | Elisa OYJ                                                                | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |        1721 | NS      | $83585.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                    | Banco Santander SA                                                       | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      177718 | NS      | $2168573.65   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                           | Marsh & McLennan Cos., Inc.                                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        2594 | NS      | $435039.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                          | Marriott International, Inc., Class A                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        8914 | NS      | $3224104.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                            | Siemens AG (Registered)                                                  | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |        9195 | NS      | $2732396.97   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                         | Telefonica SA                                                            | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       44590 | NS      | $201213.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                       | Martin Marietta Materials, Inc.                                          | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         688 | NS      | $425920.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                      | Deutsche Bank AG (Registered)                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       21959 | NS      | $682244.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                           | Bayerische Motoren Werke AG                                              | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |        3394 | NS      | $310595.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                           | Bayerische Motoren Werke AG (Preference)                                 | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |         661 | NS      | $60316.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                      | Mastercard, Inc., Class A                                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       36006 | NS      | $18108137.52  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                | Mauser Packaging Solutions Holding Co.                                   | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     1519000 | PA      | $1535959.64   | 0.06%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                           | McGraw-Hill Education, Inc.                                              | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     1256000 | PA      | $1246471.73   | 0.05%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Buzzi SpA                                             | Buzzi SpA                                                                | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |         926 | NS      | $50702.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                      | McDonald's Corp.                                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       30449 | NS      | $8939521.91   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                   | Deutsche Telekom AG (Registered)                                         | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       44509 | NS      | $1437669.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                          | Sartorius AG (Preference)                                                | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EC               | CORP              | DE        |         317 | NS      | $80986.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                              | Accor SA                                                                 | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |        2272 | NS      | $112438.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                            | Melco Resorts Finance Ltd.                                               | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $198250.00    | 0.01%             | 2033-09-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                    | MercadoLibre, Inc.                                                       | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         575 | NS      | $1030762.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Finance North America LLC               | Mercedes-Benz Finance North America LLC                                  | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      250000 | PA      | $252011.74    | 0.01%             | 2027-11-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                             | CTS Eventim AG & Co. KGaA                                                | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |         755 | NS      | $49832.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                              | Infineon Technologies AG                                                 | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |       15800 | NS      | $1062633.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                     | Merck & Co., Inc.                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       18893 | NS      | $2062737.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia OYJ                                             | Nokia OYJ                                                                | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |       64086 | NS      | $814313.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                           | Rational AG                                                              | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |          62 | NS      | $45334.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                    | Mettler-Toledo International, Inc.                                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         537 | NS      | $685539.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                       | Microsoft Corp.                                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       74093 | NS      | $30213643.54  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                               | Micron Technology, Inc.                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       14036 | NS      | $7258857.76   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.               | Mid-America Apartment Communities, Inc.                                  | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       12402 | NS      | $1602090.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                    | Koninklijke KPN NV                                                       | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |       46306 | NS      | $247623.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                   | Stagwell Global LLC                                                      | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     1472000 | PA      | $1400246.73   | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                       | Telefonaktiebolaget LM Ericsson, Class B                                 | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       33859 | NS      | $403903.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                | Chocoladefabriken Lindt & Spruengli AG                                   | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |          11 | NS      | $134798.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                | Chocoladefabriken Lindt & Spruengli AG (Registered)                      | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |           1 | NS      | $129135.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                 | STMicroelectronics NV                                                    | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |        8192 | NS      | $446267.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Middleby Corp. (The)                                  | Middleby Corp. (The)                                                     | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        3466 | NS      | $486487.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                   | Societe Generale SA                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        8350 | NS      | $672175.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                          | Telia Co. AB                                                             | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |       28544 | NS      | $149200.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                           | Givaudan SA (Registered)                                                 | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |         112 | NS      | $399398.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                             | Zurich Insurance Group AG                                                | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        1771 | NS      | $1234777.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                | Koninklijke Philips NV                                                   | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |        9320 | NS      | $245841.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Accton Technology Corp.                               | Accton Technology Corp.                                                  | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |       24000 | NS      | $1757678.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                           | Aisin Corp.                                                              | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |        6000 | NS      | $95144.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                   | Ajinomoto Co., Inc.                                                      | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |       11000 | NS      | $353544.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                             | Millrose Properties, Inc.                                                | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      788000 | PA      | $798058.03    | 0.03%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                    | ANA Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |        1900 | NS      | $31574.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zensho Holdings Co. Ltd.                              | Zensho Holdings Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800DYF3UDM49ITT03       | Long             | EC               | CORP              | JP        |        1200 | NS      | $66138.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.               | Singapore Technologies Engineering Ltd.                                  | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |       18900 | NS      | $160167.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                           | Realtek Semiconductor Corp.                                              | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |       71000 | NS      | $1212141.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                             | Asahi Group Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |       18400 | NS      | $181159.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                     | Asahi Kasei Corp.                                                        | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       15700 | NS      | $154485.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC, Inc.                                             | AGC, Inc.                                                                | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |        2400 | NS      | $86073.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp.                                           | Asics Corp.                                                              | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |        8400 | NS      | $238540.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                               | ANZ Group Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |       36467 | NS      | $968619.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                      | Bank Hapoalim BM                                                         | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |       15130 | NS      | $405938.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                 | Westpac Banking Corp.                                                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |       41380 | NS      | $1157674.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                               | Bank Leumi Le-Israel BM                                                  | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |       17932 | NS      | $453942.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                               | Mohawk Industries, Inc.                                                  | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        3187 | NS      | $336419.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohegan Tribal Gaming Authority                       | Mohegan Tribal Gaming Authority                                          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1119000 | PA      | $1164873.48   | 0.04%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| LY Corp.                                              | LY Corp.                                                                 | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       33300 | NS      | $87586.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                               | Molina Healthcare, Inc.                                                  | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     1254000 | PA      | $1275882.04   | 0.05%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fortescue Ltd.                                        | Fortescue Ltd.                                                           | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       20488 | NS      | $295294.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                    | Telstra Group Ltd.                                                       | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |       47659 | NS      | $183035.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                          | Mondelez International, Inc., Class A                                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       47540 | NS      | $2920857.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd.                                     | CLP Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |       20000 | NS      | $192306.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd.                              | Mahindra & Mahindra Ltd.                                                 | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |       58864 | NS      | $1930577.56   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd.                                | Lynas Rare Earths Ltd.                                                   | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               | CORP              | AU        |       10959 | NS      | $155466.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ASX Ltd.                                              | ASX Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |        2351 | NS      | $102910.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp.                                     | Bridgestone Corp.                                                        | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |       13800 | NS      | $286778.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                         | Obic Co. Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3900 | NS      | $103635.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                          | Oracle Corp.                                                             | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |         500 | NS      | $27606.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                        | BHP Group Ltd.                                                           | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       61447 | NS      | $2432031.77   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd.                                   | Contact Energy Ltd.                                                      | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | EC               | CORP              | NZ        |       10755 | NS      | $60358.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DB Insurance Co. Ltd.                                 | DB Insurance Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |        6626 | NS      | $753995.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                           | Canon, Inc.                                                              | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       10500 | NS      | $270128.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co. Ltd.                                       | Capcom Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |        4200 | NS      | $88677.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       26755 | NS      | $5099235.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                           | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      849000 | PA      | $830687.96    | 0.03%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                               | DBS Group Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      125620 | NS      | $5792421.99   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                    | Computershare Ltd.                                                       | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |        6298 | NS      | $138361.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                             | Central Japan Railway Co.                                                | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |        9300 | NS      | $223111.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                              | CSL Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        5870 | NS      | $529829.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                 | Chiba Bank Ltd. (The)                                                    | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |        6800 | NS      | $93861.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                        | Chubu Electric Power Co., Inc.                                           | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |        8300 | NS      | $142750.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                        | Chugai Pharmaceutical Co. Ltd.                                           | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |        8100 | NS      | $431968.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                        | REA Group Ltd.                                                           | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |         639 | NS      | $79111.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Transurban Group                                      | Transurban Group                                                         | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |       37684 | NS      | $381918.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd.                                         | Cochlear Ltd.                                                            | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |         791 | NS      | $53820.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                    | Origin Energy Ltd.                                                       | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |       20843 | NS      | $182253.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                        | Commonwealth Bank of Australia                                           | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |       20246 | NS      | $2550118.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                        | Rio Tinto Ltd.                                                           | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |        4493 | NS      | $550345.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                   | PetroChina Co. Ltd., Class H                                             | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |     1538000 | NS      | $2372387.03   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                   | Rakuten Group, Inc.                                                      | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |       18400 | NS      | $89586.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                             | APA Group                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       15912 | NS      | $118866.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                   | Medline Borrower LP                                                      | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1963000 | PA      | $1953598.60   | 0.07%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| KDDI Corp.                                            | KDDI Corp.                                                               | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |       35500 | NS      | $580941.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                      | Daifuku Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |        3900 | NS      | $170514.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co. Ltd.                     | Daito Trust Construction Co. Ltd.                                        | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |        3500 | NS      | $78725.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                | Daikin Industries Ltd.                                                   | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |        3200 | NS      | $452144.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                          | Dai Nippon Printing Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |        4800 | NS      | $90917.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                              | SCREEN Holdings Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |        2000 | NS      | $132602.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                         | Daiwa House Industry Co. Ltd.                                            | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |        6800 | NS      | $207474.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                          | Daiwa Securities Group, Inc.                                             | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |       16100 | NS      | $151547.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                               | Aristocrat Leisure Ltd.                                                  | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |        6695 | NS      | $230344.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics, Inc.                               | Delta Electronics, Inc.                                                  | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |       78000 | NS      | $5469786.41   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                          | Otsuka Corp.                                                             | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |        2800 | NS      | $51839.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                   | Hong Kong Exchanges & Clearing Ltd.                                      | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |      121400 | NS      | $6466098.01   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                      | Murphy USA, Inc.                                                         | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |         728 | NS      | $428064.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                           | Mitsubishi HC Capital, Inc.                                              | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |       10600 | NS      | $96280.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.              | Pan Pacific International Holdings Corp.                                 | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |       23100 | NS      | $130654.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp.                                           | Disco Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1100 | NS      | $523360.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                        | Insurance Australia Group Ltd.                                           | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |       28616 | NS      | $155616.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd.                                      | Gold Fields Ltd.                                                         | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |       47588 | NS      | $2015934.53   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                        | NCL Corp. Ltd.                                                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      902000 | PA      | $941617.64    | 0.03%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                        | NCL Corp. Ltd.                                                           | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      942000 | PA      | $916867.63    | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MTR Corp. Ltd.                                        | MTR Corp. Ltd.                                                           | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |       19000 | NS      | $81190.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Taiwan Mobile Co. Ltd.                                | Taiwan Mobile Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      209000 | NS      | $735485.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL Energy Operating LLC                              | NGL Energy Operating LLC                                                 | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1211000 | PA      | $1255295.75   | 0.05%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Pro Medicus Ltd.                                      | Pro Medicus Ltd.                                                         | CUSIP: N/A<br>LEI: 98450085A903D1BMFF27       | Long             | EC               | CORP              | AU        |         691 | NS      | $67820.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                      | NRG Energy, Inc.                                                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1202451.67   | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                               | Nabors Industries, Inc.                                                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     1077000 | PA      | $1131094.48   | 0.04%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| East Japan Railway Co.                                | East Japan Railway Co.                                                   | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |       11700 | NS      | $255398.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG Parent LLC                                        | NMG Parent LLC, Escrow                                                   | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1069 | NS      | $534.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ebara Corp.                                           | Ebara Corp.                                                              | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |        5600 | NS      | $191564.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd.                               | Singapore Exchange Ltd.                                                  | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |       10400 | NS      | $177826.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                        | Eisai Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |        3200 | NS      | $95783.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                                    | Elbit Systems Ltd.                                                       | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |         337 | NS      | $280366.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                    | SBI Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |        6800 | NS      | $137210.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elite Material Co. Ltd.                               | Elite Material Co. Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       21000 | NS      | $3129097.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd.                              | Tower Semiconductor Ltd.                                                 | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |        1361 | NS      | $283619.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera, Inc.                                          | Natera, Inc.                                                             | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |        7677 | NS      | $1582690.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                               | National Bank of Canada                                                  | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $251169.12    | 0.01%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                               | Fast Retailing Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |        2300 | NS      | $1082714.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd.                              | ENN Energy Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |       91500 | NS      | $717297.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                  | Mitsubishi UFJ Financial Group, Inc.                                     | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      342500 | NS      | $6152272.90   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp. Ltd.                 | Fisher & Paykel Healthcare Corp. Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |        7105 | NS      | $153114.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Formosa Chemicals & Fibre Corp.                       | Formosa Chemicals & Fibre Corp.                                          | CUSIP: N/A<br>LEI: 254900OJX8UZOAIVSU82       | Long             | EC               | CORP              | TW        |      607000 | NS      | $1010159.11   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co. Ltd.                                | Fuji Electric Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |        1700 | NS      | $142876.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp.                                          | Subaru Corp.                                                             | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |        7100 | NS      | $105756.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                               | FUJIFILM Holdings Corp.                                                  | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       13500 | NS      | $248449.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                         | Fujikura Ltd.                                                            | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |       18000 | NS      | $694493.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                                           | FANUC Corp.                                                              | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       11300 | NS      | $499156.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                          | Fujitsu Ltd.                                                             | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |       21300 | NS      | $427519.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                        | National Mentor Holdings, Inc.                                           | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |       67000 | PA      | $70091.67     | 0.00%             | 2030-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| MediaTek, Inc.                                        | MediaTek, Inc.                                                           | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |       12000 | NS      | $1001779.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                      | NCR Atleos Corp.                                                         | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     1386000 | PA      | $1474505.80   | 0.05%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                        | Nomura Research Institute Ltd.                                           | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        4600 | NS      | $124152.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                         | Navient Corp.                                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1395555.10   | 0.05%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                         | Navient Corp.                                                            | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       97000 | PA      | $100659.52    | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Nippon Building Fund, Inc.                            | Nippon Building Fund, Inc.                                               | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |          94 | NS      | $78716.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neptune Bidco US, Inc.                                | Neptune Bidco US, Inc.                                                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     2106000 | PA      | $2129902.03   | 0.08%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                         | Hankyu Hanshin Holdings, Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2900 | NS      | $83690.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                         | Netflix, Inc.                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       43673 | NS      | $4088229.53   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                          | Neurocrine Biosciences, Inc.                                             | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       15893 | NS      | $2092631.31   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikari Tsushin, Inc.                                  | Hikari Tsushin, Inc.                                                     | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |         200 | NS      | $48567.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                | CapitaLand Integrated Commercial Trust                                   | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |       73712 | NS      | $137289.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Co. Ltd.                   | Henderson Land Development Co. Ltd.                                      | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |       18000 | NS      | $71148.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                 | Resona Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |       25100 | NS      | $313942.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                          | Hitachi Ltd.                                                             | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       55400 | NS      | $1761628.54   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                     | Sumitomo Mitsui Trust Group, Inc.                                        | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |        7700 | NS      | $257436.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd.                           | Hongkong Land Holdings Ltd.                                              | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |       13000 | NS      | $102778.