# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013480
**Filing Date:** 2023-2
**Character Count:** 968243
**Document Hash:** 3b586e9a0fe0451efd60af9e172ce47a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013480.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013480

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683207

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/JPMORGAN GLOBAL ALLOCATION FUND (Series ID: S000044434)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000138276 | JNL/JPMORGAN GLOBAL ALLOCATION FUND (A) |  |
| C000138277 | JNL/JPMORGAN GLOBAL ALLOCATION FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

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

- **b. EDGAR series identifier (if any):** S000044434

- **c. LEI of Series:** 5493006EPIXV8QL7UN39

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1037775870.64

**Total Liabilities:** $20233028.97

**Net Assets:** $1017542841.67

**Cash Not Reported:** $9870916.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -681.644023715856 | **1-Year:** -9181.591626788341 | **5-Year:** -28950.682735251356 | **10-Year:** -45916.255339675008 | **30-Year:** -47971.185702523539

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

- **3-Month:** -170.265001463779 | **1-Year:** -4342.536579451622 | **5-Year:** -14669.477728316935 | **10-Year:** -13032.427181608173 | **30-Year:** -8144.187226090291

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000138276 | 3.06%                | 6.29%                | -2.48%               |
| Class ID C000138277 | 3.11%                | 6.29%                | -2.44%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10618060.27            | $44787804.45                               |
| Month 2  | $-7491836.15             | $62528318.21                               |
| Month 3  | $-6337182.98             | $-30947921.88                              |