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                  | Honda Motor Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       44700 | NS      | $362715.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.                            | Power Assets Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |       17000 | NS      | $140489.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd. (The)                             | Wharf Holdings Ltd. (The)                                                | CUSIP: N/A<br>LEI: 254900JCV4TBBPX9IW91       | Long             | EC               | CORP              | HK        |       13000 | NS      | $42921.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong & China Gas Co. Ltd.                        | Hong Kong & China Gas Co. Ltd.                                           | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |      135452 | NS      | $125404.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd.                            | Capitec Bank Holdings Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |        3953 | NS      | $1026408.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp.                                            | Hoya Corp.                                                               | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |        4100 | NS      | $765649.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                 | New Enterprise Stone & Lime Co., Inc.                                    | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     1051000 | PA      | $1041902.33   | 0.04%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SK Hynix, Inc.                                        | SK hynix, Inc.                                                           | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       14365 | NS      | $12810257.21  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                             | Israel Discount Bank Ltd., Class A                                       | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       14800 | NS      | $164647.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd.                                        | ICL Group Ltd.                                                           | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |        9369 | NS      | $50167.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co. Ltd.                                       | Ibiden Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |        2900 | NS      | $248037.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd.                                         | Infratil Ltd.                                                            | CUSIP: N/A<br>LEI: 529900ITMGRD45OLDY30       | Long             | EC               | CORP              | NZ        |       11486 | NS      | $84611.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd.                                | Phoenix Financial Ltd.                                                   | CUSIP: N/A<br>LEI: 254900IUA68QTCFYHE30       | Long             | EC               | CORP              | IL        |        2758 | NS      | $165945.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                       | Galaxy Entertainment Group Ltd.                                          | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |       24000 | NS      | $102392.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp.                                             | IHI Corp.                                                                | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |       12400 | NS      | $226493.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                     | Isuzu Motors Ltd.                                                        | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |        6500 | NS      | $89560.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                          | ITOCHU Corp.                                                             | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |       71900 | NS      | $891064.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                        | Jardine Matheson Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |        2000 | NS      | $136344.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                   | Japan Tobacco, Inc.                                                      | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       14500 | NS      | $540193.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co. Ltd.                                         | Aeon Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |       26900 | NS      | $259455.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corp.                                          | Kajima Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        5100 | NS      | $199328.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                   | Rithm Capital Corp.                                                      | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     1011000 | PA      | $1015650.60   | 0.04%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                   | New Residential Mortgage Loan Trust, Series 2026-NQM1, Class A1          | CUSIP: 64832LAE3<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |      916877 | PA      | $910040.97    | 0.03%             | 2065-11-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                 | Kansai Electric Power Co., Inc. (The)                                    | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |       11500 | NS      | $184231.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                             | Kao Corp.                                                                | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        5500 | NS      | $204956.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Heavy Industries Ltd.                        | Kawasaki Heavy Industries Ltd.                                           | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |        9000 | NS      | $185025.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                            | Kawasaki Kisen Kaisha Ltd.                                               | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |        4300 | NS      | $70382.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kikkoman Corp.                                        | Kikkoman Corp.                                                           | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |        8200 | NS      | $74499.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                             | Kia Corp.                                                                | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |       25650 | NS      | $2645586.53   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                                         | Keyence Corp.                                                            | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       14000 | NS      | $6421322.95   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                               | Kirin Holdings Co. Ltd.                                                  | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |        9400 | NS      | $148229.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                          | Komatsu Ltd.                                                             | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |       11500 | NS      | $492406.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp.                                    | Konami Group Corp.                                                       | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |        1200 | NS      | $144087.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                          | Kubota Corp.                                                             | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |       11700 | NS      | $190996.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                         | Kyocera Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       15500 | NS      | $269327.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                  | Kyowa Kirin Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |        2900 | NS      | $43691.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp.                                              | KT Corp.                                                                 | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |       11699 | NS      | $481986.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                        | Lasertec Corp.                                                           | CUSIP: N/A<br>LEI: 5299008UY0JUHZ3SAQ87       | Long             | EC               | CORP              | JP        |        1000 | NS      | $276378.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                   | Newell Brands, Inc.                                                      | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      469000 | PA      | $468677.80    | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                   | Newell Brands, Inc.                                                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      270000 | PA      | $264439.54    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Newell Brands, Inc.                                   | Newell Brands, Inc.                                                      | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1433000 | PA      | $1497434.85   | 0.05%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                           | Tokio Marine Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       74000 | NS      | $3388961.03   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co. Ltd.                       | CTBC Financial Holding Co. Ltd.                                          | CUSIP: N/A<br>LEI: 549300IWDYIFW6JXM387       | Long             | EC               | CORP              | TW        |     1080000 | NS      | $1786345.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group, Inc.                             | Nexstar Media Group, Inc.                                                | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |        3592 | NS      | $747638.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                  | NextEra Energy, Inc.                                                     | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      124032 | NS      | $12140252.16  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd.                                             | Nova Ltd.                                                                | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |         359 | NS      | $179261.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP             | XPLR Infrastructure Operating Partners LP                                | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1278077.66   | 0.05%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| BOC Hong Kong Holdings Ltd.                           | BOC Hong Kong Holdings Ltd.                                              | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |       45000 | NS      | $258848.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                          | BYD Co. Ltd., Class H                                                    | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      104000 | NS      | $1383425.47   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                            | NIKE, Inc., Class B                                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        2948 | NS      | $130773.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JX Advanced Metals Corp.                              | JX Advanced Metals Corp.                                                 | CUSIP: N/A<br>LEI: 353800NC6NPNKC4JEC58       | Long             | EC               | CORP              | JP        |        6700 | NS      | $207863.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                    | JFE Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |        7000 | NS      | $76876.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                       | Nissan Motor Acceptance Co. LLC                                          | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1186000 | PA      | $1124648.29   | 0.04%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                       | Nissan Motor Acceptance Co. LLC                                          | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      247000 | PA      | $253303.48    | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                       | Nissan Motor Acceptance Co. LLC                                          | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1048902.53   | 0.04%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC                                  | Noble Finance II LLC                                                     | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1497695.04   | 0.05%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Makita Corp.                                          | Makita Corp.                                                             | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |        2700 | NS      | $100259.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malayan Banking Bhd.                                  | Malayan Banking Bhd.                                                     | CUSIP: N/A<br>LEI: 5493004OT3TOY404V310       | Long             | EC               | CORP              | MY        |      374800 | NS      | $1046677.55   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                 | Sumitomo Mitsui Financial Group, Inc.                                    | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       44300 | NS      | $1564191.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Ltd.                                        | MTN Group Ltd.                                                           | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |       88986 | NS      | $1116498.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                              | CapitaLand Ascendas                                                      | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |       48520 | NS      | $95364.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                        | Marubeni Corp.                                                           | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |       17100 | NS      | $665550.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                              | Panasonic Holdings Corp.                                                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |       28200 | NS      | $576853.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                    | Suncorp Group Ltd.                                                       | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |       13101 | NS      | $163033.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                          | Mizuho Financial Group, Inc.                                             | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |       30100 | NS      | $1294381.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                            | Mitsubishi Estate Co. Ltd.                                               | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |       12900 | NS      | $367627.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                      | Mitsubishi Corp.                                                         | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |       39000 | NS      | $1249039.19   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                             | Mitsubishi Electric Corp.                                                | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       23000 | NS      | $923012.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                      | Mitsubishi Heavy Industries Ltd.                                         | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       38800 | NS      | $1158020.85   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                     | Mitsui & Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |       29900 | NS      | $1122623.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd.                                 | Mitsui OSK Lines Ltd.                                                    | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |        4200 | NS      | $158651.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                               | Mitsui Fudosan Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |       32000 | NS      | $350465.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                         | Murata Manufacturing Co. Ltd.                                            | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       20200 | NS      | $669917.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                          | National Australia Bank Ltd.                                             | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |       37112 | NS      | $1073565.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                             | Renesas Electronics Corp.                                                | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |       21500 | NS      | $434786.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                     | Nintendo Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       13400 | NS      | $655513.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                           | Denso Corp.                                                              | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |       21100 | NS      | $252103.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                             | NEC Corp.                                                                | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |       15700 | NS      | $417620.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                        | Nippon Paint Holdings Co. Ltd.                                           | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |       11500 | NS      | $72530.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp.                           | Nippon Sanso Holdings Corp.                                              | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |        2100 | NS      | $74036.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC Corp.                                           | NIDEC Corp.                                                              | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |       10100 | NS      | $155578.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                    | NTT, Inc.                                                                | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |      361500 | NS      | $352123.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                     | Nitto Denko Corp.                                                        | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |        8200 | NS      | $155966.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI, Inc.                                 | MINEBEA MITSUMI, Inc.                                                    | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |        4400 | NS      | $87969.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                    | Nippon Steel Corp.                                                       | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       58500 | NS      | $215367.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                 | Nissan Motor Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |       27000 | NS      | $61776.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                 | Nomura Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       36400 | NS      | $291557.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                       | Nippon Yusen KK                                                          | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        5000 | NS      | $179693.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co. Ltd.                              | Nitori Holdings Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        4800 | NS      | $69392.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd.                                             | Nice Ltd.                                                                | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |         747 | NS      | $76356.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co. Ltd.                                | Oriental Land Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Long             | EC               | CORP              | JP        |       13100 | NS      | $182260.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                        | Obayashi Corp.                                                           | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        7700 | NS      | $181032.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp.                                         | Olympus Corp.                                                            | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |       13500 | NS      | $132779.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                            | ORIX Corp.                                                               | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |       14100 | NS      | $474556.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                    | Osaka Gas Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |        4300 | NS      | $154513.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                     | Gen Digital, Inc.                                                        | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     1468000 | PA      | $1474054.03   | 0.05%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                         | Novelis Corp.                                                            | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1136000 | PA      | $1164645.38   | 0.04%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corp.                                          | NVIDIA Corp.                                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      326461 | NS      | $65151821.77  | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent, Inc.                                        | Nuvalent, Inc., Class A                                                  | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7545 | NS      | $756612.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                          | Nutrien Ltd.                                                             | CUSIP: 67077VEU8<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |      250000 | PA      | $249221.88    | 0.01%             | 2026-05-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                   | Qantas Airways Ltd.                                                      | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |        8971 | NS      | $54852.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX Trust                                             | OBX Trust, Series 2026-NQM2, Class A1A                                   | CUSIP: 67123VAD4<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |     1145450 | PA      | $1139480.59   | 0.04%             | 2065-12-01      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                              | QBE Insurance Group Ltd.                                                 | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |       18215 | NS      | $295044.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                          | Northern Star Resources Ltd.                                             | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |       16444 | NS      | $252057.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co. Ltd.                           | Zijin Mining Group Co. Ltd., Class H                                     | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               | CORP              | CN        |      538000 | NS      | $2498472.94   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                    | Chord Energy Corp.                                                       | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1095741.05   | 0.04%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                            | Japan Exchange Group, Inc.                                               | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       11900 | NS      | $141749.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                    | T&D Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |        5600 | NS      | $135676.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                               | Ryohin Keikaku Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |        6100 | NS      | $140932.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                             | SMC Corp.                                                                | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |         700 | NS      | $344219.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                  | SoftBank Group Corp.                                                     | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       44900 | NS      | $1533731.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                          | Samsung Electronics Co. Ltd.                                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      146778 | NS      | $22102959.82  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanrio Co. Ltd.                                       | Sanrio Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |       11000 | NS      | $64103.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                           | Santos Ltd.                                                              | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       39293 | NS      | $226382.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                        | Secom Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |        4800 | NS      | $175989.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                             | Sekisui Chemical Co. Ltd.                                                | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |        4400 | NS      | $67425.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                    | Sekisui House Ltd.                                                       | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |        7200 | NS      | $156772.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp.                                        | Shimadzu Corp.                                                           | CUSIP: N/A<br>LEI: 353800Y64Z08WEH8PH97       | Long             | EC               | CORP              | JP        |        2900 | NS      | $67411.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                         | Shimizu Corp.                                                            | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |        6100 | NS      | $117852.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                           | Shin-Etsu Chemical Co. Ltd.                                              | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       20400 | NS      | $939260.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co. Ltd.                                   | Shionogi & Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |        9100 | NS      | $183846.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano, Inc.                                         | Shimano, Inc.                                                            | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |         900 | NS      | $94423.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co. Ltd.                                     | Shiseido Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |        4800 | NS      | $98039.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co. Ltd.                                        | Hulic Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Long             | EC               | CORP              | JP        |        5600 | NS      | $63159.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Co. Ltd.                                    | Sino Land Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |       44000 | NS      | $70557.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                               | Singapore Airlines Ltd.                                                  | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |       19100 | NS      | $94597.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                        | Olympus Water US Holding Corp.                                           | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194527.16    | 0.01%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                   | Omnicom Group, Inc.                                                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        7120 | NS      | $546246.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd.                                 | Sonic Healthcare Ltd.                                                    | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |        5681 | NS      | $81287.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                      | Sony Group Corp.                                                         | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      186800 | NS      | $3742600.03   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co. Ltd.                | Washington H Soul Pattinson & Co. Ltd.                                   | CUSIP: N/A<br>LEI: 254900CV4BQYQLH2KI62       | Long             | EC               | CORP              | AU        |        4137 | NS      | $126153.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| ON Semiconductor Corp.                                | ON Semiconductor Corp.                                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       25760 | NS      | $2596865.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                 | OneMain Finance Corp.                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1738317.79   | 0.06%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                 | OneMain Finance Corp.                                                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      540000 | PA      | $549306.95    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                     | OneSky Flight LLC                                                        | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     1036000 | PA      | $1094165.18   | 0.04%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                       | Ontario Teachers' Finance Trust                                          | CUSIP: 68329AAE8<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      773000 | PA      | $551966.44    | 0.02%             | 2027-10-19      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                       | Ontario Teachers' Finance Trust                                          | CUSIP: 68329AAP3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     1513000 | PA      | $1519591.23   | 0.06%             | 2028-04-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                          | Oracle Corp.                                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        9643 | NS      | $1556283.77   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                          | Oracle Corp.                                                             | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      496000 | PA      | $476332.75    | 0.02%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                          | Oracle Corp.                                                             | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1248000 | PA      | $1150159.77   | 0.04%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                | Oportun Issuance Trust, Series 2026-A, Class A                           | CUSIP: 68390VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      937000 | PA      | $931395.43    | 0.03%             | 2034-01-09      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Stockland                                             | Stockland                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       29307 | NS      | $85948.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                     | Sumitomo Electric Industries Ltd.                                        | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |        8600 | NS      | $566174.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                        | Sumitomo Metal Mining Co. Ltd.                                           | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |        3000 | NS      | $184448.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.                | Sumitomo Realty & Development Co. Ltd.                                   | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |        7400 | NS      | $229397.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                        | Sumitomo Corp.                                                           | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |       13200 | NS      | $490805.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                          | Sun Hung Kai Properties Ltd.                                             | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |       17500 | NS      | $306373.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                         | Organon & Co.                                                            | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1544000 | PA      | $1523907.56   | 0.06%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                    | Suzuki Motor Corp.                                                       | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       19000 | NS      | $212485.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                    | Swire Pacific Ltd., Class A                                              | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |        4000 | NS      | $43507.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp.                                             | TDK Corp.                                                                | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |       23500 | NS      | $429683.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp.                                          | Taisei Corp.                                                             | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |        1800 | NS      | $195193.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                        | Takeda Pharmaceutical Co. Ltd.                                           | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |       19200 | NS      | $641909.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                       | Advantest Corp.                                                          | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        9300 | NS      | $1736482.70   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp.                                          | Sysmex Corp.                                                             | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |        6100 | NS      | $53865.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp.                                          | Terumo Corp.                                                             | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |       16100 | NS      | $204856.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.           | Taiwan Semiconductor Manufacturing Co. Ltd.                              | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      591756 | NS      | $41080807.37  | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co. Ltd.                                         | Toho Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |        6400 | NS      | $59542.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                    | Tokyo Gas Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |        3800 | NS      | $161385.