**Designated Index Information**

- **Index Name:** 60% Morningstar Global TME, 40% Barclays Global Agg Bond

- **Index Identifier:** MSGLTMEGRUSD/LHMN0038

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                   | JNL Securities Lending Collateral Fund                                                   | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      906684 | NS      | $906684.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch Professional Clearing Corp.                                                | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |     1000000 | PA      | $3235.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      792213 | PA      | $-6346.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | US        |      329783 | PA      | $4884.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | GB        |      249367 | PA      | $1698.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Professional Clearing Corp.                                                | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | GB        |      309986 | PA      | $-5928.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      380226 | PA      | $-5631.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Professional Clearing Corp.                                                | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | JP        |   569365297 | PA      | $235177.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | JP        |   330000000 | PA      | $64102.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | CANADIAN DOLLAR                                                                          | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | CA        |     2175281 | PA      | $11196.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      581240 | PA      | $-15470.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | GB        |      257034 | PA      | $-5461.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | JP        | 10382859221 | PA      | $1425996.97   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |    79217335 | PA      | $-2290537.28  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    81363436 | PA      | $-4279563.25  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Professional Clearing Corp.                                                | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |     1661707 | PA      | $-13880.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      577865 | PA      | $-10749.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Professional Clearing Corp.                                                | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |     1027659 | PA      | $6143.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                        | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |     1074554 | PA      | $-32659.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Professional Clearing Corp.                                                | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | JP        |    52159722 | PA      | $8688.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | JP        |   625000000 | PA      | $118087.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     1825429 | PA      | $-34237.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      617780 | PA      | $5322.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |     7008001 | PA      | $18955.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | US        |      802557 | PA      | $9288.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Professional Clearing Corp.                                                | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |    25135340 | PA      | $-148336.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |    78003211 | PA      | $-1451598.34  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      813800 | PA      | $16471.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | GB        |     1500000 | PA      | $-45540.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | GB        |      450232 | PA      | $-3027.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | JP        |    79399939 | PA      | $1611.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Professional Clearing Corp.                                                | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      745345 | PA      | $4143.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     1263643 | PA      | $6949.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     1700000 | PA      | $12684.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |     5925554 | PA      | $-252529.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch, Pierce, Fenner, & Smith                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      728895 | PA      | $-17197.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Professional Clearing Corp.                                                | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |     1286856 | PA      | $-45743.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |     2013536 | PA      | $26105.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | JP        |   185000000 | PA      | $37834.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |     5403998 | PA      | $-57812.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         213 | NC      | $130231.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE                                                                       | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | N/A              | DIR              | CORP              | SG        |           3 | NC      | $-5737.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         339 | NC      | $-394200.42   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         234 | NC      | $17105.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          20 | NC      | $-27860.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         773 | NC      | $1130463.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                            | OPTION                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        6074 | NC      | $1573166.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        -110 | NC      | $593145.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -19 | NC      | $22227.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          14 | NC      | $-129319.97   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA SECURITIES EXCHANGE                                                                | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | JP        |           7 | NC      | $-140592.18   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         738 | NC      | $2957735.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DE               | CORP              | US        |          22 | NC      | $-26360.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DE               | CORP              | US        |        -670 | NC      | $450863.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DE               | CORP              | US        |         117 | NC      | $-181299.69   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DE               | CORP              | US        |           3 | NC      | $-4356.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -14 | NC      | $47580.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          75 | NC      | $-127683.11   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL STOCK EXCHANGE                                                                  | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |          42 | NC      | $-246467.27   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          37 | NC      | $-150085.57   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | GB        |          26 | NC      | $6162.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         -28 | NC      | $7472.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -30 | NC      | $5402.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         184 | NC      | $-58144.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -3 | NC      | $68634.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -13 | NC      | $-4902.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |        -443 | NC      | $743058.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         429 | NC      | $-712451.42   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |           7 | NC      | $-74484.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                                                       | American International Group, Inc.                                                       | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        2373 | NS      | $150068.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                                                             | AMETEK, Inc.                                                                             | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        6881 | NS      | $961413.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                                               | Amgen Inc.                                                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        2181 | NS      | $572817.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                                                    | Arista Networks, Inc.                                                                    | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        2603 | NS      | $315874.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37477.48     | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      556000 | PA      | $510964.22    | 0.05%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      535000 | PA      | $418148.64    | 0.04%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Moss Creek Resources Holdings, Inc.                                                      | Moss Creek Resources Holdings, Inc.                                                      | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |       12000 | PA      | $10808.67     | 0.00%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                                 | Motorola Solutions, Inc.                                                                 | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39252.86     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                                                | NVR, Inc.                                                                                | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |      185000 | PA      | $155154.82    | 0.02%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                                                       | SBI Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |         500 | NS      | $9516.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Kingdee International Software Group Company Limited                                     | Kingdee International Software Group Company Limited                                     | CUSIP: N/A<br>LEI: 529900SWRZN94C5SZO63       | Long             | EC               | CORP              | KY        |      178000 | NS      | $377026.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale S.p.A.                                                  | Terna - Rete Elettrica Nazionale S.p.A.                                                  | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |        2942 | NS      | $21732.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT. Bank Central Asia Tbk                                                                | PT. Bank Central Asia Tbk                                                                | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |     3723000 | NS      | $2036215.49   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Autostore Holdings Ltd                                                                   | Autostore Holdings Ltd                                                                   | CUSIP: N/A<br>LEI: 549300KYN3M0LSM5A413       | Long             | EC               | CORP              | BM        |        2338 | NS      | $4302.78      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Vestas Wind Systems A/S                                                                  | Vestas Wind Systems A/S                                                                  | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |        2112 | NS      | $61619.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegiant Travel Company                                                                 | Allegiant Travel Company                                                                 | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      185000 | PA      | $176101.59    | 0.02%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                               | Apple Inc.                                                                               | CUSIP: 037833BG4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      355000 | PA      | $342950.63    | 0.03%             | 2025-05-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Arconic Corporation                                                                      | Arconic Corporation                                                                      | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |      137000 | PA      | $135414.35    | 0.01%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Halma Public Limited Company                                                             | Halma Public Limited Company                                                             | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |         888 | NS      | $21327.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                   | Standard Chartered PLC                                                                   | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |        5108 | NS      | $38685.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                                 | Equitable Holdings, Inc.                                                                 | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      532000 | PA      | $530820.24    | 0.05%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                          | CoreCivic, Inc.                                                                          | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |      172000 | PA      | $176201.87    | 0.02%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                     | Frontier Communications Parent, Inc.                                                     | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |       57000 | PA      | $53050.31     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                     | Frontier Communications Parent, Inc.                                                     | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6976.19      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste, S.A.B. de C.V.                                          | Grupo Aeroportuario del Sureste, S.A.B. de C.V.                                          | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |        2948 | NS      | $686854.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                          | Live Nation Entertainment, Inc.                                                          | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      192000 | PA      | $171159.40    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Limited                                                               | MGM China Holdings Limited                                                               | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | US        |      350000 | PA      | $309621.69    | 0.03%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                                | Nokia Oyj                                                                                | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |       11313 | NS      | $52589.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon N.V.                                                                               | Aegon N.V.                                                                               | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | NL        |        2955 | NS      | $15012.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bendigo and Adelaide Bank Limited                                                        | Bendigo and Adelaide Bank Limited                                                        | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | EC               | CORP              | AU        |        1088 | NS      | $7275.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Limited                                                                     | CLP Holdings Limited                                                                     | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |        4000 | NS      | $29200.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Limited                                                              | Reliance Industries Limited                                                              | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |       38903 | NS      | $1199036.43   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Limited                                                               | Singapore Exchange Limited                                                               | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |        1800 | NS      | $12057.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Limited                                                                     | Isuzu Motors Limited                                                                     | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |        1200 | NS      | $13926.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AngloGold Ashanti                                                                        | AngloGold Ashanti                                                                        | CUSIP: N/A<br>LEI: 378900EF3BA9A5F42A59       | Long             | EC               | CORP              | ZA        |       10755 | NS      | $209283.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |        4900 | NS      | $15314.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | Nomura Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |        6200 | NS      | $22926.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rinnai Corporation                                                                       | Rinnai Corporation                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         100 | NS      | $7412.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co., Ltd.                                                          | Santen Pharmaceutical Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |         800 | NS      | $6502.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                         | Roche Holding AG                                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |          64 | NS      | $24804.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                        | Ross Stores, Inc.                                                                        | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       41326 | NS      | $4796708.82   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                                                       | Target Corporation                                                                       | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       13176 | NS      | $1963751.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Company                                                      | Virginia Electric and Power Company                                                      | CUSIP: 927804FS8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      124000 | PA      | $119183.48    | 0.01%             | 2025-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                                | Orion Oyj                                                                                | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |         219 | NS      | $12023.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group, Inc.                                                            | Fukuoka Financial Group, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         400 | NS      | $9111.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                          | Prysmian S.p.A.                                                                          | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |         551 | NS      | $20507.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiji Holdings Co., Ltd.                                                                 | Meiji Holdings Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |         300 | NS      | $15391.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      272000 | PA      | $200391.70    | 0.02%             | 2057-07-22      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Dino Polska Spolka Akcyjna                                                               | Dino Polska Spolka Akcyjna                                                               | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               | CORP              | PL        |        7137 | NS      | $613212.59    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BOE Technology Group Co., Ltd.                                                           | BOE Technology Group Co., Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      201800 | NS      | $97896.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Jingsheng Mechanical & Electrical Co.,Ltd.                                      | Zhejiang Jingsheng Mechanical & Electrical Co.,Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       11796 | NS      | $108000.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSMTH of the Kingdom Of Sweden                                                           | OSMTH of the Kingdom Of Sweden                                                           | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     1895000 | PA      | $165505.70    | 0.02%             | 2028-05-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      530000 | PA      | $577181.79    | 0.06%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Essity Aktiebolag (publ)                                                                 | Essity Aktiebolag (publ)                                                                 | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |          58 | NS      | $1514.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                | Commonwealth of Australia                                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      165000 | PA      | $89261.09     | 0.01%             | 2041-05-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Shenzhen Mindray Bio-Medical Electronics Co., Ltd.                                       | Shenzhen Mindray Bio-Medical Electronics Co., Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       14070 | NS      | $638905.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Silergy Corp.                                                                            | Silergy Corp.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       23000 | NS      | $326428.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Staat der Nederlanden                                                                    | Staat der Nederlanden                                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      326000 | PA      | $164014.27    | 0.02%             | 2052-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Capitaland Investment Limited                                                            | Capitaland Investment Limited                                                            | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |        5200 | NS      | $14360.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Export-Import Bank of Korea                                                          | The Export-Import Bank of Korea                                                          | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | CORP              | KR        |     1990000 | PA      | $1998165.04   | 0.20%             | 2024-10-19      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Straumann Holding AG                                                                     | Straumann Holding AG                                                                     | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |         239 | NS      | $27493.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                                 | Tryg A/S                                                                                 | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |         779 | NS      | $18537.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | Svenska Handelsbanken AB                                                                 | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |        3162 | NS      | $31914.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi                                                                                   | Amundi                                                                                   | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |         128 | NS      | $7283.40      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Zhejiang Dingli Machinery Co., Ltd.                                                      | Zhejiang Dingli Machinery Co., Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       15100 | NS      | $103884.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Limited                                                                            | Chubb Limited                                                                            | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |        1818 | NS      | $401050.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                                                                  | NXP Semiconductors N.V.                                                                  | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       47896 | NS      | $7569004.88   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance B.V.                                                                | BNP Paribas Issuance B.V.                                                                | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | EC               | CORP              | CN        |         200 | NS      | $1738.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc.                                                              | Brixmor Property Group Inc.                                                              | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       14727 | NS      | $333861.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                                                         | CVR Energy, Inc.                                                                         | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       72000 | PA      | $66202.76     | 0.01%             | 2025-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                       | Canadian Imperial Bank of Commerce                                                       | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |      282000 | PA      | $276338.57    | 0.03%             | 2023-06-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                       | Canadian Imperial Bank of Commerce                                                       | CUSIP: 13607HVC3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |     1419000 | PA      | $1388905.85   | 0.14%             | 2023-06-22      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        8244 | NS      | $766362.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       87000 | PA      | $73978.81     | 0.01%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                                 | CenterPoint Energy, Inc.                                                                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       13410 | NS      | $402165.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander-Chile                                                                    | Banco Santander-Chile                                                                    | CUSIP: N/A<br>LEI: 3YJP8HORPAEXJ80D6368       | Long             | EC               | CORP              | CL        |     7984301 | NS      | $319704.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | DE        |      327000 | PA      | $407779.47    | 0.04%             | 2036-03-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kingfisher PLC                                                                           | Kingfisher PLC                                                                           | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |        4776 | NS      | $13685.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                             | Fiserv, Inc.                                                                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        1528 | NS      | $154434.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                                                              | FleetCor Technologies, Inc.                                                              | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        1998 | NS      | $366992.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap, Inc.                                                                            | The Gap, Inc.                                                                            | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |        8964 | NS      | $101113.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Specialty Finance PLC                                                               | AXIS Specialty Finance PLC                                                               | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       53000 | PA      | $49188.71     | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                         | Bank of Montreal                                                                         | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |      238000 | PA      | $208889.51    | 0.02%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                             | General Dynamics Corporation                                                             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        1497 | NS      | $371420.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Brand Intellectual Property, Ltd.                                               | Hawaiian Brand Intellectual Property, Ltd.                                               | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $95003.41     | 0.01%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                         | Bank of Montreal                                                                         | CUSIP: 06368EJS2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |      263000 | PA      | $262673.09    | 0.03%             | 2023-04-14      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                                  | The Bank of Nova Scotia                                                                  | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44218.35     | 0.00%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                                                              | Healthpeak Properties, Inc.                                                              | CUSIP: 42250RNX3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | STIV             | CORP              | US        |      500000 | PA      | $497894.90    | 0.05%             | 2023-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing Designated Activity Company                                | LCPR Senior Secured Financing Designated Activity Company                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | US        |      227000 | PA      | $213258.70    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                                  | The Bank of Nova Scotia                                                                  | CUSIP: 064159VK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |      530000 | PA      | $523306.63    | 0.05%             | 2023-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                            | Becton, Dickinson and Company                                                            | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      135000 | PA      | $106904.62    | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| KGHM Polska Miedz Spolka Akcyjna                                                         | KGHM Polska Miedz Spolka Akcyjna                                                         | CUSIP: N/A<br>LEI: G30CO71KTT9JDYJESN22       | Long             | EC               | CORP              | PL        |         280 | NS      | $8146.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa, S.A.                                                                             | Endesa, S.A.                                                                             | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |         654 | NS      | $12368.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobayashi Pharmaceutical Co., Ltd.                                                       | Kobayashi Pharmaceutical Co., Ltd.                                                       | CUSIP: N/A<br>LEI: 529900WBSL04KD6TKP95       | Long             | EC               | CORP              | JP        |         100 | NS      | $6868.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Limited                                                                   | Contact Energy Limited                                                                   | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | EC               | CORP              | NZ        |        1607 | NS      | $7878.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellring Intermediate Holdings, Inc.                                                     | Bellring Intermediate Holdings, Inc.                                                     | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |        7401 | NS      | $189761.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                               | Bio-Rad Laboratories, Inc.                                                               | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |      194000 | PA      | $166223.00    | 0.02%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co., Ltd.                                                                       | Mitsui & Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |        3300 | NS      | $96148.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators, Ltd.                                                                     | NGK Insulators, Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |         600 | NS      | $7600.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                          | BlackRock, Inc.                                                                          | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |         241 | NS      | $170779.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                                                          | BlackRock, Inc.                                                                          | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40417.37     | 0.00%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      301000 | PA      | $252942.70    | 0.02%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                              | Onemain Finance Corporation                                                              | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      122000 | PA      | $101071.02    | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | Ontario Teachers' Finance Trust                                                          | CUSIP: 68328HSG0<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | STIV             | CORP              | US        |     1400000 | PA      | $1372061.32   | 0.13%             | 2023-05-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | Ontario Teachers' Finance Trust                                                          | CUSIP: 68329AAE8<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | CA        |      297000 | PA      | $192905.23    | 0.02%             | 2027-10-19      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        1260 | NS      | $102992.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIXIL Corporation                                                                        | LIXIL Corporation                                                                        | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |         600 | NS      | $9023.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines, LP                                                                  | Boardwalk Pipelines, LP                                                                  | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41472.30     | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17524.18     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Shutterfly, LLC                                                                          | Shutterfly, LLC                                                                          | CUSIP: 719245AD4<br>LEI: 549300I1C8WJQ5FZE154 | Long             | DBT              | CORP              | US        |       34000 | PA      | $19538.10     | 0.00%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                                                       | Avient Corporation                                                                       | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53833.48     | 0.01%             | 2025-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Artera Services, LLC                                                                     | Artera Services, LLC                                                                     | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |      205000 | PA      | $171078.53    | 0.02%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                                             | Ventas, Inc.                                                                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        9431 | NS      | $424866.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Limited Partnership                                                    | Boston Properties Limited Partnership                                                    | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      348000 | PA      | $313251.54    | 0.03%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| California Resources Corporation                                                         | California Resources Corporation                                                         | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19077.86     | 0.00%             | 2026-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                                 | WESCO Distribution, Inc.                                                                 | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      316000 | PA      | $320322.88    | 0.03%             | 2025-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WESCO International, Inc.                                                                | WESCO International, Inc.                                                                | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        3041 | NS      | $380733.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.                                                | Knight-Swift Transportation Holdings Inc.                                                | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1255 | NS      | $65774.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group, S.A.                                                               | Naturgy Energy Group, S.A.                                                               | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |         380 | NS      | $9883.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                                | Partners Group Holding AG                                                                | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |          48 | NS      | $42593.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                                          | Norsk Hydro ASA                                                                          | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |        2811 | NS      | $21137.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                                                | Kesko Oyj                                                                                | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |         212 | NS      | $4637.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                               | Siemens Aktiengesellschaft                                                               | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |        1564 | NS      | $218239.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi Unicem S.p.A - Senza Vincoli Di Rappresentazione Grafica                           | Buzzi Unicem S.p.A - Senza Vincoli Di Rappresentazione Grafica                           | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |         197 | NS      | $3814.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etablissements Fr. Colruyt - Etablissementen Fr. Colruyt                                 | Etablissements Fr. Colruyt - Etablissementen Fr. Colruyt                                 | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               | CORP              | BE        |         116 | NS      | $2647.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Wilmar International Limited                                                             | Wilmar International Limited                                                             | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |        7400 | NS      | $23074.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Corporation Limited                                                               | Keppel Corporation Limited                                                               | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |        2800 | NS      | $15202.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem, Ltd.                                                                            | LG Chem, Ltd.                                                                            | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EC               | CORP              | KR        |        2467 | NS      | $1177758.09   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Limited                                                                          | Fujitsu Limited                                                                          | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |         400 | NS      | $52948.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA                                                       | Svenska Cellulosa Aktiebolaget SCA                                                       | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |          71 | NS      | $910.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGi Green Energy Technology Co., Ltd.                                                  | LONGi Green Energy Technology Co., Ltd.                                                  | CUSIP: N/A<br>LEI: 300300NRGAITUP1EZ248       | Long             | EC               | CORP              | CN        |       76032 | NS      | $461311.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Novozymes A/S                                                                            | Novozymes A/S                                                                            | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |         431 | NS      | $21857.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                               | Bundesrepublik Deutschland                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      315000 | PA      | $257253.58    | 0.03%             | 2048-08-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Chongqing Fuling Zhacai Group Co., Ltd.                                                  | Chongqing Fuling Zhacai Group Co., Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       69900 | NS      | $258463.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2572000 | PA      | $2413491.07   | 0.24%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GPT Management Holdings Limited                                                          | GPT Management Holdings Limited                                                          | CUSIP: N/A<br>LEI: 549300N0X6IGFL5O5R09       | Long             | EC               | CORP              | AU        |        3943 | NS      | $11255.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co., Ltd.                                                                 | Mitsui Fudosan Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |        2000 | NS      | $36440.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                                                 | Wise PLC                                                                                 | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |         971 | NS      | $6633.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   487100000 | PA      | $3716048.93   | 0.37%             | 2025-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Nec Corporation                                                                          | Nec Corporation                                                                          | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |         600 | NS      | $20981.76     | 0.00%             |  |  |  | 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        |        2300 | NS      | $18099.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| The Republic of Korea, Government of                                                     | The Republic of Korea, Government of                                                     | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |      490000 | PA      | $475294.03    | 0.05%             | 2025-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      202000 | PA      | $160688.81    | 0.02%             | 2039-01-31      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Mizrahi-Tefahot Bank Ltd.                                                                | Mizrahi-Tefahot Bank Ltd.                                                                | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |         307 | NS      | $9947.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                                     | Schindler Holding AG                                                                     | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |          42 | NS      | $7613.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      632000 | PA      | $569909.72    | 0.06%             | 2033-07-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| B&M European Value Retail S.A.                                                           | B&M European Value Retail S.A.                                                           | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | LU        |        1926 | NS      | $9610.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                        | Siemens Energy AG                                                                        | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |         836 | NS      | $15797.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                   | UBS AG                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | EC               | CORP              | CN        |        2509 | NS      | $48007.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Canada                                                                     | Government of Canada                                                                     | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       80000 | PA      | $64326.74     | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Beijing Oriental Yuhong Waterproof Technology Co.,Ltd.                                   | Beijing Oriental Yuhong Waterproof Technology Co.,Ltd.                                   | CUSIP: N/A<br>LEI: 300300XMIXB7STDZWT60       | Long             | EC               | CORP              | CN        |       31269 | NS      | $150289.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Private Limited                                                                 | Medibank Private Limited                                                                 | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |        6231 | NS      | $12517.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foshan Haitian Flavoring & Food Co., Ltd.                                                | Foshan Haitian Flavoring & Food Co., Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       70556 | NS      | $804331.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc.                                                                  | KB Financial Group Inc.                                                                  | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |       17398 | NS      | $663254.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co., Ltd.                                                                | Otsuka Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1200 | NS      | $39649.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Boston Properties Limited Partnership                                                    | Boston Properties Limited Partnership                                                    | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      145000 | PA      | $149734.69    | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CBRE Group, Inc.                                                                         | CBRE Group, Inc.                                                                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        4222 | NS      | $324925.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                             | Flutter Entertainment Public Limited Company                                             | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |         320 | NS      | $43648.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                                              | Garmin Ltd.                                                                              | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        3865 | NS      | $356700.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AENA, S.M.E., S.A.                                                                       | AENA, S.M.E., S.A.                                                                       | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |         152 | NS      | $19152.01     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wal - Mart de Mexico, S.A.B. de C.V.                                                     | Wal - Mart de Mexico, S.A.B. de C.V.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      371812 | NS      | $1314264.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CDP Financiere Inc.                                                                      | CDP Financiere Inc.                                                                      | CUSIP: 12509TP19<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | US        |     1000000 | PA      | $996139.60    | 0.10%             | 2023-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer Inc                                                                    | CD&R Smokey Buyer Inc                                                                    | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $73310.50     | 0.01%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering PLC                                                             | Spirax-Sarco Engineering PLC                                                             | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |         173 | NS      | $22336.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co., Ltd.                                                     | Fuyao Glass Industry Group Co., Ltd.                                                     | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |       22800 | NS      | $95266.44     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CEC Entertainment Company, LLC                                                           | CEC Entertainment Company, LLC                                                           | CUSIP: 125137AC3<br>LEI: 549300MWTY75LB8TRO50 | Long             | DBT              | CORP              | US        |      129000 | PA      | $119810.02    | 0.01%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       13577 | NS      | $1113449.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte, S.A.B. de C.V.                                                 | Grupo Financiero Banorte, S.A.B. de C.V.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      164988 | NS      | $1184587.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                                                | The Toronto-Dominion Bank                                                                | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       20207 | NS      | $1308380.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV PLC                                                                                  | ITV PLC                                                                                  | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |        8518 | NS      | $7801.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      142000 | PA      | $132386.21    | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Herbalife Nutrition Ltd.                                                                 | Herbalife Nutrition Ltd.                                                                 | CUSIP: 42704MAA0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | US        |       73000 | PA      | $64815.25     | 0.01%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hannover Ruck SE                                                                         | Hannover Ruck SE                                                                         | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |         142 | NS      | $28254.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario Societa' Per Azioni                              | Mediobanca Banca di Credito Finanziario Societa' Per Azioni                              | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |        1335 | NS      | $12877.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                              | International Business Machines Corporation                                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        2019 | NS      | $284456.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                               | Genmab A/S                                                                               | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         137 | NS      | $58062.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard                                                                            | Pernod Ricard                                                                            | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |         427 | NS      | $84198.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leroy Seafood Group ASA                                                                  | Leroy Seafood Group ASA                                                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ2JK50       | Long             | EC               | CORP              | NO        |         633 | NS      | $3578.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay                                                                                   | Solvay                                                                                   | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               | CORP              | BE        |         151 | NS      | $15331.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                                          | Life Time, Inc.                                                                          | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |      111000 | PA      | $103467.88    | 0.01%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                          | Live Nation Entertainment, Inc.                                                          | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       14000 | PA      | $11987.26     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                            | Alimentation Couche-Tard Inc.                                                            | CUSIP: 01626VNR0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | US        |      300000 | PA      | $298964.70    | 0.03%             | 2023-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Carrefour                                                                                | Carrefour                                                                                | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |        1226 | NS      | $20550.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries, Ltd.                                                                 | Brother Industries, Ltd.                                                                 | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |         500 | NS      | $7566.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                               | Apple Inc.                                                                               | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45389.10     | 0.00%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Apple Hospitality REIT, Inc.                                                             | Apple Hospitality REIT, Inc.                                                             | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |       10441 | NS      | $164758.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group Public Limited Company                                                     | Ashtead Group Public Limited Company                                                     | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |         940 | NS      | $53962.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Bank (Q.P.S.C.)                                                           | Qatar National Bank (Q.P.S.C.)                                                           | CUSIP: N/A<br>LEI: 549300FFSRVBS0SQXY75       | Long             | EC               | CORP              | QA        |       77268 | NS      | $383480.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| USS Co., Ltd.                                                                            | USS Co., Ltd.                                                                            | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |         400 | NS      | $6336.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                | Essential Utilities, Inc.                                                                | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       80000 | PA      | $71983.00     | 0.01%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                                                              | Pearson PLC                                                                              | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |        1581 | NS      | $18070.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Developments P L C                                                               | Barratt Developments P L C                                                               | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |        2104 | NS      | $10158.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                        | BHP Group Limited                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       46858 | NS      | $1465318.81   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Coty Inc.                                                                                | Coty Inc.                                                                                | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      211000 | PA      | $201118.80    | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |       32791 | NS      | $62867.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corporation                                                            | AmerisourceBergen Corporation                                                            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        3750 | NS      | $621412.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                               | Cooperatieve Rabobank U.A.                                                               | CUSIP: 21687BVE8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | STIV             | CORP              | US        |     1000000 | PA      | $966986.50    | 0.10%             | 2023-08-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                            | The Goldman Sachs Group, Inc.                                                            | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      500000 | PA      | $494010.17    | 0.05%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                            | The Goldman Sachs Group, Inc.                                                            | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      423000 | PA      | $404890.78    | 0.04%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                               | Laboratory Corporation of America Holdings                                               | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |        1462 | NS      | $344271.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      175000 | PA      | $146044.26    | 0.01%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Kose Corporation                                                                         | Kose Corporation                                                                         | CUSIP: N/A<br>LEI: 353800NX4GGAVDHHY664       | Long             | EC               | CORP              | JP        |         100 | NS      | $10852.86     | 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        |        1500 | NS      | $15533.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                           | Commonwealth Bank of Australia                                                           | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |        3543 | NS      | $247562.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent, Inc.                                                                         | CyberAgent, Inc.                                                                         | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |         700 | NS      | $6160.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                   | GFL Environmental Inc.                                                                   | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | US        |      206000 | PA      | $197992.74    | 0.02%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GW B-CR Security Corporation                                                             | GW B-CR Security Corporation                                                             | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4818.75      | 0.00%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Capitaland Group Pte. Ltd.                                                               | Capitaland Group Pte. Ltd.                                                               | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |       10354 | NS      | $15820.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Company Limited                                               | Henderson Land Development Company Limited                                               | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |        3000 | NS      | $10453.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                             | Leidos, Inc.                                                                             | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      250000 | PA      | $225854.58    | 0.02%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Telia Company AB                                                                         | Telia Company AB                                                                         | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |        5050 | NS      | $12896.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Spark Plug Co.Ltd.                                                                   | NGK Spark Plug Co.Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |         200 | NS      | $3659.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co., Ltd.                                                                | Nagoya Railroad Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 353800P62OOYUY3I8T51       | Long             | EC               | CORP              | JP        |         500 | NS      | $8254.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                                              | Givaudan SA                                                                              | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |          17 | NS      | $52175.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Limited                                                                              | ASX Limited                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         398 | NS      | $18408.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co., Ltd.                                                                      | Osaka Gas Co., Ltd.                                                                      | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |         900 | NS      | $14544.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOBU Railway Co., LTD.                                                                   | TOBU Railway Co., LTD.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         500 | NS      | $11668.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Chiba Bank, Ltd.                                                                     | The Chiba Bank, Ltd.                                                                     | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |        1500 | NS      | $10959.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                                 | Hong Kong Exchanges and Clearing Limited                                                 | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |       24800 | NS      | $1065735.84   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| S-Oil Corporation                                                                        | S-Oil Corporation                                                                        | CUSIP: N/A<br>LEI: 988400QTUXYDN8W3MZ32       | Long             | EC               | CORP              | KR        |        5399 | NS      | $361184.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                                                            | Hankyu Hanshin Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         500 | NS      | $14840.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                                                | TOTO Ltd.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         300 | NS      | $10154.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                  | PBF Holding Company LLC                                                                  | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |      182000 | PA      | $161072.90    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      849000 | PA      | $816451.62    | 0.08%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                              | AbbVie Inc.                                                                              | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      538000 | PA      | $509302.70    | 0.05%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HASEKO Corporation                                                                       | HASEKO Corporation                                                                       | CUSIP: N/A<br>LEI: 529900EH7TSG348O4045       | Long             | EC               | CORP              | JP        |         100 | NS      | $1116.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Icl Group Ltd                                                                            | Icl Group Ltd                                                                            | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |        1509 | NS      | $10924.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                                                    | Resona Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |        4900 | NS      | $26862.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBIDEN Co., Ltd.                                                                         | IBIDEN Co., Ltd.                                                                         | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |         300 | NS      | $10882.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                         | Roche Holding AG                                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EP               | CORP              | CH        |        5516 | NS      | $1732977.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Company                                                      | Virginia Electric and Power Company                                                      | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       74000 | PA      | $59782.07     | 0.01%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Experian PLC                                                                             | Experian PLC                                                                             | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        2027 | NS      | $69432.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                                | Orkla ASA                                                                                | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |        1545 | NS      | $11197.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corporation                                                          | Mitsubishi Electric Corporation                                                          | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |        4600 | NS      | $45587.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Food Holdings Co., Ltd.                                                           | Nissin Food Holdings Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |         200 | NS      | $15838.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Limited                                                       | Galaxy Entertainment Group Limited                                                       | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |        4000 | NS      | $26261.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Gas Chemical Company, Inc.                                                    | Mitsubishi Gas Chemical Company, Inc.                                                    | CUSIP: N/A<br>LEI: 529900G5O4J27ZPLJJ89       | Long             | EC               | CORP              | JP        |         300 | NS      | $4123.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abercrombie & Fitch Management Co.                                                       | Abercrombie & Fitch Management Co.                                                       | CUSIP: 003000AA4<br>LEI: 5493003QMCFDA98NPT74 | Long             | DBT              | CORP              | US        |      109000 | PA      | $107856.85    | 0.01%             | 2025-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Rio Tinto PLC                                                                            | Rio Tinto PLC                                                                            | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       36299 | NS      | $2552174.27   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil S.A.                                                                       | Raia Drogasil S.A.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      106525 | NS      | $477372.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   236350000 | PA      | $2025129.07   | 0.20%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Washington H. Soul Pattinson and Company Limited                                         | Washington H. Soul Pattinson and Company Limited                                         | CUSIP: N/A<br>LEI: 549300G2Q3P6ZVNC1465       | Long             | EC               | CORP              | AU        |         505 | NS      | $9513.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                                                   | Toray Industries, Inc.                                                                   | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |        3300 | NS      | $18433.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      146221 | NS      | $80541.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      500000 | PA      | $429011.74    | 0.04%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Limited                                                         | Canadian Pacific Railway Limited                                                         | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |      218000 | PA      | $241271.89    | 0.02%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                               | Constellation Brands, Inc.                                                               | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      426000 | PA      | $373833.49    | 0.04%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| The Sage Group PLC.                                                                      | The Sage Group PLC.                                                                      | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |        2302 | NS      | $20816.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Canada                                                                     | Government of Canada                                                                     | CUSIP: 135087J54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1815000 | PA      | $1309762.44   | 0.13%             | 2024-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corporation                                                                 | Nippon Steel Corporation                                                                 | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |        2000 | NS      | $34720.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                                                 | Nice Ltd                                                                                 | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |         133 | NS      | $25674.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                    | Quanta Services, Inc.                                                                    | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       11004 | NS      | $1568070.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation                                                        | Raytheon Technologies Corporation                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       12959 | NS      | $1307822.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro S/A Petrobras.                                                       | Petroleo Brasileiro S/A Petrobras.                                                       | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |      107831 | NS      | $500375.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                                                             | Equifax Inc.                                                                             | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        2271 | NS      | $441391.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3390000 | PA      | $3625525.18   | 0.36%             | 2023-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   286750000 | PA      | $1657268.17   | 0.16%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Limited                                                                   | Qantas Airways Limited                                                                   | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |        1903 | NS      | $7767.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha, Ltd.                                                                 | Toyo Suisan Kaisha, Ltd.                                                                 | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         200 | NS      | $7719.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                       | Fairfax Financial Holdings Limited                                                       | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         553 | NS      | $328548.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Realty Investment Trust                                                          | Federal Realty Investment Trust                                                          | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |        2621 | NS      | $264825.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com, Inc.                                                                             | JD.com, Inc.                                                                             | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |       40181 | NS      | $1119763.43   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Express Co., Ltd.                                                                 | Nippon Express Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900NTHOQWZAW95H82       | Long             | EC               | CORP              | JP        |         200 | NS      | $11418.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| The Toro Company                                                                         | The Toro Company                                                                         | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |        4808 | NS      | $544265.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                                                            | The Travelers Companies, Inc.                                                            | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |        3126 | NS      | $586093.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                            | Alimentation Couche-Tard Inc.                                                            | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       18419 | NS      | $809402.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      140000 | PA      | $73658.91     | 0.01%             | 2073-10-22      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| General Dynamics Corporation                                                             | General Dynamics Corporation                                                             | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      264000 | PA      | $251363.48    | 0.02%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                            | The Goldman Sachs Group, Inc.                                                            | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50589.45     | 0.00%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| The Swatch Group AG                                                                      | The Swatch Group AG                                                                      | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |         129 | NS      | $6757.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                          | Regeneron Pharmaceuticals, Inc.                                                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        9517 | NS      | $6866420.33   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      565000 | PA      | $540707.77    | 0.05%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                | Commonwealth of Australia                                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     3190000 | PA      | $1766850.36   | 0.17%             | 2032-11-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| LSF9 Atlantis                                                                            | LSF9 Atlantis                                                                            | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $86871.76     | 0.01%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Millennium Escrow Corporation                                                            | Millennium Escrow Corporation                                                            | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      129000 | PA      | $82117.13     | 0.01%             | 2026-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                             | Walmart Inc.                                                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        2156 | NS      | $305699.