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                   | Tokyo Electron Ltd.                                                      | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        5400 | NS      | $1591287.26   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp.                                           | Tokyu Corp.                                                              | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |        6000 | NS      | $63792.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN Holdings, Inc.                                 | TOPPAN Holdings, Inc.                                                    | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |        2900 | NS      | $86198.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                | Toray Industries, Inc.                                                   | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |       16800 | NS      | $120619.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                               | Toyota Industries Corp.                                                  | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |         400 | NS      | $52108.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                   | Toyota Tsusho Corp.                                                      | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |        8400 | NS      | $329748.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                    | Toyota Motor Corp.                                                       | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      330000 | NS      | $6334487.81   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Accendra Health, Inc.                                 | Accendra Health, Inc.                                                    | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      697000 | PA      | $374548.58    | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Unicharm Corp.                                        | Unicharm Corp.                                                           | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |       13500 | NS      | $78651.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                             | Mizrahi Tefahot Bank Ltd.                                                | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |        1887 | NS      | $148381.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                             | United Overseas Bank Ltd.                                                | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |       15100 | NS      | $430033.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                   | PBF Holding Co. LLC                                                      | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      592000 | PA      | $591485.85    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                   | PBF Holding Co. LLC                                                      | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       33000 | PA      | $33828.53     | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                   | PBF Holding Co. LLC                                                      | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      905000 | PA      | $972435.17    | 0.04%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corp.                                            | PG&E Corp.                                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       48470 | NS      | $805571.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                            | PG&E Corp.                                                               | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1064000 | PA      | $1058792.89   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                  | PPG Industries, Inc.                                                     | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       13380 | NS      | $1451730.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                       | PRA Group, Inc.                                                          | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      474000 | PA      | $490445.90    | 0.02%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                       | Wesfarmers Ltd.                                                          | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |       13735 | NS      | $729635.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                            | Packaging Corp. of America                                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        2725 | NS      | $581651.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya US Holdings Co. LLC                            | Pagaya US Holdings Co. LLC                                               | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      521000 | PA      | $404279.12    | 0.01%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| West Japan Railway Co.                                | West Japan Railway Co.                                                   | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |        5000 | NS      | $90507.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                              | Palo Alto Networks, Inc.                                                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       10742 | NS      | $1926255.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd.                                 | Woolworths Group Ltd.                                                    | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       14779 | NS      | $366969.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                 | Yamaha Motor Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |       11100 | NS      | $77966.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                 | Astellas Pharma, Inc.                                                    | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       21900 | NS      | $310361.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp.                               | Yokogawa Electric Corp.                                                  | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |        2800 | NS      | $97489.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                         | Notas do Tesouro Nacional                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    11055000 | PA      | $2034077.43   | 0.07%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                        | Park Intermediate Holdings LLC                                           | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1067439.60   | 0.04%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Boerse AG                                    | Deutsche Boerse AG                                                       | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |       22682 | NS      | $6958789.74   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp.                               | Paylocity Holding Corp.                                                  | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        2310 | NS      | $243681.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                             | Sodexo SA                                                                | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |        1070 | NS      | $54424.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| AXA SA                                                | AXA SA                                                                   | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       20232 | NS      | $975289.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                     | PennyMac Financial Services, Inc.                                        | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      832000 | PA      | $794975.25    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                     | PennyMac Financial Services, Inc.                                        | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       95000 | PA      | $98568.69     | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                         | Penske Automotive Group, Inc.                                            | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1006572.21   | 0.04%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                           | Groupe Bruxelles Lambert NV                                              | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |         967 | NS      | $90333.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                          | Porsche Automobil Holding SE (Preference)                                | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EC               | CORP              | DE        |        1853 | NS      | $67423.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                           | Novartis AG (Registered)                                                 | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       23001 | NS      | $3399310.19   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                              | ABB Ltd. (Registered)                                                    | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       18962 | NS      | $1917811.83   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                      | Roche Holding AG                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |         387 | NS      | $161867.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                             | Holcim AG                                                                | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        6172 | NS      | $573541.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                             | Nestle SA (Registered)                                                   | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       31172 | NS      | $3155842.18   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                           | Equinor ASA                                                              | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |        9280 | NS      | $377670.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                         | PepsiCo, Inc.                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       27878 | NS      | $4418384.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group, Inc.                          | Performance Food Group, Inc.                                             | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      901000 | PA      | $873523.19    | 0.03%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Co.                            | Performance Food Group Co.                                               | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       52616 | NS      | $4764904.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                            | Skanska AB, Class B                                                      | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |        4117 | NS      | $111189.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                              | Enel SpA                                                                 | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |       98401 | NS      | $1148900.08   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                               | Eni SpA                                                                  | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |       24746 | NS      | $699728.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                     | Sonova Holding AG (Registered)                                           | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |         613 | NS      | $134374.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                     | Petco Health & Wellness Co., Inc.                                        | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     1001000 | PA      | $1010886.16   | 0.04%             | 2031-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                     | Philip Morris International, Inc.                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       23233 | NS      | $3835071.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG (The)                                 | Swatch Group AG (The)                                                    | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |         350 | NS      | $81244.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Phinia, Inc.                                          | Phinia, Inc.                                                             | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     1028000 | PA      | $1052200.15   | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EssilorLuxottica SA                                   | EssilorLuxottica SA                                                      | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |        3643 | NS      | $771112.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                              | Snam SpA                                                                 | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |       24397 | NS      | $192380.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                       | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |       12822 | NS      | $250440.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                        | BNP Paribas SA                                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       12160 | NS      | $1277061.64   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                        | OTP Bank Nyrt.                                                           | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |       18370 | NS      | $2463948.43   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                         | Alfa Laval AB                                                            | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |        3500 | NS      | $210627.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Lonza Group AG                                        | Lonza Group AG (Registered)                                              | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |         850 | NS      | $522598.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                   | Post Holdings, Inc.                                                      | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        6288 | NS      | $658668.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                | Cie de Saint-Gobain SA                                                   | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |        5388 | NS      | $493647.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                       | Prime Healthcare Services, Inc.                                          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1488000 | PA      | $1543017.56   | 0.06%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                            | Primo Water Holdings, Inc.                                               | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $151263.79    | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                            | Primo Water Holdings, Inc.                                               | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      863000 | PA      | $864027.83    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                            | Procter & Gamble Co. (The)                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        4230 | NS      | $622190.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                               | Progressive Corp. (The)                                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        4972 | NS      | $1000764.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                            | Progress Residential Trust, Series 2025-SFR3, Class A                    | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1295000 | PA      | $1223424.70   | 0.04%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Swiss Life Holding AG                                 | Swiss Life Holding AG (Registered)                                       | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |         345 | NS      | $405065.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                 | Public Service Enterprise Group, Inc.                                    | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        3364 | NS      | $274704.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                        | Public Storage                                                           | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        1983 | NS      | $599758.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                 | Quanta Services, Inc.                                                    | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        4700 | NS      | $3420519.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT Mortgage Trust                                   | RCKT Mortgage Trust, Series 2025-CES12, Class A1A                        | CUSIP: 749349AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      694571 | PA      | $692566.85    | 0.03%             | 2055-11-25      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                   | RCKT Mortgage Trust, Series 2025-CES11, Class A1A                        | CUSIP: 749423AA7<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-O            | CORP              | US        |      830296 | PA      | $826456.03    | 0.03%             | 2055-11-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                  | RLJ Lodging Trust LP                                                     | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      999000 | PA      | $996631.57    | 0.04%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RWE AG                                                | RWE AG                                                                   | CUSIP: 7497MBRL8<br>LEI: 529900GB7KCA94ACC940 | Long             | STIV             | CORP              | DE        |      250000 | PA      | $239217.65    | 0.01%             | 2027-04-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                 | Range Resources Corp.                                                    | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |        9896 | NS      | $430476.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rand Parent LLC                                       | Rand Parent LLC                                                          | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1187000 | PA      | $1232995.06   | 0.05%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                         | Raymond James Financial, Inc.                                            | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        3419 | NS      | $541296.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                        | Rayonier, Inc.                                                           | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |       15009 | NS      | $318340.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                             | RTX Corp.                                                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       24900 | NS      | $4384143.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Group LLC                        | Anywhere Real Estate Group LLC                                           | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1441000 | PA      | $1441678.58   | 0.05%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Klepierre SA                                          | Klepierre SA                                                             | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |        2603 | NS      | $105463.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                 | Regency Centers Corp.                                                    | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        9164 | NS      | $713417.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                       | Regeneron Pharmaceuticals, Inc.                                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        3122 | NS      | $2207441.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                               | Regions Financial Corp.                                                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       14835 | NS      | $423539.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA                                    | Telecom Italia SpA                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |      139097 | NS      | $109772.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Telecom Italia SpA                                    | Telecom Italia SpA                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |       72927 | NS      | $67336.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                 | EMS-Chemie Holding AG (Registered)                                       | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |          85 | NS      | $72456.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                               | Robinhood Markets, Inc., Class A                                         | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       15186 | NS      | $1106907.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                          | ROBLOX Corp.                                                             | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |     1408000 | PA      | $1333643.38   | 0.05%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                     | Rocket Cos., Inc., Class A                                               | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       51978 | NS      | $759918.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                     | Rocket Cos., Inc.                                                        | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $17252.20     | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                     | Rocket Cos., Inc.                                                        | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $662147.85    | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                   | Rocket Mortgage LLC                                                      | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1751000 | PA      | $1735318.29   | 0.06%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software, Inc.                                 | Rocket Software, Inc.                                                    | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     1213000 | PA      | $1206996.98   | 0.04%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Gecina SA                                             | Gecina SA                                                                | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |         557 | NS      | $47091.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA                                            | Covivio SA                                                               | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |         675 | NS      | $44643.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                | Yara International ASA                                                   | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |        2003 | NS      | $116608.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                              | Roper Technologies, Inc.                                                 | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        3017 | NS      | $1070461.77   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                           | Heineken NV                                                              | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |        3484 | NS      | $271228.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                  | Royal Bank of Canada                                                     | CUSIP: 78015DQQ6<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | STIV             | CORP              | CA        |      250000 | PA      | $241157.20    | 0.01%             | 2027-03-24      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ryder System, Inc.                                    | Ryder System, Inc.                                                       | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        6411 | NS      | $1626919.47   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                              | SBA Communications Corp.                                                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        2132 | NS      | $471598.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                              | SBA Communications Corp.                                                 | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1569122.76   | 0.06%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                              | SCIH Salt Holdings, Inc.                                                 | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1429000 | PA      | $1415003.66   | 0.05%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SLM Corp.                                             | SLM Corp.                                                                | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1057000 | PA      | $1043983.89   | 0.04%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                         | SM Energy Co.                                                            | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      932000 | PA      | $956041.87    | 0.03%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                           | SV RNO Property Owner 1 LLC                                              | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3103000 | PA      | $3044504.39   | 0.11%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                          | Sabine Pass Liquefaction LLC                                             | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250612.13    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                      | Sabre GLBL, Inc.                                                         | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      930000 | PA      | $799800.00    | 0.03%             | 2030-07-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                          | Sabre Financial Borrower LLC                                             | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      853000 | PA      | $875619.85    | 0.03%             | 2029-06-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                       | Santander UK Group Holdings plc                                          | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $246417.09    | 0.01%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                       | Santander UK Group Holdings plc                                          | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     2284000 | PA      | $2266302.49   | 0.08%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                | Santander Drive Auto Receivables Trust, Series 2025-3, Class C           | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      313000 | PA      | $313011.02    | 0.01%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                 | Scentre Group Trust 1                                                    | CUSIP: 80622GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      200000 | PA      | $198828.71    | 0.01%             | 2027-03-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Henry Schein, Inc.                                    | Henry Schein, Inc.                                                       | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        7297 | NS      | $544283.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                            | Charles Schwab Corp. (The)                                               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       88610 | NS      | $8120220.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Scientific Games Holdings LP                          | Scientific Games Holdings LP                                             | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1011019.04   | 0.04%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                               | Scripps Escrow II, Inc.                                                  | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      811000 | PA      | $768453.06    | 0.03%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Sea Ltd.                                              | Sea Ltd.                                                                 | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        4789 | NS      | $406490.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                      | ServiceNow, Inc.                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       26478 | NS      | $2338272.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify, Inc.                                         | Shopify, Inc., Class A                                                   | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        4420 | NS      | $535394.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC              | Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class A        | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      159852 | PA      | $159778.54    | 0.01%             | 2044-04-20      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                 | Silgan Holdings, Inc.                                                    | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       11259 | NS      | $456552.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                   | Sirius XM Radio LLC                                                      | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1905000 | PA      | $1849959.60   | 0.07%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                              | Skyworks Solutions, Inc.                                                 | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        6996 | NS      | $490909.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                                       | Snowflake, Inc., Class A                                                 | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        8221 | NS      | $1121919.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                                | Sonic Automotive, Inc.                                                   | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      939000 | PA      | $918597.13    | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                              | Republic of South Africa                                                 | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1105000 | PA      | $892840.00    | 0.03%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                    | Southern Co. (The)                                                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       36239 | NS      | $3504311.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Power Co.                                    | Southern Power Co., Series B                                             | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      370000 | PA      | $358302.46    | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                | Southwest Airlines Co.                                                   | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       66792 | NS      | $2532752.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprott Physical Gold Trust                            | Sprott Physical Gold Trust                                               | CUSIP: 85207H104<br>LEI: N/A                  | Long             |  | RF                | CA        |      374274 | NS      | $13107075.48  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                           | Block, Inc.                                                              | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1431000 | PA      | $1432443.88   | 0.05%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                | Standard Chartered plc                                                   | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $254047.50    | 0.01%             | 2028-02-08      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                  | Star Leasing Co. LLC                                                     | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1093472.86   | 0.04%             | 2030-02-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                         | Staples, Inc.                                                            | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     1996000 | PA      | $1907875.80   | 0.07%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Star Parent, Inc.                                     | Star Parent, Inc.                                                        | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     1317000 | PA      | $1379628.62   | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                         | Starwood Property Trust, Inc.                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     1504000 | PA      | $1558532.03   | 0.06%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                         | Starwood Property Trust, Inc.                                            | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      332000 | PA      | $340149.27    | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                    | State Street Corp.                                                       | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        8249 | NS      | $1260777.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis Financial Services US Corp.                | Stellantis Financial Services US Corp.                                   | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |      471000 | PA      | $465360.24    | 0.02%             | 2030-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp.                                         | Stryker Corp.                                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       15863 | NS      | $4998907.19   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                                  | SunCoke Energy, Inc.                                                     | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |      174000 | PA      | $160416.97    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                             | Sunoco LP                                                                | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2148000 | PA      | $2199158.92   | 0.08%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                             | Sunoco LP                                                                | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      782000 | PA      | $784902.00    | 0.03%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                             | Sunoco LP                                                                | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      472000 | PA      | $459040.77    | 0.02%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                             | Sunoco LP                                                                | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $170038.87    | 0.01%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                              | Svenska Handelsbanken AB                                                 | CUSIP: 86960KRD6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |      250000 | PA      | $240588.63    | 0.01%             | 2027-04-13      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                       | TD SYNNEX Corp.                                                          | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       10344 | NS      | $2360293.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                  | TJX Cos., Inc. (The)                                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       16801 | NS      | $2633556.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TKC Holdings, Inc.                                    | TKC Holdings, Inc.                                                       | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1401000 | PA      | $1434053.79   | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.           | Taiwan Semiconductor Manufacturing Co. Ltd.                              | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       26565 | NS      | $10521333.90  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                   | Take-Two Interactive Software, Inc.                                      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        8738 | NS      | $1867834.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Production, Inc.                                | Talos Production, Inc.                                                   | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       55000 | PA      | $58516.65     | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                           | Teledyne Technologies, Inc.                                              | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        2242 | NS      | $1447995.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                        | Somnigroup International, Inc.                                           | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |        7643 | NS      | $579797.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                | Tenet Healthcare Corp.                                                   | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2386000 | PA      | $2392010.33   | 0.09%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                         | Tenneco, Inc.                                                            | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     1789000 | PA      | $1810256.90   | 0.07%             | 2028-11-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Teradyne, Inc.                                        | Teradyne, Inc.                                                           | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        6111 | NS      | $2098945.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                           | Tesla, Inc.                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       23717 | NS      | $9051118.71   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                   | Teva Pharmaceutical Industries Ltd.                                      | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       13875 | NS      | $486596.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                               | Texas Instruments, Inc.                                                  | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        5987 | NS      | $1682825.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                        | Thermo Fisher Scientific, Inc.                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        2860 | NS      | $1369825.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                                | 3M Co.                                                                   | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       30516 | NS      | $4471204.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                            | Cloud Software Group, Inc.                                               | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     3945000 | PA      | $3841072.88   | 0.14%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tidewater, Inc.                                       | Tidewater, Inc.                                                          | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     1061000 | PA      | $1142164.38   | 0.04%             | 2030-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                 | Time Warner Cable LLC                                                    | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2285194.83   | 0.08%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                      | Timken Co. (The)                                                         | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |        3825 | NS      | $424154.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                           | Toast, Inc., Class A                                                     | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |       68135 | NS      | $1943210.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                           | Toronto-Dominion Bank (The)                                              | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $149616.20    | 0.01%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                             | Toyota Motor Credit Corp.                                                | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       47000 | PA      | $46880.42     | 0.00%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                            | TransCanada PipeLines Ltd.                                               | CUSIP: 89352HBK4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      194000 | PA      | $194849.14    | 0.01%             | 2056-10-17      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                       | TransDigm, Inc.                                                          | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3633000 | PA      | $3584932.14   | 0.13%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                       | TransDigm, Inc.                                                          | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      850000 | PA      | $861481.80    | 0.03%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                       | TransDigm, Inc.                                                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      705000 | PA      | $719068.28    | 0.03%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransUnion                                            | TransUnion                                                               | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        7900 | NS      | $560900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                      | Transurban Finance Co. Pty. Ltd.                                         | CUSIP: 89400PAL7<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      324000 | PA      | $316441.88    | 0.01%             | 2036-03-24      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Travel + Leisure Co.                                  | Travel + Leisure Co.                                                     | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26088.29     | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                            | Travelers Cos., Inc. (The)                                               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        2437 | NS      | $743626.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinidad Generation UnLtd                             | Trinidad Generation UnLtd                                                | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      200000 | PA      | $210798.00    | 0.01%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Trinity Industries, Inc.                              | Trinity Industries, Inc.                                                 | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     1089000 | PA      | $1117794.25   | 0.04%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                | Truist Financial Corp.                                                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       15950 | NS      | $821425.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio, Inc.                                          | Twilio, Inc., Class A                                                    | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        7160 | NS      | $1060109.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                        | Coherent Corp.                                                           | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      552000 | PA      | $546030.73    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UDR, Inc.                                             | UDR, Inc.                                                                | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       15988 | NS      | $581003.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG, Inc.                                             | UKG, Inc.                                                                | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1513502.37   | 0.06%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                        | US Foods, Inc.                                                           | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      625000 | PA      | $618196.00    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                        | US Foods, Inc.                                                           | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      295000 | PA      | $301230.40    | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                            | US Bancorp                                                               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      120220 | NS      | $6811665.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings LLC                                      | UWM Holdings LLC                                                         | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1199000 | PA      | $1150757.28   | 0.04%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                           | US Acute Care Solutions LLC                                              | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       33000 | PA      | $31186.23     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                     | Ulta Beauty, Inc.                                                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        2991 | NS      | $1607602.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                   | Union Pacific Corp.                                                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        3102 | NS      | $835926.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                        | United Airlines Holdings, Inc.                                           | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      647000 | PA      | $637692.18    | 0.02%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| United Airlines Holdings, Inc.                        | United Airlines Holdings, Inc.                                           | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     1354000 | PA      | $1333773.39   | 0.05%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                 | United Mexican States                                                    | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1110000 | PA      | $987900.00    | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                  | United Rentals, Inc.                                                     | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        4148 | NS      | $3981416.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                            | US Bancorp                                                               | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      250000 | PA      | $252897.04    | 0.01%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| United States of America                              | U.S. Treasury Bills                                                      | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    17260000 | PA      | $17167664.35  | 0.63%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                              | U.S. Treasury Bonds                                                      | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1040000 | PA      | $487662.50    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                              | U.S. Treasury Bonds                                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2910000 | PA      | $2797805.85   | 0.10%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                              | U.S. Treasury Bonds                                                      | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      848800 | PA      | $816572.13    | 0.03%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                              | U.S. Treasury Notes                                                      | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $198726.56    | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                              | U.S. Treasury Notes                                                      | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    74908000 | PA      | $75115752.84  | 2.74%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                              | U.S. Treasury Notes                                                      | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1225000 | PA      | $1214281.25   | 0.04%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                              | U.S. Treasury Notes                                                      | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6550000 | PA      | $6448423.84   | 0.24%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                              | U.S. Treasury Notes                                                      | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8267000 | PA      | $8194663.75   | 0.30%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                         | United Wholesale Mortgage LLC                                            | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11449.86     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                         | United Wholesale Mortgage LLC                                            | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1145210.25   | 0.04%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                              | UnitedHealth Group, Inc.                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       24461 | NS      | $9062311.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group LP                                        | Uniti Group LP                                                           | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      626000 | PA      | $623598.60    | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Universal Display Corp.                               | Universal Display Corp.                                                  | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2539 | NS      | $221121.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Univision Communications, Inc.                        | Univision Communications, Inc.                                           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1281000 | PA      | $1222215.81   | 0.04%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Partners LP                           | USA Compression Partners LP                                              | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1353798.54   | 0.05%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| VT Topco, Inc.                                        | VT Topco, Inc.                                                           | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |      298000 | PA      | $305107.00    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Vail Resorts, Inc.                                    | Vail Resorts, Inc.                                                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      228000 | PA      | $226641.12    | 0.01%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd.                                          | Valaris Ltd.                                                             | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |      845000 | PA      | $881139.81    | 0.03%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Valero Energy Corp.                                   | Valero Energy Corp.                                                      | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        2644 | NS      | $667821.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                | Velocity Commercial Capital Loan Trust, Series 2018-2, Class M2          | CUSIP: 92259BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      106660 | PA      | $101147.17    | 0.00%             | 2048-10-26      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                | Velocity Commercial Capital Loan Trust, Series 2018-2, Class M3          | CUSIP: 92259BAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      156562 | PA      | $144786.33    | 0.01%             | 2048-10-26      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                            | Velocity Vehicle Group LLC                                               | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      349000 | PA      | $343430.76    | 0.01%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ventas, Inc.                                          | Ventas, Inc.                                                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       26288 | NS      | $2309663.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                    | Venture Global Plaquemines LNG LLC                                       | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1497415.66   | 0.05%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                     | Venture Global Calcasieu Pass LLC                                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      638000 | PA      | $611174.46    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                              | Venture Global LNG, Inc.                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      320000 | PA      | $327430.72    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                              | Venture Global LNG, Inc.                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1592000 | PA      | $1737456.26   | 0.06%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                              | Venture Global LNG, Inc.                                                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1723000 | PA      | $1772326.04   | 0.06%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Veritiv Operating Co.                                 | Veritiv Operating Co.                                                    | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     1357000 | PA      | $1429972.40   | 0.05%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Versant Media Group, Inc.                             | Versant Media Group, Inc.                                                | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     1337000 | PA      | $1388159.62   | 0.05%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                          | Vertex Pharmaceuticals, Inc.                                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        2893 | NS      | $1236410.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Group Corp.                                    | Vertiv Group Corp.                                                       | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      176000 | PA      | $173880.71    | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Victoria's Secret & Co.                               | Victoria's Secret & Co.                                                  | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     1111000 | PA      | $1070313.96   | 0.04%             | 2029-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| VoltaGrid LLC                                         | VoltaGrid LLC                                                            | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     1497000 | PA      | $1553769.23   | 0.06%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WBI Operating LLC                                     | WBI Operating LLC                                                        | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     1243000 | PA      | $1260290.13   | 0.05%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                       | WHARF Commercial Mortgage Trust, Series 2025-DC, Class A                 | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      177000 | PA      | $180113.48    | 0.01%             | 2040-07-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Walmart, Inc.                                         | Walmart, Inc.                                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       60259 | NS      | $7949969.87   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                              | Warner Music Group Corp., Class A                                        | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10350 | NS      | $292594.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                           | Wayfair LLC                                                              | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     1439000 | PA      | $1474648.35   | 0.05%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                           | Wayfair LLC                                                              | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      182000 | PA      | $188840.30    | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                     | Wells Fargo & Co.                                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      127643 | NS      | $10496083.89  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO Distribution, Inc.                              | WESCO Distribution, Inc.                                                 | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1209000 | PA      | $1212027.34   | 0.04%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp.                                 | Western Digital Corp.                                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        9563 | NS      | $4155314.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp.                         | Wheaton Precious Metals Corp.                                            | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |        3192 | NS      | $403660.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                                       | Whirlpool Corp.                                                          | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     1137000 | PA      | $1114980.86   | 0.04%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                              | William Carter Co. (The)                                                 | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      707000 | PA      | $726767.87    | 0.03%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                             | Williams Cos., Inc. (The)                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       32802 | NS      | $2503120.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Scotsman, Inc.                               | Williams Scotsman, Inc.                                                  | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       54000 | PA      | $55426.79     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                               | Williams Scotsman, Inc.                                                  | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     1342000 | PA      | $1328484.58   | 0.05%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| WillScot Holdings Corp.                               | WillScot Holdings Corp.                                                  | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |       35371 | NS      | $800799.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Windsor Holdings III LLC                              | Windsor Holdings III LLC                                                 | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |      907000 | PA      | $946803.70    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| WULF Compute LLC                                      | WULF Compute LLC                                                         | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1451000 | PA      | $1524993.99   | 0.06%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Travel + Leisure Co.                                  | Travel + Leisure Co.                                                     | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     1061000 | PA      | $1061229.18   | 0.04%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                              | Wynn Resorts Finance LLC                                                 | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       84000 | PA      | $88905.77     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP             | XPLR Infrastructure Operating Partners LP                                | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      467000 | PA      | $499020.32    | 0.02%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                     | Xcel Energy, Inc.                                                        | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       10433 | NS      | $865417.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                     | Yum! Brands, Inc.                                                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       22756 | NS      | $3632995.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings, Inc.                              | Yum China Holdings, Inc.                                                 | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       71344 | NS      | $3456616.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                          | Zoetis, Inc.                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        3474 | NS      | $399405.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter, Inc.                                    | ZipRecruiter, Inc.                                                       | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |      819000 | PA      | $534370.80    | 0.02%             | 2030-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FGI Operating Co. LLC                                 | FGI Operating Co. LLC, 1st Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13606 | PA      | $136.06       | 0.00%             | 2026-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Moran Foods LLC                                       | Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31475 | PA      | $29901.38     | 0.00%             | 2026-06-30      | Variable      | 15.23%                | No            |                  3 | On Loan: No      |
| Moran Foods LLC                                       | Moran Foods LLC, 1st Lien Term Loan                                      | CUSIP: 61647DAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1125516 | PA      | $239622.29    | 0.01%             | 2028-12-29      | Variable      | 11.02%                | No            |                  3 | On Loan: No      |
| Moran Foods LLC                                       | Moran Foods LLC, 1st Lien Term Loan                                      | CUSIP: 61647DBA9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      268534 | PA      | $0.00         | 0.00%             | 2028-12-29      | Variable      | 11.02%                | No            |                  3 | On Loan: No      |
| ICITII                                                | ICITII                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |        9530 | PA      | $4361.15      | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Incora Intermediate LLC                               | Incora Intermediate LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         427 | NS      | $4880.61      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Asian Development Bank                                | Asian Development Bank                                                   | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | AU        |     3030000 | PA      | $2136477.94   | 0.08%             | 2027-09-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                         | Federative Republic of Brazil                                            | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     3486000 | PA      | $616529.05    | 0.02%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Hungary                                               | Hungary Government Bond                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   828220000 | PA      | $2494601.01   | 0.09%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Uab Dirham                                            | Uab Dirham                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AE        |       20713 | OU      | $5639.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                     | Australian Dollar                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      344647 | OU      | $248128.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co. Ltd.                        | Techtronic Industries Co. Ltd.                                           | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       82000 | NS      | $1188975.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                       | J Sainsbury plc                                                          | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |       20796 | NS      | $93044.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                      | Terna - Rete Elettrica Nazionale                                         | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |       17022 | NS      | $204745.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Bank Central Asia Tbk. PT                             | Bank Central Asia Tbk. PT                                                | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |     5067200 | NS      | $1717984.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA        | ACS Actividades de Construccion y Servicios SA                           | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |        2147 | NS      | $309457.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.             | Ping An Insurance Group Co. of China Ltd., Class H                       | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |      464500 | NS      | $3775503.73   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd.                                 | UltraTech Cement Ltd.                                                    | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | EC               | CORP              | IN        |        5418 | NS      | $664781.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                     | Admiral Group plc                                                        | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |        3150 | NS      | $144793.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M3, Inc.                                              | M3, Inc.                                                                 | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |        5300 | NS      | $51052.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                              | Mowi ASA                                                                 | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |        5741 | NS      | $127377.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                     | Singapore Telecommunications Ltd.                                        | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |       89900 | NS      | $325599.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                          | Centrica plc                                                             | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |       55711 | NS      | $162837.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NTPC Ltd.                                             | NTPC Ltd.                                                                | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |      432587 | NS      | $1826591.85   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                         | Goodman Group                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       24739 | NS      | $535988.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Porto Seguro SA                                       | Porto Seguro SA                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       69295 | NS      | $700534.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                             | Safran SA                                                                | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       26479 | NS      | $8502746.31   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                        | Axis Bank Ltd.                                                           | CUSIP: 05462W109<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |       22043 | NS      | $1470268.10   | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Woolworths Holdings Ltd.                              | Woolworths Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 37890095421E07184E97       | Long             | EC               | CORP              | ZA        |      235370 | NS      | $737301.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste OYJ                                             | Neste OYJ                                                                | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |        5118 | NS      | $176789.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                      | Raiffeisen Bank International AG                                         | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |        1592 | NS      | $86836.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                             | Bunzl plc                                                                | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |        3917 | NS      | $129128.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA        | Recordati Industria Chimica e Farmaceutica SpA                           | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |        1392 | NS      | $81275.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                  | Rentokil Initial plc                                                     | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |       30561 | NS      | $206034.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                   | Swiss Prime Site AG (Registered)                                         | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |         971 | NS      | $168270.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                | Localiza Rent a Car SA                                                   | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |      130223 | NS      | $1216024.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd.                              | Sembcorp Industries Ltd.                                                 | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |       10800 | NS      | $56677.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                   | MTU Aero Engines AG                                                      | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |         651 | NS      | $223264.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                              | Kone OYJ, Class B                                                        | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        4112 | NS      | $261571.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                      | Elia Group SA/NV                                                         | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |         528 | NS      | $87563.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Co. Ltd.                         | China Shenhua Energy Co. Ltd., Class H                                   | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               | CORP              | CN        |      205000 | NS      | $1273434.22   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of El Salvador                               | Republic of El Salvador                                                  | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |      267000 | PA      | $273835.20    | 0.01%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Financiere de Tubize SA                               | Financiere de Tubize SA                                                  | CUSIP: N/A<br>LEI: 549300I1MGC0OK6W8828       | Long             | EC               | CORP              | BE        |         241 | NS      | $55497.