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                                         | TotalEnergies SE                                                                         | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       27376 | NS      | $1721660.42   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Danmarks Nationalbank                                                                    | Danmarks Nationalbank                                                                    | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |      803000 | PA      | $112356.19    | 0.01%             | 2025-11-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Hangzhou Hikvision Digital Technology Co., Ltd.                                          | Hangzhou Hikvision Digital Technology Co., Ltd.                                          | CUSIP: N/A<br>LEI: 3003000T24CMHQ382Y71       | Long             | EC               | CORP              | CN        |        4300 | NS      | $123416.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vector Group Ltd.                                                                        | Vector Group Ltd.                                                                        | CUSIP: 92240MBJ6<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |      153000 | PA      | $152414.50    | 0.01%             | 2026-11-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      341000 | PA      | $325664.85    | 0.03%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |        7323 | NS      | $136384.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Globant S.A.                                                                             | Globant S.A.                                                                             | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |        2736 | NS      | $460085.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                                                | Orion Oyj                                                                                | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |          63 | NS      | $3451.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                                  | DSV A/S                                                                                  | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |         401 | NS      | $63380.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                        | BHP Group Limited                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       10569 | NS      | $327248.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co., Ltd.                                                          | Chugai Pharmaceutical Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |        1400 | NS      | $35733.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                             | Dai-ichi Life Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |        2500 | NS      | $56542.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koei Tecmo Holdings Co., Ltd.                                                            | Koei Tecmo Holdings Co., Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         200 | NS      | $3607.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                     | Weyerhaeuser Company                                                                     | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       15650 | NS      | $485150.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget Industrivarden                                                              | Aktiebolaget Industrivarden                                                              | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |         358 | NS      | $8699.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co., Ltd.                                                                | Hirose Electric Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         100 | NS      | $12522.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Limited                                                                            | Orica Limited                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         927 | NS      | $9516.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danmarks Nationalbank                                                                    | Danmarks Nationalbank                                                                    | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |       28000 | PA      | $3987.91      | 0.00%             | 2023-11-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                        | ASML Holding N.V.                                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       13238 | NS      | $7192818.54   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries, Ltd.                                                        | Mitsubishi Heavy Industries, Ltd.                                                        | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |         700 | NS      | $27775.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Limited                                                          | National Australia Bank Limited                                                          | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |        6593 | NS      | $135026.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                                               | Entain PLC                                                                               | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |        1375 | NS      | $22091.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                                     | Evonik Industries AG                                                                     | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |         429 | NS      | $8258.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                                 | Tele2 AB                                                                                 | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        1132 | NS      | $9233.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                         | Coca-Cola HBC AG                                                                         | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |         480 | NS      | $11565.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DENSO Corporation                                                                        | DENSO Corporation                                                                        | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |        1100 | NS      | $54008.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                                            | Nippon Yusen Kabushiki Kaisha                                                            | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        1000 | NS      | $23294.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Nippon Prologis REIT, Inc.                                                               | Nippon Prologis REIT, Inc.                                                               | CUSIP: N/A<br>LEI: 353800PHBMSDLAFURY41       | Long             | EC               | CORP              | JP        |           6 | NS      | $14060.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                  | Service Public Federal Chancellerie Du Premier Ministre                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      249000 | PA      | $278136.50    | 0.03%             | 2045-06-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Mercury NZ Limited                                                                       | Mercury NZ Limited                                                                       | CUSIP: N/A<br>LEI: 254900XLT925U953KK55       | Long             | EC               | CORP              | NZ        |        1361 | NS      | $4809.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                                           | COMMERZBANK Aktiengesellschaft                                                           | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |        2199 | NS      | $20901.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co., Ltd.                                                                | Nitori Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         200 | NS      | $26053.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medipal Holdings Corporation                                                             | Medipal Holdings Corporation                                                             | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |         200 | NS      | $2640.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Staat der Nederlanden                                                                    | Staat der Nederlanden                                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      635000 | PA      | $610878.23    | 0.06%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WuXi AppTec Co., Ltd.                                                                    | WuXi AppTec Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |       37100 | NS      | $383992.44    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co., Limited                                             | Contemporary Amperex Technology Co., Limited                                             | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |        4400 | NS      | $247787.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario, Government of                                                                   | Ontario, Government of                                                                   | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     1655000 | PA      | $1352133.62   | 0.13%             | 2030-11-25      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Toshiba Corporation                                                                      | Toshiba Corporation                                                                      | CUSIP: N/A<br>LEI: 549300LBHTST91VKHO68       | Long             | EC               | CORP              | JP        |         900 | NS      | $31268.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Company                                                           | Performance Food Group Company                                                           | CUSIP: 69346VAA7<br>LEI: 549300EUK8GR9IT1YK57 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52248.01     | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ferrari N.V.                                                                             | Ferrari N.V.                                                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |         267 | NS      | $57337.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial N.V.                                                                      | CNH Industrial N.V.                                                                      | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |        2083 | NS      | $33521.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asymchem Laboratories (Tianjin) Co., Ltd.                                                | Asymchem Laboratories (Tianjin) Co., Ltd.                                                | CUSIP: N/A<br>LEI: 8368002CY8G4Q85YRQ60       | Long             | EC               | CORP              | CN        |        6960 | NS      | $102058.30    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       70000 | PA      | $40856.35     | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      293000 | PA      | $271081.78    | 0.03%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC Bank, National Association                                                           | PNC Bank, National Association                                                           | CUSIP: 69353RFL7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |      600000 | PA      | $597512.70    | 0.06%             | 2023-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shanghai Pu Tai Lai New Energy Technology Co., Ltd.                                      | Shanghai Pu Tai Lai New Energy Technology Co., Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       11142 | NS      | $83039.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sichuan Swellfun Co., Ltd.                                                               | Sichuan Swellfun Co., Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       10776 | NS      | $130389.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni S.p.A.                                                                               | Eni S.p.A.                                                                               | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |        5195 | NS      | $74050.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                                          | Prime Healthcare Services, Inc.                                                          | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      104000 | PA      | $88019.54     | 0.01%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom, S.A.                                                                    | Cellnex Telecom, S.A.                                                                    | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |        1192 | NS      | $39637.63     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Assa Abloy AB                                                                            | Assa Abloy AB                                                                            | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |        2073 | NS      | $44591.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                            | Alibaba Group Holding Limited                                                            | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |      147432 | NS      | $1612965.05   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3400000 | PA      | $2912524.86   | 0.29%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                                    | Prime Security Services Borrower, LLC                                                    | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      132000 | PA      | $127193.72    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                                  | SS&C Technologies, Inc.                                                                  | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      279000 | PA      | $262651.09    | 0.03%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      267000 | PA      | $255923.44    | 0.03%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 872590104<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EC               | CORP              | US        |       19315 | NS      | $2704100.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1551000 | PA      | $1374413.15   | 0.14%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Endeavour Group Limited                                                                  | Endeavour Group Limited                                                                  | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |        2806 | NS      | $12236.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Canada                                                                     | Government of Canada                                                                     | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      440000 | PA      | $306550.66    | 0.03%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                                                              | Covestro AG                                                                              | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |         398 | NS      | $15644.76     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| The Williams Companies, Inc.                                                             | The Williams Companies, Inc.                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       12332 | NS      | $405722.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                                                          | Wolfspeed, Inc.                                                                          | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |        4085 | NS      | $282028.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Great Bowery Holdings, LLC                                                               | Great Bowery Holdings, LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       31332 | NS      | $0.03         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BNP Paribas Issuance B.V.                                                                | BNP Paribas Issuance B.V.                                                                | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | EC               | CORP              | CN        |         500 | NS      | $14350.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                                                        | TOMRA Systems ASA                                                                        | CUSIP: N/A<br>LEI: 549300J726JCFJU3VT89       | Long             | EC               | CORP              | NO        |         482 | NS      | $8147.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | Svenska Handelsbanken AB                                                                 | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |          74 | NS      | $869.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance, LLC                                                                | Wynn Resorts Finance, LLC                                                                | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $71686.10     | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                                           | Zebra Technologies Corporation                                                           | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        1722 | NS      | $441538.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Centres RE Ltd                                                                  | Vicinity Centres RE Ltd                                                                  | CUSIP: N/A<br>LEI: 549300S7GOEVR0EGFN47       | Long             | EC               | CORP              | AU        |        7964 | NS      | $10840.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai M&G Stationery Inc                                                              | Shanghai M&G Stationery Inc                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        9200 | NS      | $72639.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corporation                                                                        | SUMCO Corporation                                                                        | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Long             | EC               | CORP              | JP        |         500 | NS      | $6666.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Kobe Bussan Co., Ltd.                                                                    | Kobe Bussan Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |         300 | NS      | $8652.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Limited                                                                | Mineral Resources Limited                                                                | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Long             | EC               | CORP              | AU        |         343 | NS      | $18117.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Industrivarden                                                              | Aktiebolaget Industrivarden                                                              | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |         375 | NS      | $9142.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   194000000 | PA      | $1480011.28   | 0.15%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company                                       | Seagate Technology Holdings Public Limited Company                                       | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |        5947 | NS      | $312871.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                                                              | Pandora A/S                                                                              | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |         200 | NS      | $14030.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | DE        |      657000 | PA      | $775171.20    | 0.08%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1250000 | PA      | $1812892.91   | 0.18%             | 2026-09-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| SEGRO Public Limited Company                                                             | SEGRO Public Limited Company                                                             | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |        2843 | NS      | $26311.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ageas SA/NV                                                                              | ageas SA/NV                                                                              | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |         424 | NS      | $18848.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-REIT                                                                               | GLP J-REIT                                                                               | CUSIP: N/A<br>LEI: 353800E27V9KA51K2I90       | Long             | EC               | CORP              | JP        |          11 | NS      | $12663.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Telkom Indonesia (Persero) Tbk                                                        | PT Telkom Indonesia (Persero) Tbk                                                        | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |     1494200 | NS      | $359350.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                                  | Siemens Healthineers AG                                                                  | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |         581 | NS      | $29141.54     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Aier Eye Hospital Group Co., Ltd                                                         | Aier Eye Hospital Group Co., Ltd                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       41435 | NS      | $184795.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Limited                                                                | Genting Singapore Limited                                                                | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |       10500 | NS      | $7482.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     4850000 | PA      | $5181125.88   | 0.51%             | 2023-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Softbank Corp.                                                                           | Softbank Corp.                                                                           | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |        5700 | NS      | $64440.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| abrdn plc                                                                                | abrdn plc                                                                                | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Long             | EC               | CORP              | GB        |        4534 | NS      | $10428.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| EQT AB                                                                                   | EQT AB                                                                                   | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |         694 | NS      | $14738.05     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Lifco Ab (Publ)                                                                          | Lifco Ab (Publ)                                                                          | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |         498 | NS      | $8332.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                | Commonwealth of Australia                                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     2114000 | PA      | $1311707.33   | 0.13%             | 2025-11-21      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Vantage Towers AG                                                                        | Vantage Towers AG                                                                        | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | EC               | CORP              | DE        |         190 | NS      | $6541.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      663000 | PA      | $432106.93    | 0.04%             | 2051-07-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| OSMTH of the Kingdom Of Sweden                                                           | OSMTH of the Kingdom Of Sweden                                                           | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     3300000 | PA      | $313939.35    | 0.03%             | 2025-05-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government of Canada                                                                     | Government of Canada                                                                     | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      762000 | PA      | $511986.34    | 0.05%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Grifols, S.A.                                                                            | Grifols, S.A.                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EP               | CORP              | ES        |         538 | NS      | $4509.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev                                                                     | Anheuser-Busch InBev                                                                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |        2071 | NS      | $124679.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                       | Royalty Pharma PLC                                                                       | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |       16347 | NS      | $646033.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc.                                                                                  | XP Inc.                                                                                  | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |       16240 | NS      | $249121.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                                                                  | Bath & Body Works, Inc.                                                                  | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        5851 | NS      | $246561.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                                                                | Baxter International Inc.                                                                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        6139 | NS      | $312904.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                              | Dick's Sporting Goods, Inc.                                                              | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        2466 | NS      | $296635.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                                                               | Dollar General Corporation                                                               | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |         716 | NS      | $176315.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                                     | Meta Platforms, Inc.                                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       41001 | NS      | $4934060.34   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                                 | Service Properties Trust                                                                 | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      198000 | PA      | $180410.35    | 0.02%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                                        | International Game Technology PLC                                                        | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |      255000 | PA      | $238611.94    | 0.02%             | 2026-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: 465410CD8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | US        |     1528000 | PA      | $1428709.03   | 0.14%             | 2024-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                                  | KB Home                                                                                  | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        2791 | NS      | $88893.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                                  | E.ON SE                                                                                  | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |        4694 | NS      | $47040.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                               | Allianz SE                                                                               | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        6994 | NS      | $1509109.45   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | Marriott International, Inc.                                                             | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41560.96     | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                  | MasterCard Incorporated                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       28992 | NS      | $10081388.16  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Lung Properties Limited                                                             | Hang Lung Properties Limited                                                             | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |        4000 | NS      | $7787.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Health Care Limited                                                               | Ramsay Health Care Limited                                                               | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Long             | EC               | CORP              | AU        |         381 | NS      | $16757.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                                            | REA Group Ltd                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         108 | NS      | $8143.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Techno-Solutions Corporation                                                      | ITOCHU Techno-Solutions Corporation                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         200 | NS      | $4632.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Holdings Limited                                                              | Transurban Holdings Limited                                                              | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |        6428 | NS      | $56788.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantech Co., Ltd.                                                                      | Advantech Co., Ltd.                                                                      | CUSIP: N/A<br>LEI: 2549002OSTKE9HB9IY03       | Long             | EC               | CORP              | TW        |       33895 | NS      | $365178.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Limited                                                                    | Origin Energy Limited                                                                    | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |        3547 | NS      | $18675.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Limited                                                        | Insurance Australia Group Limited                                                        | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |        5154 | NS      | $16650.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics K.K.                                                                 | Hamamatsu Photonics K.K.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         300 | NS      | $14336.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners, LP                                                    | NextEra Energy Operating Partners, LP                                                    | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      152000 | PA      | $147718.11    | 0.01%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nexstar Escrow Inc.                                                                      | Nexstar Escrow Inc.                                                                      | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      208000 | PA      | $191036.84    | 0.02%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                             | Novartis Capital Corporation                                                             | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48993.83     | 0.00%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Shinsei Bank, Limited                                                                    | Shinsei Bank, Limited                                                                    | CUSIP: N/A<br>LEI: 549300PZYOQ2NW83V760       | Long             | EC               | CORP              | JP        |         200 | NS      | $3242.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, lnc.                                                                       | T&D Holdings, lnc.                                                                       | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |        1500 | NS      | $21535.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Limited                                                                 | Sonic Healthcare Limited                                                                 | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |         988 | NS      | $20143.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corporation                                                             | Yaskawa Electric Corporation                                                             | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |         600 | NS      | $19144.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA                                                                                      | AXA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |        4152 | NS      | $115927.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                                  | ABB Ltd                                                                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        3574 | NS      | $108754.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                                              | Phillips 66                                                                              | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        4358 | NS      | $453580.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Staples, Inc.                                                                            | Staples, Inc.                                                                            | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      128000 | PA      | $110185.84    | 0.01%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                                 | State Street Corporation                                                                 | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      205000 | PA      | $172806.41    | 0.02%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                                 | State Street Corporation                                                                 | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       51000 | PA      | $48041.92     | 0.00%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Stericycle, Inc.                                                                         | Stericycle, Inc.                                                                         | CUSIP: 858912AF5<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22614.52     | 0.00%             | 2024-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                      | Synchrony Financial                                                                      | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      191000 | PA      | $187519.29    | 0.02%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       94000 | PA      | $90784.10     | 0.01%             | 2027-06-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4178.92      | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                                               | Itau Unibanco Holding S.A.                                                               | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EP               | CORP              | BR        |      107805 | NS      | $510464.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial, S.A.                                                                          | Ferrovial, S.A.                                                                          | CUSIP: N/A<br>LEI: 95980020140005757903       | Long             | EC               | CORP              | ES        |        1044 | NS      | $27406.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway, Inc.                                                                | GMO Payment Gateway, Inc.                                                                | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |         100 | NS      | $8290.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lojas Renner S/A.                                                                        | Lojas Renner S/A.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      145670 | NS      | $536789.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Limited                                            | Shenzhou International Group Holdings Limited                                            | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |       51300 | NS      | $572796.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EC               | CORP              | FR        |        1301 | NS      | $16735.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co., Ltd.                                                                    | Midea Group Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |       27900 | NS      | $207358.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Company Limited                                             | Wharf Real Estate Investment Company Limited                                             | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |        3000 | NS      | $17425.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biomerieux SA                                                                            | Biomerieux SA                                                                            | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |         103 | NS      | $10821.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Limited                                                                        | HDFC Bank Limited                                                                        | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |       50898 | NS      | $1003218.74   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2710000 | PA      | $2720524.53   | 0.27%             | 2025-02-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | Ontario Teachers' Finance Trust                                                          | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1995938.71   | 0.20%             | 2025-05-06      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Ontario, Government of                                                                   | Ontario, Government of                                                                   | CUSIP: 68333ZAF4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1180000 | PA      | $844310.04    | 0.08%             | 2024-09-08      | Fixed         | 2.30%                 | 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        |         700 | NS      | $12313.01     | 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        |         700 | NS      | $6021.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Land Securities Group PLC                                                                | Land Securities Group PLC                                                                | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |        1766 | NS      | $13311.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde Public Limited Company                                                             | Linde Public Limited Company                                                             | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |        3695 | NS      | $1210323.17   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corporation Public Limited Company                                                 | Eaton Corporation Public Limited Company                                                 | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       15551 | NS      | $2440729.45   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                                                      | Imperial Brands PLC                                                                      | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        2007 | NS      | $50471.