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                              | Engie SA                                                                 | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       22097 | NS      | $728373.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                   | Heineken Holding NV                                                      | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |        1568 | NS      | $111423.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar A/S                            | BIM Birlesik Magazalar A/S                                               | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |       53630 | NS      | $881060.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                             | Alstom SA                                                                | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |        4192 | NS      | $84235.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                          | Leonardo SpA                                                             | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        4896 | NS      | $305734.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                    | Oversea-Chinese Banking Corp. Ltd.                                       | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |       41000 | NS      | $707357.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co. Ltd.                           | Seven & i Holdings Co. Ltd.                                              | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |       25200 | NS      | $301167.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd.                              | Hindalco Industries Ltd.                                                 | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |      104377 | NS      | $1146747.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                           | Baidu, Inc., Class A                                                     | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |       31800 | NS      | $502154.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                               | Daiichi Sankyo Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |       21800 | NS      | $354121.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings, Inc.                           | Bandai Namco Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |        7100 | NS      | $162982.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                       | Mitsubishi Chemical Group Corp.                                          | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |       14800 | NS      | $86764.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlam Ltd.                                           | Sanlam Ltd.                                                              | CUSIP: N/A<br>LEI: 37890014418406D9FC23       | Long             | EC               | CORP              | ZA        |      128873 | NS      | $663748.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                          | Indutrade AB                                                             | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |        3306 | NS      | $71422.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                         | China Construction Bank Corp., Class H                                   | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |     2831000 | NS      | $3195632.68   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                 | Aldar Properties PJSC                                                    | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | EC               | CORP              | AE        |      427894 | NS      | $899905.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuruha Holdings, Inc.                                | Tsuruha Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2700 | NS      | $35492.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Link REIT                                             | Link                                                                     | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |       31700 | NS      | $159618.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                              | Ipsen SA                                                                 | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |         456 | NS      | $89559.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                             | Avolta AG                                                                | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |        1064 | NS      | $58800.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group, Inc.                            | Hana Financial Group, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       15778 | NS      | $1370817.11   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                       | London Stock Exchange Group plc                                          | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |        5545 | NS      | $719501.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co. Ltd.                               | Hyundai Glovis Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               | CORP              | KR        |        5392 | NS      | $832544.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                           | Inpex Corp.                                                              | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       10700 | NS      | $278950.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                             | Partners Group Holding AG                                                | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |         275 | NS      | $298980.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                       | Norsk Hydro ASA                                                          | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |       16756 | NS      | $184927.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                  | Schindler Holding AG                                                     | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         493 | NS      | $172361.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                  | Schindler Holding AG (Registered)                                        | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         284 | NS      | $95094.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                            | Legrand SA                                                               | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |        3173 | NS      | $568486.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                         | Al Rajhi Bank                                                            | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |      159583 | NS      | $2925784.29   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel REIT                                           | Keppel                                                                   | CUSIP: N/A<br>LEI: 549300ZD5HZLQCF55J25       | Long             | EC               | CORP              | SG        |        1955 | NS      | $1376.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                            | Eiffage SA                                                               | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |         830 | NS      | $133819.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                       | Kuehne + Nagel International AG (Registered)                             | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |         584 | NS      | $137162.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                      | TotalEnergies SE                                                         | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       24027 | NS      | $2233875.94   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                 | Aeroports de Paris SA                                                    | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |         419 | NS      | $50876.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Reliance Industries Ltd.                              | Reliance Industries Ltd.                                                 | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       57639 | NS      | $3494194.60   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JYP Entertainment Corp.                               | JYP Entertainment Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       11926 | NS      | $511608.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd.                             | Wilmar International Ltd.                                                | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |       23200 | NS      | $66175.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion OYJ                                             | Orion OYJ, Class B                                                       | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |        1323 | NS      | $106883.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                             | Logitech International SA (Registered)                                   | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |        1848 | NS      | $182420.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                          | Experian plc                                                             | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |       11101 | NS      | $406175.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CG Power & Industrial Solutions Ltd.                  | CG Power & Industrial Solutions Ltd.                                     | CUSIP: N/A<br>LEI: 335800KN5UTZKUZN2703       | Long             | EC               | CORP              | IN        |       95961 | NS      | $824386.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                           | Swedish Orphan Biovitrum AB                                              | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |        2378 | NS      | $111559.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Star Ltd.                                        | Blue Star Ltd.                                                           | CUSIP: N/A<br>LEI: 335800CWJUVEKQ1TE879       | Long             | EC               | CORP              | IN        |       32943 | NS      | $621457.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                               | Idemitsu Kosan Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |        9400 | NS      | $80429.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent plc                                      | Severn Trent plc                                                         | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |        3278 | NS      | $145719.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                         | Brambles Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       16430 | NS      | $267685.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso OYJ                                             | Metso OYJ                                                                | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |        8023 | NS      | $138591.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Hotels Co. Ltd. (The)                          | Indian Hotels Co. Ltd. (The)                                             | CUSIP: N/A<br>LEI: 33580076CH5SBY5HWA22       | Long             | EC               | CORP              | IN        |      104171 | NS      | $701458.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                  | Galp Energia SGPS SA                                                     | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |        5048 | NS      | $118072.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                             | Mapfre SA                                                                | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |       11101 | NS      | $54343.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                         | Severstal PAO                                                            | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |       57588 | NS      | $0.06         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MonotaRO Co. Ltd.                                     | MonotaRO Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 5299005JUER5ANXWTC33       | Long             | EC               | CORP              | JP        |        3000 | NS      | $35672.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotes Co. Ltd.                                        | Lotes Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       22776 | NS      | $1917026.49   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                            | Symrise AG                                                               | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |        1606 | NS      | $142067.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread plc                                         | Whitbread plc                                                            | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |        2044 | NS      | $62133.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                           | Aker BP ASA                                                              | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |        3823 | NS      | $149449.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                | SKF AB, Class B                                                          | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |        4127 | NS      | $103912.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Volvo AB                                              | Volvo AB, Class B                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      174774 | NS      | $6092055.81   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Financial Services Ltd.                           | Max Financial Services Ltd.                                              | CUSIP: N/A<br>LEI: 335800Y9FX8XGFB64S40       | Long             | EC               | CORP              | IN        |       81841 | NS      | $1367296.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                              | Rexel SA                                                                 | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |        2695 | NS      | $113980.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                            | Sandvik AB                                                               | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |       12900 | NS      | $542666.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Keppel Ltd.                                           | Keppel Ltd.                                                              | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |       17600 | NS      | $150645.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                             | Orkla ASA                                                                | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |        8481 | NS      | $104604.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                     | Industrivarden AB, Class A                                               | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        1310 | NS      | $69594.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                     | Industrivarden AB, Class C                                               | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        1889 | NS      | $99391.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                | Yangzijiang Shipbuilding Holdings Ltd.                                   | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |       31300 | NS      | $106747.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                              | Svenska Cellulosa AB SCA, Class B                                        | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |        7361 | NS      | $84346.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Prysmian SpA                                          | Prysmian SpA                                                             | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |        3407 | NS      | $518236.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                            | Salmar ASA                                                               | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |         813 | NS      | $49053.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                            | Geberit AG (Registered)                                                  | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |         410 | NS      | $277062.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                               | DSV A/S                                                                  | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |        2473 | NS      | $608209.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group plc                                      | Smiths Group plc                                                         | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |        3840 | NS      | $132578.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                  | Banco de Sabadell SA                                                     | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |       60779 | NS      | $235640.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                              | Vinci SA                                                                 | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |        5983 | NS      | $904763.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                              | Jeronimo Martins SGPS SA                                                 | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |       25236 | NS      | $605989.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                             | Danone SA                                                                | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |        7832 | NS      | $613621.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTA Sports Products Ltd.                             | ANTA Sports Products Ltd.                                                | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | KY        |       91400 | NS      | $957508.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                          | 3i Group plc                                                             | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |       12018 | NS      | $417959.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                        | Air Liquide SA                                                           | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        7010 | NS      | $1508134.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co.                               | MatsukiyoCocokara & Co.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        4000 | NS      | $58407.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Financial Group, Inc.                            | Sony Financial Group, Inc.                                               | CUSIP: N/A<br>LEI: 353800O7BDSU41WOZA60       | Long             | EC               | CORP              | JP        |       73500 | NS      | $65941.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                          | CaixaBank SA                                                             | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |       46742 | NS      | $594948.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                          | Iberdrola SA                                                             | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       77843 | NS      | $1824969.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                     | Bureau Veritas SA                                                        | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |        4118 | NS      | $126189.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                  | Macquarie Group Ltd.                                                     | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        4381 | NS      | $752621.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                            | Getlink SE                                                               | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |        3660 | NS      | $81916.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ZOZO, Inc.                                            | ZOZO, Inc.                                                               | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |        5400 | NS      | $36355.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX plc                                              | RELX plc                                                                 | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       22030 | NS      | $803353.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS, Inc.                                             | TIS, Inc.                                                                | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |        2600 | NS      | $56667.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                  | MS&AD Insurance Group Holdings, Inc.                                     | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |       15600 | NS      | $401139.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo plc                                         | Fresnillo plc                                                            | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |        2675 | NS      | $118119.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                                     | EDP Renovaveis SA                                                        | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |        3815 | NS      | $63789.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| United Utilities Group plc                            | United Utilities Group plc                                               | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |        8250 | NS      | $163615.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                   | Amadeus IT Group SA                                                      | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |        5450 | NS      | $314477.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Aerospace Industries Ltd.                       | Korea Aerospace Industries Ltd.                                          | CUSIP: N/A<br>LEI: 9845006B4AK076BM3F52       | Long             | EC               | CORP              | KR        |       13051 | NS      | $1495212.20   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd.                                 | Evolution Mining Ltd.                                                    | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |       24567 | NS      | $217200.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                           | Pandora A/S                                                              | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |         956 | NS      | $72750.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd.                             | China Hongqiao Group Ltd.                                                | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |      223500 | NS      | $946086.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                             | Gjensidige Forsikring ASA                                                | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |        2420 | NS      | $67980.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                | Julius Baer Group Ltd.                                                   | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |        2492 | NS      | $204834.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                          | Glencore plc                                                             | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      120683 | NS      | $937928.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                        | AIA Group Ltd.                                                           | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      229400 | NS      | $2518529.79   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd.                                  | HKT Trust & HKT Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       46000 | NS      | $74618.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander Brasil SA                             | Banco Santander Brasil SA                                                | CUSIP: N/A<br>LEI: 549300D1H731B30TSI43       | Long             | EC               | CORP              | BR        |      192772 | NS      | $1132464.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                                           | Brenntag SE                                                              | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |        1485 | NS      | $108145.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA          | International Consolidated Airlines Group SA                             | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |       14298 | NS      | $72129.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                           | Swiss Re AG                                                              | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |        3615 | NS      | $582335.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Minsheng Banking Corp. Ltd.                     | China Minsheng Banking Corp. Ltd., Class H                               | CUSIP: N/A<br>LEI: 549300HBUGSQD1VCXG94       | Long             | EC               | CORP              | CN        |     1478500 | NS      | $674717.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                      | Sands China Ltd.                                                         | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |       29200 | NS      | $61266.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                              | Otsuka Holdings Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        5300 | NS      | $386275.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                    | Azrieli Group Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |         513 | NS      | $81823.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                            | Entain plc                                                               | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |        7351 | NS      | $54257.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro plc                                             | Segro plc                                                                | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |       15556 | NS      | $147346.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                  | Evonik Industries AG                                                     | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |        3101 | NS      | $64138.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Life Group, Inc.                              | Daiichi Life Group, Inc.                                                 | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       42500 | NS      | $389116.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co. Ltd.                  | SITC International Holdings Co. Ltd.                                     | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |       16000 | NS      | $66991.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                  | ENEOS Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       32700 | NS      | $274630.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                  | Sompo Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |       10700 | NS      | $398204.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                              | Rolls-Royce Holdings plc                                                 | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      101605 | NS      | $1634982.97   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                        | Nexon Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |        4500 | NS      | $75971.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                 | Mex Bonos Desarr Fix Rt                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   259170000 | PA      | $14265895.70  | 0.52%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Brasil SA                                  | Telefonica Brasil SA                                                     | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |      175860 | NS      | $1398910.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhen Ding Technology Holding Ltd.                     | Zhen Ding Technology Holding Ltd.                                        | CUSIP: N/A<br>LEI: 549300H7R4K33675UP38       | Long             | EC               | CORP              | KY        |      129000 | NS      | $1740503.13   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Global Chemical PCL                               | PTT Global Chemical PCL                                                  | CUSIP: N/A<br>LEI: 5493007X3230PPPZFF40       | Long             | EC               | CORP              | TH        |      628300 | NS      | $763839.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                | BKW AG                                                                   | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |         256 | NS      | $51172.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                                 | Novonesis Novozymes B                                                    | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |        4263 | NS      | $261943.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health plc                                        | NMC Health plc                                                           | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |        3112 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Raia Drogasil SA                                      | Raia Drogasil SA                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      217039 | NS      | $958130.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                              | Unipol Assicurazioni SpA                                                 | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |        4340 | NS      | $113398.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                 | Mex Bonos Desarr Fix Rt                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    22990000 | PA      | $1104772.65   | 0.04%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ageas SA                                              | Ageas SA                                                                 | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        1805 | NS      | $141448.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                               | Japan Airlines Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |        1700 | NS      | $26733.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                  | Sage Group plc (The)                                                     | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |       11549 | NS      | $137740.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LigaChem Biosciences, Inc.                            | LigaChem Biosciences, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        2940 | NS      | $369971.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                             | Talanx AG                                                                | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |         781 | NS      | $101795.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                         | Coloplast A/S, Class B                                                   | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        1526 | NS      | $94266.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Xero Ltd.                                             | Xero Ltd.                                                                | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |        2056 | NS      | $120745.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Commerzbank AG                                        | Commerzbank AG                                                           | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |        8867 | NS      | $366507.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                       | ASML Holding NV                                                          | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        9423 | NS      | $13621382.57  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                              | Tele2 AB, Class B                                                        | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        6624 | NS      | $135920.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                      | Coca-Cola HBC AG                                                         | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        2639 | NS      | $153930.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                     | LEG Immobilien SE                                                        | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |         914 | NS      | $64134.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                              | Sagax AB, Class B                                                        | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |        2659 | NS      | $52916.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| JB Financial Group Co. Ltd.                           | JB Financial Group Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       47327 | NS      | $875783.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd.                          | Suntory Beverage & Food Ltd.                                             | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |        1700 | NS      | $48991.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                            | Vonovia SE                                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |        9236 | NS      | $248847.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                           | Cie Financiere Richemont SA (Registered)                                 | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        6504 | NS      | $1248230.78   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                         | Koninklijke Ahold Delhaize NV                                            | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       10777 | NS      | $506190.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                             | Bank of Ireland Group plc                                                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |       11526 | NS      | $227032.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                       | Knorr-Bremse AG                                                          | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |         878 | NS      | $102403.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                           | Italgas SpA                                                              | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |        7373 | NS      | $89064.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Republic of Colombia                                  | Republic of Colombia                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  5060700000 | PA      | $1002629.17   | 0.04%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                   | Kingdom of Thailand                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    54080000 | PA      | $1831561.32   | 0.07%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co. Ltd.                          | HD Hyundai Electric Co. Ltd.                                             | CUSIP: N/A<br>LEI: 988400CSDKM9UHLHGB91       | Long             | EC               | CORP              | KR        |        1448 | NS      | $1245162.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                      | Telkom Indonesia Persero Tbk. PT                                         | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |     4645800 | NS      | $759973.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                               | Siemens Healthineers AG                                                  | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |        4094 | NS      | $167871.16    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sieyuan Electric Co. Ltd.                             | Sieyuan Electric Co. Ltd., Class A                                       | CUSIP: N/A<br>LEI: 836800H6UQQUWN4PSZ32       | Long             | EC               | CORP              | CN        |       35300 | NS      | $1011250.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WUS Printed Circuit Kunshan Co. Ltd.                  | WUS Printed Circuit Kunshan Co. Ltd., Class A                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       64100 | NS      | $976152.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sungrow Power Supply Co. Ltd.                         | Sungrow Power Supply Co. Ltd., Class A                                   | CUSIP: N/A<br>LEI: 30030052IWC7RGVFG505       | Long             | EC               | CORP              | CN        |       34000 | NS      | $691666.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| XCMG Construction Machinery Co. Ltd.                  | XCMG Construction Machinery Co. Ltd., Class A                            | CUSIP: N/A<br>LEI: 300300QGG1VFJ0WTJE78       | Long             | EC               | CORP              | CN        |      594333 | NS      | $868552.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                  | Midea Group Co. Ltd., Class A                                            | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |       76100 | NS      | $905281.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp. SA                                       | Redeia Corp. SA                                                          | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |        4910 | NS      | $85863.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ferrari NV                                            | Ferrari NV                                                               | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |        1525 | NS      | $527727.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                     | Compass Group plc                                                        | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |       20573 | NS      | $581331.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd.                        | Concordia Financial Group Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       12500 | NS      | $118657.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                      | ASR Nederland NV                                                         | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |        1897 | NS      | $144095.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                             | Holmen AB, Class B                                                       | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Long             | EC               | CORP              | SE        |         845 | NS      | $29067.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid plc                                     | National Grid plc                                                        | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       60113 | NS      | $1076057.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayvens SA                                             | Ayvens SA                                                                | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |        4268 | NS      | $57755.69     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.                 | Wharf Real Estate Investment Co. Ltd.                                    | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |       20000 | NS      | $62629.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                         | AIB Group plc                                                            | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |       25852 | NS      | $297984.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                            | BioMerieux                                                               | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |         501 | NS      | $42276.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd.                                 | Sigma Healthcare Ltd.                                                    | CUSIP: N/A<br>LEI: 529900BZSP3BK7GYAO50       | Long             | EC               | CORP              | AU        |       62848 | NS      | $127059.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                             | Essity AB, Class B                                                       | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |        7297 | NS      | $193237.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                               | Sika AG (Registered)                                                     | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |        1844 | NS      | $340155.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                             | Unibail-Rodamco-Westfield                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |        1474 | NS      | $178954.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                         | Notas do Tesouro Nacional                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    16868000 | PA      | $3259065.78   | 0.12%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Wiwynn Corp.                                          | Wiwynn Corp.                                                             | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |       15201 | NS      | $2282286.41   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                        | SoftBank Corp.                                                           | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |      347900 | NS      | $489658.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                              | Republic of South Africa                                                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    20567575 | PA      | $1186609.86   | 0.04%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co. Ltd.                            | Zhongji Innolight Co. Ltd., Class A                                      | CUSIP: N/A<br>LEI: 655600K7YZDKAI214O83       | Long             | EC               | CORP              | CN        |        7000 | NS      | $884220.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                       | Nordea Bank Abp                                                          | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |       37390 | NS      | $703114.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Absa Group Ltd.                                       | Absa Group Ltd.                                                          | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |       97227 | NS      | $1363230.76   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| ASE Technology Holding Co. Ltd.                       | ASE Technology Holding Co. Ltd.                                          | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |      151000 | NS      | $2366873.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                        | Czech Republic                                                           | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    60720000 | PA      | $2423080.75   | 0.09%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                        | BE Semiconductor Industries NV                                           | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |         884 | NS      | $258582.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp.                                          | Xiaomi Corp., Class B                                                    | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |      181200 | NS      | $679899.02    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Regional SAB de CV                                    | Regional SAB de CV                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      127905 | NS      | $1073849.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                           | B3 SA - Brasil Bolsa Balcao                                              | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      583030 | NS      | $2127580.29   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                           | Moncler SpA                                                              | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |        2826 | NS      | $170610.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Kingdom of Thailand                                   | Kingdom of Thailand                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    40405000 | PA      | $1334156.18   | 0.05%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Standard Life plc                                     | Standard Life plc                                                        | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |        8522 | NS      | $87675.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                          | Bankinter SA                                                             | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |     2300000 | PA      | $2692079.64   | 0.10%             | 2026-07-08      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                    | Vodafone Group plc                                                       | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |      226879 | NS      | $360997.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                     | InterContinental Hotels Group plc                                        | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |        1743 | NS      | $249216.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.              | Contemporary Amperex Technology Co. Ltd., Class A                        | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |       42400 | NS      | $2722667.52   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                  | WuXi AppTec Co. Ltd., Class A                                            | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |       86700 | NS      | $1405170.94   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                         | Akzo Nobel NV                                                            | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |        2069 | NS      | $121443.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Republic of Peru                                      | Bonos de la Tesoreria                                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     5431000 | PA      | $1497329.24   | 0.05%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                | EQT AB                                                                   | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |        5975 | NS      | $194967.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Prosus NV                                             | Prosus NV                                                                | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       15830 | NS      | $766377.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                   | Japan 10 Year Mini Bond                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |         373 | NC      | $-260149.66   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dr Ing hc F Porsche AG                                | Dr Ing hc F Porsche AG (Preference)                                      | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EC               | CORP              | DE        |        1378 | NS      | $66917.02     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| WPC Eurobond BV                                       | WPC Eurobond BV                                                          | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |     2350000 | PA      | $2655415.40   | 0.10%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                              | Alcon AG                                                                 | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |        6046 | NS      | $451348.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Evolution AB                                          | Evolution AB                                                             | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        1608 | NS      | $113324.96    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Helvetia Baloise Holding AG                           | Helvetia Baloise Holding AG                                              | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |         962 | NS      | $263765.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                            | Alibaba Group Holding Ltd.                                               | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |      411024 | NS      | $6774092.28   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro-Fabrication Equipment, Inc.            | Advanced Micro-Fabrication Equipment, Inc., Class A                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       21401 | NS      | $1189306.52   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Montage Technology Co. Ltd.                           | Montage Technology Co. Ltd., Class A                                     | CUSIP: N/A<br>LEI: 836800ZMWT5PAN574D81       | Long             | EC               | CORP              | CN        |       27892 | NS      | $716521.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                | Malaysia Government Bond                                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     7285000 | PA      | $1863897.93   | 0.07%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                   | Banca Monte dei Paschi di Siena SpA                                      | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |       23894 | NS      | $254703.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Airtel Africa plc                                     | Airtel Africa plc                                                        | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |       11034 | NS      | $53290.13     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| M&G plc                                               | M&G plc                                                                  | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |       27689 | NS      | $113800.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                 | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 16011000000 | PA      | $966394.73    | 0.04%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                 | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 53960000000 | PA      | $3087547.56   | 0.11%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                   | Province of British Columbia                                             | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      505000 | PA      | $276321.46    | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                       | Goldman Sachs Group, Inc. (The)                                          | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     2455000 | PA      | $2637454.53   | 0.10%             | 2030-01-21      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                         | AIB Group plc                                                            | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     2000000 | PA      | $2409921.48   | 0.09%             | 2029-07-23      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Province of Alberta Canada                            | Province of Alberta                                                      | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      410000 | PA      | $300469.47    | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                            | Treasury Corp. of Victoria                                               | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     6715000 | PA      | $3894837.78   | 0.14%             | 2033-09-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Auckland International Airport Ltd.                   | Auckland International Airport Ltd.                                      | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |       20508 | NS      | $99949.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seibu Holdings, Inc.                                  | Seibu Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Long             | EC               | CORP              | JP        |        2500 | NS      | $58831.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                 | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 29028000000 | PA      | $1647599.77   | 0.06%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                      | Bonos de la Tesoreria                                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     4719000 | PA      | $1143333.06   | 0.04%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                   | Kingdom of Thailand                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    46357000 | PA      | $1263245.92   | 0.05%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                  | Endeavour Mining plc                                                     | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |        2337 | NS      | $141053.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                              | Lifco AB, Class B                                                        | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |        2820 | NS      | $88731.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Wise plc                                              | Wise plc, Class A                                                        | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |        8061 | NS      | $115283.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                 | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3543850000 | PA      | $17390908.24  | 0.63%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                              | Dexia SA                                                                 | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | NUSS              | FR        |     4200000 | PA      | $5578812.06   | 0.20%             | 2026-12-10      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Atlas Copco AB                                        | Atlas Copco AB, Class A                                                  | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       32497 | NS      | $624515.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                        | Atlas Copco AB, Class B                                                  | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       18884 | NS      | $321993.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                   | Intesa Sanpaolo SpA                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     1066000 | PA      | $1346876.75   | 0.05%             | 2031-08-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Tesco plc                                             | Tesco plc                                                                | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |       77267 | NS      | $506832.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd.                                         | WH Group Ltd.                                                            | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |      101067 | NS      | $122841.73    | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Ontario Teachers' Finance Trust                       | Ontario Teachers' Finance Trust                                          | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     2544000 | PA      | $3459255.54   | 0.13%             | 2026-05-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| AddTech AB                                            | AddTech AB, Class B                                                      | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |        3145 | NS      | $115503.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Sandoz Group AG                                       | Sandoz Group AG                                                          | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |        5057 | NS      | $405639.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                         | Scentre Group                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       63111 | NS      | $169591.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                  | Dassault Systemes SE                                                     | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        8115 | NS      | $182860.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                           | Toronto-Dominion Bank (The)                                              | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1532682.66   | 0.06%             | 2029-02-16      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                  | Banco de Sabadell SA                                                     | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1202712.70   | 0.04%             | 2030-09-13      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                     | NatWest Group plc                                                        | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      391510 | NS      | $3122635.62   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion plc                                 | JD Sports Fashion plc                                                    | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |       30276 | NS      | $27793.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                             | Tyco Electronics Group SA                                                | CUSIP: 902133AX5<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     1225000 | PA      | $1314792.14   | 0.05%             | 2029-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                         | NetEase, Inc.                                                            | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |       95700 | NS      | $2240258.97   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                    | Republic of Poland                                                       | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     8846000 | PA      | $2069285.08   | 0.08%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                      | TotalEnergies SE, Series NC12                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $715553.17    | 0.03%             | 2032-07-25      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                               | Hungary Government Bond                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      300000 | PA      | $289165.06    | 0.01%             | 2035-06-05      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Max Healthcare Institute Ltd.                         | Max Healthcare Institute Ltd.                                            | CUSIP: N/A<br>LEI: 3358005LALYV4GZOYF67       | Long             | EC               | CORP              | IN        |       69342 | NS      | $729583.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Ltd.                                    | H World Group Ltd.                                                       | CUSIP: N/A<br>LEI: 549300Y5ML31FVN83730       | Long             | EC               | CORP              | KY        |      281000 | NS      | $1450839.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                               | Volkswagen Leasing GmbH                                                  | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     1280000 | PA      | $1376510.58   | 0.05%             | 2029-07-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| SGS SA                                                | SGS SA (Registered)                                                      | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        2003 | NS      | $217025.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                       | Ontario Teachers' Finance Trust                                          | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     2896000 | PA      | $2965039.68   | 0.11%             | 2030-11-25      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| Romania                                               | Romania Government Bond                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     7880000 | PA      | $1730187.46   | 0.06%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                            | People's Republic of China                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     5290000 | PA      | $778217.02    | 0.03%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                    | Republic of Poland                                                       | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     8055000 | PA      | $1809775.04   | 0.07%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                             | Epiroc AB, Class A                                                       | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        7973 | NS      | $230175.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                             | Epiroc AB, Class B                                                       | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        4718 | NS      | $117562.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                       | Ontario Teachers' Finance Trust                                          | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     2955000 | PA      | $3278412.53   | 0.12%             | 2028-05-19      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Stellantis NV                                         | Stellantis NV                                                            | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       24395 | NS      | $179010.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Federation of Malaysia                                | Malaysia Government Bond                                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    16570000 | PA      | $4033521.43   | 0.15%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bunge Finance Europe BV                               | Bunge Finance Europe BV                                                  | CUSIP: N/A<br>LEI: 549300BIPDLRC1B3OO64       | Long             | DBT              | CORP              | NL        |     2350000 | PA      | $2614211.66   | 0.10%             | 2028-09-24      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Cadent Finance plc                                    | Cadent Finance plc                                                       | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     2325000 | PA      | $2445075.77   | 0.09%             | 2030-03-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Chuangxin Industries Holdings Ltd.                    | Chuangxin Industries Holdings Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      143000 | NS      | $415559.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                             | Banque Cantonale Vaudoise (Registered)                                   | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Long             | EC               | CORP              | CH        |         364 | NS      | $57357.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Czech Republic                                        | Czech Republic                                                           | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |   113550000 | PA      | $5422536.40   | 0.20%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                            | Woodside Energy Group Ltd.                                               | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       23000 | NS      | $549875.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                 | Kioxia Holdings Corp.                                                    | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |        2300 | NS      | $556504.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                            | Tenaris SA                                                               | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |        4539 | NS      | $144891.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                               | EXOR NV                                                                  | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |        1131 | NS      | $88719.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                           | Informa plc                                                              | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |       15552 | NS      | $168149.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                 | Tencent Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      199600 | NS      | $12122160.22  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                              | Davide Campari-Milano NV                                                 | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |        7448 | NS      | $55260.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Dassault Aviation SA                                  | Dassault Aviation SA                                                     | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |         237 | NS      | $82878.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                          | CaixaBank SA                                                             | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     3200000 | PA      | $3889359.14   | 0.14%             | 2029-07-19      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                            | Vonovia SE                                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1271737.29   | 0.05%             | 2030-07-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Siemens Energy AG                                     | Siemens Energy AG                                                        | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        9376 | NS      | $1986980.19   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                           | Investor AB, Class B                                                     | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       22043 | NS      | $894627.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation              | Japan Bank for International Cooperation                                 | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |       96000 | PA      | $94444.26     | 0.00%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Haleon plc                                            | Haleon plc                                                               | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |      107756 | NS      | $497603.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo OYJ                                             | Sampo OYJ, Class A                                                       | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       29093 | NS      | $302312.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                   | Realty Income Corp.                                                      | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1969026.07   | 0.07%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZTO Express Cayman, Inc.                              | ZTO Express Cayman, Inc.                                                 | CUSIP: N/A<br>LEI: 549300SCJPK3YZJTJR78       | Long             | EC               | CORP              | KY        |       46650 | NS      | $1182057.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                         | UniCredit SpA                                                            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     3595000 | PA      | $4301975.17   | 0.16%             | 2029-02-16      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Hensoldt AG                                           | Hensoldt AG                                                              | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |         769 | NS      | $69389.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                 | Mex Bonos Desarr Fix Rt                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    40182000 | PA      | $2319404.13   | 0.08%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                              | Electricite de France SA                                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $457640.65    | 0.02%             | 2027-12-01      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ADNOC Drilling Co. PJSC                               | ADNOC Drilling Co. PJSC                                                  | CUSIP: N/A<br>LEI: 254900JPRSQL1PM0JV19       | Long             | EC               | CORP              | AE        |      360964 | NS      | $556221.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INEOS Quattro Finance 2 plc                           | INEOS Quattro Finance 2 plc                                              | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      225000 | PA      | $256934.03    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                              | Yum China Holdings, Inc.                                                 | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       26634 | NS      | $1303288.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings plc                           | Bank of Cyprus Holdings plc                                              | CUSIP: N/A<br>LEI: 635400L14KNHZXPUZM19       | Long             | EC               | CORP              | IE        |       68506 | NS      | $742388.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                           | Bundesrepublik Deutschland                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     4083036 | PA      | $4233378.23   | 0.15%             | 2056-08-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                      | Bank of Montreal                                                         | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |     5059000 | PA      | $5421704.41   | 0.20%             | 2029-06-08      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                  | Volkswagen Bank GmbH                                                     | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     3500000 | PA      | $4055179.29   | 0.15%             | 2028-06-19      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                               | Vestas Wind Systems A/S                                                  | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |       12218 | NS      | $375696.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InPost SA                                             | InPost SA                                                                | CUSIP: N/A<br>LEI: 2221003M23QLERR89585       | Long             | EC               | CORP              | LU        |        3025 | NS      | $54257.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                    | Nibe Industrier AB, Class B                                              | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |       18335 | NS      | $83348.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Republic of Indonesia                                 | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 82342000000 | PA      | $4707084.47   | 0.17%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                           | BPCE SFH SA                                                              | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     1900000 | PA      | $2250384.27   | 0.08%             | 2029-03-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                       | French Republic                                                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |        5000 | PA      | $5765.66      | 0.00%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| GSK plc                                               | GSK plc                                                                  | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       49306 | NS      | $1292678.82   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                           | Euronext NV                                                              | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |         941 | NS      | $157515.21    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Eurofins Scientific SE                                | Eurofins Scientific SE                                                   | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |        1433 | NS      | $99611.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                            | Province of Ontario                                                      | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     5800000 | PA      | $5933974.41   | 0.22%             | 2030-11-25      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                          | Holcim Finance Luxembourg SA                                             | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |     2108000 | PA      | $2131404.70   | 0.08%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                            | People's Republic of China                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     4520000 | PA      | $635201.18    | 0.02%             | 2045-04-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                          | DNB Bank ASA                                                             | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       10726 | NS      | $324819.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                           | NN Group NV                                                              | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        3182 | NS      | $278532.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries plc                                | Melrose Industries plc                                                   | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |       15162 | NS      | $99497.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                           | FinecoBank Banca Fineco SpA                                              | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |        7399 | NS      | $183684.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                             | Argenx SE                                                                | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         206 | NS      | $161550.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                 | Bank of America Corp.                                                    | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      630000 | PA      | $655888.55    | 0.02%             | 2032-05-24      | Variable      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| CapitaLand Investment Ltd.                            | CapitaLand Investment Ltd.                                               | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |       28300 | NS      | $62065.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                  | Republic of Colombia                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3188000000 | PA      | $802859.50    | 0.03%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NatWest Group plc                                     | NatWest Group plc                                                        | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     1896000 | PA      | $2093489.08   | 0.08%             | 2029-09-14      | Variable      | 0.67%                 | Yes           |                  2 | On Loan: No      |