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |       41744 | NS      | $260703.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                                             | Charter Communications, Inc.                                                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       10290 | NS      | $3489339.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EQM Midstream Partners, LP                                                               | EQM Midstream Partners, LP                                                               | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       67000 | PA      | $65638.84     | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                 | Abu Dhabi, Government of                                                                 | CUSIP: 29135LAL4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | US        |      601000 | PA      | $582098.55    | 0.06%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Global Aviation Leasing Co., Ltd.                                                        | Global Aviation Leasing Co., Ltd.                                                        | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      232941 | PA      | $198551.94    | 0.02%             | 2024-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gray Escrow, Inc.                                                                        | Gray Escrow, Inc.                                                                        | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      179000 | PA      | $158987.25    | 0.02%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GTA Funding LLC                                                                          | GTA Funding LLC                                                                          | CUSIP: 40060XNR7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     1000000 | PA      | $996846.30    | 0.10%             | 2023-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Guitar Center Escrow Issuer II, Inc.                                                     | Guitar Center Escrow Issuer II, Inc.                                                     | CUSIP: 40204BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $53787.47     | 0.01%             | 2026-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                    | Gulfport Energy Operating Corporation                                                    | CUSIP: 402635AQ9<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64384.56     | 0.01%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                                                     | HCA Healthcare, Inc.                                                                     | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        1787 | NS      | $428808.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                                                    | Las Vegas Sands Corp.                                                                    | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      343000 | PA      | $315710.92    | 0.03%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                      | Erste Group Bank AG                                                                      | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |         735 | NS      | $23623.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                                  | STMicroelectronics N.V.                                                                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |        1372 | NS      | $48753.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries, Ltd.                                                                  | Daikin Industries, Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |         600 | NS      | $91247.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                                               | Mitsubishi HC Capital Inc.                                                               | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |         800 | NS      | $3930.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank, Limited                                                                  | Hang Seng Bank, Limited                                                                  | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |        1600 | NS      | $26542.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Bank, Ltd.                                                                        | Mizuho Bank, Ltd.                                                                        | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |         500 | NS      | $15672.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Hitachi, Ltd.                                                                            | Hitachi, Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |        2100 | NS      | $105632.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Limited                                                             | Israel Discount Bank Limited                                                             | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        2586 | NS      | $13595.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co., Ltd.                                                         | Japan Airport Terminal Co., Ltd.                                                         | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |         200 | NS      | $9849.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co., Ltd.                                                                           | Aeon Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |        1800 | NS      | $38027.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co., Ltd.                                                        | Kintetsu Group Holdings Co., Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         400 | NS      | $13204.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Limited                                                                  | BlueScope Steel Limited                                                                  | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |         968 | NS      | $11076.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                                                       | JFE Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1200 | NS      | $13969.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Limited                                                               | Singapore Airlines Limited                                                               | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |        2350 | NS      | $9713.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Stanley Electric Co., Ltd.                                                               | Stanley Electric Co., Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         300 | NS      | $5677.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corporation                                                                       | Sysmex Corporation                                                                       | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |         400 | NS      | $24216.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                                               | Skanska AB                                                                               | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |         837 | NS      | $13270.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       13441 | NS      | $529575.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      544000 | PA      | $509835.06    | 0.05%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      123358 | NS      | $5093451.82   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPFRE, S.A.                                                                             | MAPFRE, S.A.                                                                             | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |        2230 | NS      | $4331.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co., Ltd.                                                                       | MonotaRO Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         500 | NS      | $7044.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Aktiebolaget SKF                                                                         | Aktiebolaget SKF                                                                         | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |          33 | NS      | $507.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                   | Aramark Services, Inc.                                                                   | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      183000 | PA      | $181198.40    | 0.02%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                  | Berkshire Hathaway Inc.                                                                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        6743 | NS      | $2082912.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas                                                                           | Bureau Veritas                                                                           | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |         605 | NS      | $15956.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Sagax                                                                                 | AB Sagax                                                                                 | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |         386 | NS      | $8799.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44187.99     | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      322000 | PA      | $305519.33    | 0.03%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVEVA Group plc                                                                          | AVEVA Group plc                                                                          | CUSIP: N/A<br>LEI: 213800XHATUM2LFMKG16       | Long             | EC               | CORP              | GB        |         254 | NS      | $9882.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                             | Unibail-Rodamco-Westfield SE                                                             | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | EC               | CORP              | FR        |         220 | NS      | $11496.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                   | Brookfield Residential Properties Inc.                                                   | CUSIP: 11283YAB6<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | US        |       84000 | PA      | $74572.95     | 0.01%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT Inc.                                                            | Brookfield Property REIT Inc.                                                            | CUSIP: 11284DAA3<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |      190000 | PA      | $175032.24    | 0.02%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     3384000 | PA      | $2934507.12   | 0.29%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Guangzhou Kingmed Diagnostics Group Co,.Ltd.                                             | Guangzhou Kingmed Diagnostics Group Co,.Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        6600 | NS      | $74145.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 S.A. - Brasil, Bolsa, Balcao                                                          | B3 S.A. - Brasil, Bolsa, Balcao                                                          | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      129180 | NS      | $322105.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1002100000 | PA      | $7526745.31   | 0.74%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                           | CME Group Inc.                                                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       31368 | NS      | $5274842.88   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                                                              | Columbia Sportswear Company                                                              | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        2353 | NS      | $206075.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzhou Yangjie Electronic Technology Co., Ltd.                                         | Yangzhou Yangjie Electronic Technology Co., Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       13280 | NS      | $100247.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jade Bird Fire Co., Ltd.                                                                 | Jade Bird Fire Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      121233 | NS      | $487742.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                      | Comcast Corporation                                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       13773 | NS      | $481641.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                                                    | Comerica Incorporated                                                                    | CUSIP: 200340AS6<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      705000 | PA      | $702604.41    | 0.07%             | 2023-07-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd.                                                                            | DBS Bank Ltd.                                                                            | CUSIP: 23305EQL0<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | US        |      600000 | PA      | $593814.48    | 0.06%             | 2023-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                    | Delta Air Lines, Inc.                                                                    | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1897.79      | 0.00%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Finecobank Banca Fineco SPA                                                              | Finecobank Banca Fineco SPA                                                              | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |        1256 | NS      | $20914.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| argenx SE                                                                                | argenx SE                                                                                | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         115 | NS      | $43310.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                          | EQT Corporation                                                                          | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      211000 | PA      | $211650.49    | 0.02%             | 2025-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                                               | EQM Midstream Partners, LP                                                               | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48571.45     | 0.00%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                   | UBS AG                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | EC               | CORP              | CN        |       33012 | NS      | $70104.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                                               | Zalando SE                                                                               | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |         524 | NS      | $18621.44     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                          | Intercontinental Exchange, Inc.                                                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        1912 | NS      | $196152.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                                                                   | Juniper Networks, Inc.                                                                   | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |      292000 | PA      | $260088.84    | 0.03%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia, Kingdom of                                                                 | Saudi Arabia, Kingdom of                                                                 | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | GB        |      918000 | PA      | $876671.64    | 0.09%             | 2026-10-26      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Hongfa Technology Co., Ltd.                                                              | Hongfa Technology Co., Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       21280 | NS      | $102022.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                               | Lamb Weston Holdings, Inc.                                                               | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        1851 | NS      | $165405.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Group LLC                                                                         | Lazard Group LLC                                                                         | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      307000 | PA      | $285351.96    | 0.03%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Legacy Lifepoint Health, LLC                                                             | Legacy Lifepoint Health, LLC                                                             | CUSIP: 53219LAR0<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      308000 | PA      | $247956.99    | 0.02%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corporation                                                              | MGIC Investment Corporation                                                              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       11969 | NS      | $155597.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol, S.A.                                                                             | Repsol, S.A.                                                                             | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |        3058 | NS      | $48863.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer N.V.                                                                      | Wolters Kluwer N.V.                                                                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |         541 | NS      | $56673.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexia Credit Local                                                                       | Dexia Credit Local                                                                       | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1011820.97   | 0.10%             | 2025-10-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| FANUC Corporation                                                                        | FANUC Corporation                                                                        | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       11400 | NS      | $1711693.60   | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| National Securities Clearing Corporation                                                 | National Securities Clearing Corporation                                                 | CUSIP: 63763QPF8<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |     1400000 | PA      | $1391697.86   | 0.14%             | 2023-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| National Vision Holdings, Inc.                                                           | National Vision Holdings, Inc.                                                           | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |        7930 | NS      | $307366.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corporation                                                           | Panasonic Holdings Corporation                                                           | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |        4800 | NS      | $40144.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Murata Manufacturing Co., Ltd.                