| APR Corp.                                             | APR Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        4912 | NS      | $1405841.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                               | Romania Government Bond                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     9415000 | PA      | $2102784.72   | 0.08%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                          | Barclays plc                                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     1678000 | PA      | $1853426.42   | 0.07%             | 2029-08-09      | Variable      | 0.58%                 | Yes           |                  2 | On Loan: No      |
| Lottery Corp. Ltd. (The)                              | Lottery Corp. Ltd. (The)                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       26928 | NS      | $107795.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                | Malaysia Government Bond                                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2516000 | PA      | $649921.79    | 0.02%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                         | AIB Group plc                                                            | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      400000 | PA      | $499471.64    | 0.02%             | 2029-10-30      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| KakaoBank Corp.                                       | KakaoBank Corp.                                                          | CUSIP: N/A<br>LEI: 988400VAVCFSK6VF9Q87       | Long             | EC               | CORP              | KR        |       42601 | NS      | $704235.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                            | Hexagon AB, Class B                                                      | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |       25119 | NS      | $274423.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Universal Music Group NV                              | Universal Music Group NV                                                 | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |       13314 | NS      | $279162.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Belimo Holding AG                                     | Belimo Holding AG (Registered)                                           | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         119 | NS      | $108975.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                         | Beijer Ref AB                                                            | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               | CORP              | SE        |        4948 | NS      | $70101.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                  | Republic of Colombia                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2568900000 | PA      | $536438.06    | 0.02%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| China Merchants Bank Co. Ltd.                         | China Merchants Bank Co. Ltd., Class A                                   | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |      274700 | NS      | $1540698.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co. Ltd.                              | Kweichow Moutai Co. Ltd., Class A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        5203 | NS      | $1054720.93   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| China Yangtze Power Co. Ltd.                          | China Yangtze Power Co. Ltd., Class A                                    | CUSIP: N/A<br>LEI: 3003008VX8JFJXA6QP74       | Long             | EC               | CORP              | CN        |      201000 | NS      | $803852.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd.              | Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A                        | CUSIP: N/A<br>LEI: 2549003BT1XS3SE3E448       | Long             | EC               | CORP              | CN        |       97820 | NS      | $775056.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Loncin Motor Co. Ltd.                                 | Loncin Motor Co. Ltd., Class A                                           | CUSIP: N/A<br>LEI: 300300UMZLAO4ZKCQD58       | Long             | EC               | CORP              | CN        |      332200 | NS      | $746948.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom SA                                             | Alstom SA                                                                | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226056.48    | 0.01%             | 2027-07-27      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Americana Restaurants International plc - Foreign Co. | Americana Restaurants International plc - Foreign Co.                    | CUSIP: N/A<br>LEI: 549300EYHRPEZ6UVAM64       | Long             | EC               | CORP              | AE        |     1162072 | NS      | $633968.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                         | Banco BPM SpA                                                            | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |     2000000 | PA      | $2398913.04   | 0.09%             | 2027-11-29      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Novo Nordisk A/S                                      | Novo Nordisk A/S, Class B                                                | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      102406 | NS      | $4355937.83   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                             | Shell plc                                                                | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      266705 | NS      | $12126224.69  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                              | Daimler Truck Holding AG                                                 | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |        5558 | NS      | $280334.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                 | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   848900000 | PA      | $4151641.82   | 0.15%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                         | Industria de Diseno Textil SA                                            | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       13197 | NS      | $789849.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                         | Schroders plc                                                            | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |        8769 | NS      | $69046.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA          | Cie Generale des Etablissements Michelin SCA                             | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |        7903 | NS      | $286294.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Synthomer plc                                         | Synthomer plc                                                            | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |      230000 | PA      | $197765.87    | 0.01%             | 2029-05-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DSM-Firmenich AG                                      | DSM-Firmenich AG                                                         | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |        2089 | NS      | $156025.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                        | Axis Bank Ltd.                                                           | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |       64686 | NS      | $867606.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                   | Societe Generale SA                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1199841.40   | 0.04%             | 2030-12-06      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Aegon Ltd.                                            | Aegon Ltd.                                                               | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | BM        |       15226 | NS      | $126171.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                    | Fiserv Funding ULC                                                       | CUSIP: 337735AA2<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |     1865000 | PA      | $2164026.17   | 0.08%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                 | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5993000000 | PA      | $350539.74    | 0.01%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                              | Eagle Funding Luxco SARL                                                 | CUSIP: N/A<br>LEI: 894500VDP08MVIZ6OA60       | Long             | DBT              | NUSS              | LU        |      400000 | PA      | $402680.00    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fastighets AB Balder                                  | Fastighets AB Balder, Class B                                            | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |        8687 | NS      | $51967.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva plc                                             | Aviva plc                                                                | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |       36994 | NS      | $313755.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                   | Intesa Sanpaolo SpA                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      400000 | PA      | $484717.45    | 0.02%             | 2033-05-26      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                  | Republic of Colombia                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1786400000 | PA      | $473062.21    | 0.02%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Syensqo SA                                            | Syensqo SA                                                               | CUSIP: N/A<br>LEI: 549300060XNJ90PLNS10       | Long             | EC               | CORP              | BE        |         880 | NS      | $58378.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| United Kingdom of Great Britain and Northern Ireland  | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     3925000 | PA      | $4344857.74   | 0.16%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Thailand                                   | Kingdom of Thailand                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    13700000 | PA      | $424174.95    | 0.02%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                    | Republic of Poland                                                       | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1894000 | PA      | $536782.69    | 0.02%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                              | Republic of South Africa                                                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    21360298 | PA      | $1209233.94   | 0.04%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Saab AB                                               | Saab AB, Class B                                                         | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |        3875 | NS      | $235224.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                            | Boliden AB                                                               | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |        3439 | NS      | $180772.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                        | Czech Republic                                                           | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |       10000 | PA      | $435.16       | 0.00%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                              | Enel SpA                                                                 | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $368123.75    | 0.01%             | 2028-04-16      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of India                                     | Republic of India                                                        | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   262610000 | PA      | $2777895.09   | 0.10%             | 2034-04-08      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                  | Straumann Holding AG (Registered)                                        | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |        1350 | NS      | $146513.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Republic of India                                     | Republic of India                                                        | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   127960000 | PA      | $1297490.77   | 0.05%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Varun Beverages Ltd.                                  | Varun Beverages Ltd.                                                     | CUSIP: N/A<br>LEI: 33580058NWEMWBDNMD48       | Long             | EC               | CORP              | IN        |      213623 | NS      | $1163604.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TSB Bank plc                                          | TSB Bank plc                                                             | CUSIP: N/A<br>LEI: 549300XP222MV7P3CC54       | Long             | DBT              | CORP              | GB        |     1490000 | PA      | $1757239.52   | 0.06%             | 2029-03-05      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| UBS Switzerland AG                                    | UBS Switzerland AG                                                       | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |     7070000 | PA      | $8346642.71   | 0.30%             | 2029-03-05      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                        | Commerzbank AG                                                           | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     1900000 | PA      | $2326045.20   | 0.08%             | 2030-01-18      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Montage Technology Co. Ltd.                           | Montage Technology Co. Ltd., Class H                                     | CUSIP: N/A<br>LEI: 836800ZMWT5PAN574D81       | Long             | EC               | CORP              | CN        |       11100 | NS      | $371015.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ghana                                     | Republic of Ghana                                                        | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      550000 | PA      | $503492.00    | 0.02%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                   | Banca Monte dei Paschi di Siena SpA                                      | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |     2150000 | PA      | $2550520.57   | 0.09%             | 2029-04-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                          | Barclays plc                                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      457000 | PA      | $554170.15    | 0.02%             | 2033-01-31      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                             | Recruit Holdings Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       17000 | NS      | $787524.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                           | Republic of Philippines                                                  | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    17710000 | PA      | $285861.84    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Zalando SE                                            | Zalando SE                                                               | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |        2717 | NS      | $67109.67     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Traton Finance Luxembourg SA                          | Traton Finance Luxembourg SA                                             | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |     2100000 | PA      | $2468475.71   | 0.09%             | 2030-03-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                 | Mex Bonos Desarr Fix Rt                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   128410000 | PA      | $6766636.20   | 0.25%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                   | Societe Generale SA                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1089739.19   | 0.04%             | 2029-09-28      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                     | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    11070000 | PA      | $12484618.16  | 0.46%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                      | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6670000 | PA      | $7632862.51   | 0.28%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of India                                     | Republic of India                                                        | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   375600000 | PA      | $3972201.48   | 0.14%             | 2031-06-18      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| SGH Ltd.                                              | SGH Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |        2462 | NS      | $69730.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                  | Telefonica Europe BV                                                     | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      800000 | PA      | $1014717.87   | 0.04%             | 2031-06-07      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                        | Greensaif Pipelines Bidco Sarl                                           | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |      780000 | PA      | $797940.00    | 0.03%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                              | Engie SA                                                                 | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     1900000 | PA      | $2247151.73   | 0.08%             | 2031-03-06      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Galderma Group AG                                     | Galderma Group AG                                                        | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |        2231 | NS      | $468049.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                          | ROCKWOOL A/S, Class B                                                    | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |        1172 | NS      | $34117.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credito Emiliano SpA                                  | Credito Emiliano SpA                                                     | CUSIP: N/A<br>LEI: 8156004B244AA70DE787       | Long             | DBT              | CORP              | IT        |     2000000 | PA      | $2354531.54   | 0.09%             | 2029-04-18      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG (Registered)                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       38407 | NS      | $1699578.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                       | Danske Bank A/S                                                          | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     2000000 | PA      | $2393543.69   | 0.09%             | 2028-11-09      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Real                                        | Brazilian Real                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |       18562 | OU      | $3748.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                          | Ferrovial SE                                                             | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |        6214 | NS      | $426724.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                 | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   122550000 | PA      | $724176.53    | 0.03%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd.                                     | Medibank Pvt Ltd.                                                        | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |       33319 | NS      | $113295.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                  | ZF Europe Finance BV                                                     | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $245331.19    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CVC Capital Partners plc                              | CVC Capital Partners plc                                                 | CUSIP: N/A<br>LEI: 213800E8UQS1KA32YD39       | Long             | EC               | CORP              | JE        |        2572 | NS      | $39145.59     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                 | Athene Global Funding                                                    | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |     2014000 | PA      | $2315450.49   | 0.08%             | 2028-07-21      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                            | People's Republic of China                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     4030000 | PA      | $604619.58    | 0.02%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                           | Republic of Philippines                                                  | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    27710000 | PA      | $433261.98    | 0.02%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goodman Australia Finance Pty. Ltd.                   | Goodman Australia Finance Pty. Ltd.                                      | CUSIP: N/A<br>LEI: 213800AQVHS7SCC93B80       | Long             | DBT              | CORP              | AU        |      390000 | PA      | $467683.49    | 0.02%             | 2030-05-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                            | People's Republic of China                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     7040000 | PA      | $1062084.42   | 0.04%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                              | Banco Santander Totta SA                                                 | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |     3600000 | PA      | $4248072.16   | 0.16%             | 2031-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                          | Traton Finance Luxembourg SA                                             | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $468850.00    | 0.02%             | 2031-01-14      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Peru                                      | Bonos de la Tesoreria                                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1305000 | PA      | $387653.23    | 0.01%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                  | Republic of Colombia                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2720600000 | PA      | $671319.34    | 0.02%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                 | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 15520000000 | PA      | $889418.83    | 0.03%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co. NV (The)                         | Magnum Ice Cream Co. NV (The)                                            | CUSIP: N/A<br>LEI: 25490052LLF3XH6G9847       | Long             | EC               | CORP              | NL        |        5926 | NS      | $86520.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Republic of Germany                           | Bundesschatzanweisungen                                                  | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    20060000 | PA      | $23481028.93  | 0.86%             | 2027-03-11      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                 | Kongsberg Gruppen ASA                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |        5321 | NS      | $178042.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group plc                           | Reckitt Benckiser Group plc                                              | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        7805 | NS      | $496621.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                              | Republic of South Africa                                                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     8079680 | PA      | $513371.93    | 0.02%             | 2042-03-31      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Forvia SE                                             | Forvia SE                                                                | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      225000 | PA      | $270982.53    | 0.01%             | 2030-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland  | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     6036800 | PA      | $7949895.66   | 0.29%             | 2035-03-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                  | IHO Verwaltungs GmbH                                                     | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      220000 | PA      | $270126.80    | 0.01%             | 2029-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bajaj Finance Ltd.                                    | Bajaj Finance Ltd.                                                       | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |      216583 | NS      | $2151241.57   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                     | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5648000 | PA      | $6567790.46   | 0.24%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                 | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   430000000 | PA      | $2056628.02   | 0.08%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                 | Mex Bonos Desarr Fix Rt                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    31600000 | PA      | $1665320.09   | 0.06%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Anglo American plc                                    | Anglo American plc                                                       | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       13540 | NS      | $670026.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                      | Roche Holding AG                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        8500 | NS      | $3463750.02   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                           | Aena SME SA                                                              | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |        9074 | NS      | $247834.74    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Medtronic plc                                         | Medtronic plc                                                            | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |        1464 | NS      | $118540.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG NV                                                | CSG NV                                                                   | CUSIP: N/A<br>LEI: 31570078IM9ILNPQUB16       | Long             | EC               | CORP              | NL        |        2420 | NS      | $52411.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                   | Short-Term Euro-BTP                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          90 | NC      | $-66352.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland                                    | Republic of Poland                                                       | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2178000 | PA      | $587033.43    | 0.02%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Maxam Prill Sarl                                      | Maxam Prill SARL                                                         | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      245000 | PA      | $290378.85    | 0.01%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TSB Bank plc                                          | TSB Bank plc                                                             | CUSIP: N/A<br>LEI: 549300XP222MV7P3CC54       | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1499885.60   | 0.05%             | 2030-02-18      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Deutsche Bank AG                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1044205.32   | 0.04%             | 2031-02-13      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Romania                                               | Romania Government Bond                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      495000 | PA      | $111296.72    | 0.00%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                    | Republic of Poland                                                       | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    15132000 | PA      | $3949409.00   | 0.14%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                           | Bundesrepublik Deutschland                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     7085000 | PA      | $8224922.82   | 0.30%             | 2036-02-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                           | Bundesobligation                                                         | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     5180000 | PA      | $5949490.66   | 0.22%             | 2030-10-10      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                       | Discovery Global Holdings, Inc.                                          | CUSIP: 934423AA2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      888000 | PA      | $1033105.75   | 0.04%             | 2030-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                             | QIAGEN NV                                                                | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |        2502 | NS      | $85347.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motiva Infraestrutura de Mobilidade SA                | Motiva Infraestrutura de Mobilidade SA                                   | CUSIP: N/A<br>LEI: 254900H4EUL83CCQ6781       | Long             | EC               | CORP              | BR        |      300821 | NS      | $975034.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                  | Banco de Sabadell SA                                                     | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $487401.35    | 0.02%             | 2031-05-20      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Axia Energia SA                                       | Axia Energia SA                                                          | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EC               | CORP              | BR        |      134329 | NS      | $1686775.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Benteler International Austria GmbH                   | Benteler International Austria GmbH                                      | CUSIP: N/A<br>LEI: 529900ZAFSOBVFCKF263       | Long             | DBT              | CORP              | AT        |      230000 | PA      | $285856.45    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                  | Republic of Colombia                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3332300000 | PA      | $729407.99    | 0.03%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Coforge Ltd.                                          | Coforge Ltd.                                                             | CUSIP: N/A<br>LEI: 3358004YL9JGBNP4KF72       | Long             | EC               | CORP              | IN        |       47669 | NS      | $606396.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Bank SA                                       | Piraeus Bank SA                                                          | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | EC               | CORP              | GR        |      198963 | NS      | $1883594.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisure plc                                          | Verisure plc                                                             | CUSIP: N/A<br>LEI: 636700ZY9PP0NGXTA943       | Long             | EC               | CORP              | GB        |        3127 | NS      | $39071.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                           | Bundesrepublik Deutschland                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    13150000 | PA      | $14936168.47  | 0.55%             | 2035-08-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                            | People's Republic of China                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     5570000 | PA      | $790400.63    | 0.03%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland  | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    22789725 | PA      | $30470447.82  | 1.11%             | 2031-03-07      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Axia Energia SA                                       | Axia Energia SA (Preference)                                             | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EC               | CORP              | BR        |       23863 | NS      | $285384.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                     | Wells Fargo & Co.                                                        | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     2038000 | PA      | $2363604.33   | 0.09%             | 2029-07-23      | Variable      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Autotrader Group plc                                  | Autotrader Group plc                                                     | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |       10189 | NS      | $68540.65     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Unilever plc                                          | Unilever plc                                                             | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       26383 | NS      | $1538528.31   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd.                                        | CAR Group Ltd.                                                           | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Long             | EC               | CORP              | AU        |        4578 | NS      | $84449.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                           | Bundesschatzanweisungen                                                  | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    12690000 | PA      | $14744831.24  | 0.54%             | 2027-12-16      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Sunbelt Rentals Holdings, Inc.                        | Sunbelt Rentals Holdings, Inc.                                           | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |        5037 | NS      | $378601.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                            | CK Hutchison Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |       24888 | NS      | $207819.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                 | NextEra Energy Capital Holdings, Inc.                                    | CUSIP: 65339KEA4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      251000 | PA      | $290357.96    | 0.01%             | 2034-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                 | Iberdrola Finanzas SA                                                    | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      800000 | PA      | $915443.24    | 0.03%             | 2031-08-05      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Meridian Energy Ltd.                                  | Meridian Energy Ltd.                                                     | CUSIP: N/A<br>LEI: 254900IFKXIGNCY3A092       | Long             | EC               | CORP              | NZ        |       15850 | NS      | $53184.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax Group plc                                      | Spirax Group plc                                                         | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |         891 | NS      | $86958.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                            | CK Hutchison Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |        7500 | NS      | $62626.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                   | Fuyao Glass Industry Group Co. Ltd., Class H                             | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |      126800 | NS      | $963242.90    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| South32 Ltd.                                          | South32 Ltd.                                                             | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |       54280 | NS      | $160861.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                 | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   296250000 | PA      | $1123386.51   | 0.04%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                    | Cellnex Telecom SA                                                       | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |        5779 | NS      | $194536.31    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tryg A/S                                              | Tryg A/S                                                                 | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |        4054 | NS      | $97411.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                              | Svenska Handelsbanken AB, Class A                                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |       17647 | NS      | $250762.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Vicinity Ltd.                                         | Vicinity Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       47302 | NS      | $86017.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                              | Republic of South Africa                                                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    23824105 | PA      | $1397530.65   | 0.05%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                         | Banco BPM SpA                                                            | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |       13749 | NS      | $200337.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                         | UniCredit SpA                                                            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       16961 | NS      | $1310786.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Biologics Co. Ltd.                            | Samsung Biologics Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         656 | NS      | $654057.91    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ArcelorMittal SA                                      | ArcelorMittal SA                                                         | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |        5157 | NS      | $299390.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                         | Assa Abloy AB, Class B                                                   | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |       12126 | NS      | $466702.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| ABN AMRO Bank NV                                      | ABN AMRO Bank NV                                                         | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |        7055 | NS      | $245632.86    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Orsted A/S                                            | Orsted A/S                                                               | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |        6394 | NS      | $170998.01    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                          | Japan Post Holdings Co. Ltd.                                             | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       21600 | NS      | $250496.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co. Ltd.                         | Japan Post Insurance Co. Ltd.                                            | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |        6600 | NS      | $64354.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                              | Japan Post Bank Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |       21600 | NS      | $370662.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                            | Scout24 SE                                                               | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |         907 | NS      | $75518.96     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ryanair Holdings plc                                  | Ryanair Holdings plc                                                     | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |       10158 | NS      | $266517.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                               | Romania Government Bond                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2085000 | PA      | $399951.57    | 0.01%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd.                       | CK Infrastructure Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |        7500 | NS      | $63139.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group plc                             | Land Securities Group plc                                                | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |        8563 | NS      | $68900.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jason Furniture Hangzhou Co. Ltd.                     | Jason Furniture Hangzhou Co. Ltd., Class A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      145400 | NS      | $618102.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                                  | Banca Mediolanum SpA                                                     | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |        2705 | NS      | $59289.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                      | Coles Group Ltd.                                                         | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |       16238 | NS      | $258801.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                            | Grifols SA                                                               | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |        3609 | NS      | $38053.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                              | Republic of South Africa                                                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     3647768 | PA      | $219908.46    | 0.01%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA                               | Anheuser-Busch InBev SA                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |       11959 | NS      | $903641.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Poste Italiane SpA                                    | Poste Italiane SpA                                                       | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |        5531 | NS      | $146814.59    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Federation of Malaysia                                | Malaysia Government Bond                                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3636000 | PA      | $1007029.64   | 0.04%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                              | Sartorius Stedim Biotech                                                 | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |         353 | NS      | $65238.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                | CK Asset Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |       23388 | NS      | $147326.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                             | Amundi SA                                                                | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |         749 | NS      | $72395.60     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VAT Group AG                                          | VAT Group AG                                                             | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |         327 | NS      | $245658.87    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Demant A/S                                            | Demant A/S                                                               | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               | CORP              | DK        |        1156 | NS      | $36660.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| China International Capital Corp. Ltd.                | China International Capital Corp. Ltd., Class H                          | CUSIP: N/A<br>LEI: 529900OS3SVVTT56QN67       | Long             | EC               | CORP              | CN        |      391600 | NS      | $1022347.20   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hugel, Inc.                                           | Hugel, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        2461 | NS      | $422990.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                        | BAWAG Group AG                                                           | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |         932 | NS      | $159605.80    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Adyen NV                                              | Adyen NV                                                                 | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |         305 | NS      | $344179.09    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Investment AB Latour                                  | Investment AB Latour, Class B                                            | CUSIP: N/A<br>LEI: 5493006GFBLNB3Y0Y789       | Long             | EC               | CORP              | SE        |        1791 | NS      | $41115.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| ING Groep NV                                          | ING Groep NV                                                             | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |       35332 | NS      | $1022557.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Life Insurance Co. Ltd.                           | SBI Life Insurance Co. Ltd.                                              | CUSIP: N/A<br>LEI: 335800WMVIESQUO95586       | Long             | EC               | CORP              | IN        |       46648 | NS      | $895907.95    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WiseTech Global Ltd.                                  | WiseTech Global Ltd.                                                     | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |        2439 | NS      | $76817.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Southern Power Co.                                    | Southern Power Co.                                                       | CUSIP: 843646AQ3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      150000 | PA      | $175902.12    | 0.01%             | 2026-06-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                      | Delivery Hero SE                                                         | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |        2360 | NS      | $57438.11     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                          | Banco Comercial Portugues SA, Class R                                    | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |       89557 | NS      | $95725.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                                       | Canadian Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |      164679 | OU      | $121234.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Foreign Exchange CAD/USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         510 | NC      | $-44934.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                           | Swiss Franc                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |        6355 | OU      | $8133.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Canada 10 Year Bond                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -783 | NC      | $431643.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinese Renminbi (Yuan)                               | Chinese Renminbi (Yuan)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |       13912 | OU      | $2036.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombian Peso                                        | Colombian Peso                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |  2629116674 | OU      | $722584.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Repub. Kronas                                   | Czech Repub. Kronas                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |          60 | OU      | $2.90         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | DJ US Real Estate Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -884 | NC      | $-785124.20   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                                          | Danish Krone                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |           0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Euro-Schatz                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         131 | NC      | $-29853.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | S&P 500 E-Mini Index                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         923 | NC      | $21389190.55  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                  | EURO                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      418059 | OU      | $490654.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | U.S. Treasury 5 Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         960 | NC      | $-1921411.20  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | U.S. Treasury 5 Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -197 | NC      | $255291.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                               | Aon plc, Class A                                                         | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |        8832 | NS      | $2752492.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                               | Arch Capital Group Ltd.                                                  | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |        3296 | NS      | $311340.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Long Gilt                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         935 | NC      | $-6055722.45  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                         | Accenture plc, Class A                                                   | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       14126 | NS      | $2524457.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                    | Coca-Cola Europacific Partners plc                                       | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |        2514 | NS      | $237748.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                       | Eaton Corp. plc                                                          | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        6288 | NS      | $2722766.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                              | Fabrinet                                                                 | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |        1850 | NS      | $1264419.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc                            | Gates Industrial Corp. plc                                               | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |       91928 | NS      | $2354276.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                          | Genpact Ltd.                                                             | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |       18273 | NS      | $634986.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Ltd.                                    | Grab Holdings Ltd., Class A                                              | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | EC               | CORP              | KY        |       28782 | NS      | $109947.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                           | James Hardie Industries plc                                              | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |       35362 | NS      | $742248.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Medtronic plc                                         | Medtronic plc                                                            | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       21378 | NS      | $1730976.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd.                                      | NU Holdings Ltd., Class A                                                | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |       98368 | NS      | $1424368.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock plc                                  | Smurfit Westrock plc                                                     | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |       11840 | NS      | $454537.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                        | TechnipFMC plc                                                           | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |       26736 | NS      | $2020439.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                | Trane Technologies plc                                                   | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       24896 | NS      | $12262275.84  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                         | British Pound                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      113662 | OU      | $154665.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                            | Chubb Ltd.                                                               | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |        1594 | NS      | $521238.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                           | Garmin Ltd.                                                              | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        4759 | NS      | $1195175.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd.                                           | Amrize Ltd.                                                              | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |       10067 | NS      | $541403.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                      | Hong Kong Dollar                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungarian Forint                                      | Hungarian Forint                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | HU        |          -1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Euro-BTP                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         136 | NC      | $-201231.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Israeli Shekel                                        | Israeli Shekel                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |        1874 | OU      | $635.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                          | Indian Rupee                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |    26900517 | OU      | $283420.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | XAF Financial Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          36 | NC      | $329327.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | XAV Health Care Index                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          53 | NC      | $-92597.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | XAB Materials Equity Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -189 | NC      | $-1358786.78  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | XAI E-Mini Industrial Select Sector                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         150 | NC      | $1593564.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | XAE Energy Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         450 | NC      | $1715334.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | XAP Consumer Staples Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -426 | NC      | $-75842.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | XAU Utilities Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -355 | NC      | $-312323.10   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | XAK Technology Equity Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         151 | NC      | $4690724.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | XAY Consumer Discretionary Index                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -109 | NC      | $-2139672.18  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Japan 10 Year Bond                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         252 | NC      | $-1467285.15  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                          | Japanese Yen                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |    26101435 | OU      | $166723.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Foreign Exchange JPY/USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         535 | NC      | $355523.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Korea 10 Year Bond                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |         185 | NC      | $-124633.46   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| South Korea Won                                       | South Korea Won                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |     6225646 | OU      | $4197.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA                    | Millicom International Cellular SA                                       | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |       17622 | NS      | $1495755.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                 | Spotify Technology SA                                                    | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        3720 | NS      | $1661166.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | S&P 500 E-Mini Equal Weight Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         347 | NC      | $1772430.89   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd.                | Check Point Software Technologies Ltd.                                   | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |        1039 | NS      | $116856.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.com Ltd.                                       | Monday.com Ltd.                                                          | CUSIP: N/A<br>LEI: 984500MDAFVD86E3B328       | Long             | EC               | CORP              | IL        |         519 | NS      | $34186.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | MSCI Emerging Markets Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -406 | NC      | $-70199.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | MSCI EAFE Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         123 | NC      | $588927.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mexican Pesos                                     | New Mexican Pesos                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |           1 | OU      | $0.05         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                    | AerCap Holdings NV                                                       | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |       15808 | NS      | $2248055.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                          | LyondellBasell Industries NV, Class A                                    | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |        4490 | NS      | $334954.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                 | NXP Semiconductors NV                                                    | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       10967 | NS      | $3219801.53   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                            | uniQure NV                                                               | CUSIP: N/A<br>LEI: 724500RPCTZLFYJZ3S98       | Long             | EC               | CORP              | NL        |        6032 | NS      | $120338.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nebius Group NV                                       | Nebius Group NV                                                          | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Long             | EC               | CORP              | NL        |        2582 | NS      | $356909.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Norwegian Krone                                       | Norwegian Krone                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |      165522 | OU      | $17865.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                    | New Zealand Dollar                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |         731 | OU      | $431.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Quebec Canada                             | Province of Quebec                                                       | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    21435000 | PA      | $15805580.56  | 0.58%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                   | Euro-OAT                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         192 | NC      | $-538206.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                  | Republic of Colombia                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   158800000 | PA      | $39184.56     | 0.00%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                   | Euro-Bobl                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          35 | NC      | $-5155.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercorp Financial Services, Inc.                    | Intercorp Financial Services, Inc.                                       | CUSIP: N/A<br>LEI: 5299004181WFTEWB1398       | Long             | EC               | CORP              | PA        |       27733 | NS      | $1236337.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peruvian New Sol                                      | Peruvian New Sol                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | PE        |          -0 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Philippines                                           | Philippines                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | PH        |     -706605 | OU      | $-11494.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Polish Zloty - New                                    | Polish Zloty - New                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |          73 | OU      | $20.26        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | S&P/TSX 60 Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         206 | NC      | $3070690.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qatari Rial                                           | Qatari Rial                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | QA        |       47861 | OU      | $13144.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romanian Leu                                          | Romanian Leu                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | RO        |          -0 | OU      | $-0.02        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Russell 2000 E-Mini Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -311 | NC      | $-4776498.65  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Russian Roubles                                       | Russian Roubles                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RU        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Euro-Bund                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         206 | NC      | $-153535.44   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Euro-Bund                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -1209 | NC      | $2919120.01   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Ryal                                    | Saudi Arabian Ryal                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SA        |      176872 | OU      | $47159.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                         | Swedish Krona                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |     1201435 | OU      | $130127.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                      | Singapore Dollar                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |       22488 | OU      | $17668.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thailand Baht                                         | Thailand Baht                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | TOPIX Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         337 | NC      | $2796973.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkish Lira                                          | Turkish Lira                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | U.S. Treasury 2 Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -59 | NC      | $72178.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                     | New Taiwan Dollar                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TW        |          -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | U.S. Treasury 10 Year Note                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -979 | NC      | $716908.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Euro-Buxl 30 Year Bond                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -12 | NC      | $36947.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | U.S. Treasury Long Bond                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           5 | NC      | $-4444.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | U.S. Treasury 10 Year Ultra Note                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -28 | NC      | $17892.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | U.S. Treasury 10 Year Ultra Note                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         714 | NC      | $-2327149.23  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                          | Royal Caribbean Cruises Ltd.                                             | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |        3942 | NS      | $1039741.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | EURO STOXX 50 Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       -1119 | NC      | $-3828561.26  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                               | Hungary Government Bond                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   336920000 | PA      | $1162140.75   | 0.04%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                   | U.S. Treasury Ultra Bond                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -68 | NC      | $333418.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Ontario Canada                            | Province of Ontario                                                      | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    21944000 | PA      | $16108852.36  | 0.59%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                         | UniCredit SpA                                                            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      600000 | PA      | $740262.84    | 0.03%             | 2031-12-03      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                   | S&P E-Mini Communication Services Index                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         256 | NC      | $-256922.12   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Australia 10 Year Bond                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         228 | NC      | $-244152.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | Australia 10 Year Bond                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -1087 | NC      | $1180799.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | SPI 200 Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        -529 | NC      | $-662580.89   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Canada 5 Year Bond                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          57 | NC      | $-81753.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | Invesco S&P 500 Equal Weight ETF                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        6660 | NC      | $2630700.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                         | Notas do Tesouro Nacional                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     5050000 | PA      | $867576.37    | 0.03%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                   | FTSE 100 Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         168 | NC      | $-267674.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| South African Rand                                    | South African Rand                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |      702465 | OU      | $42171.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer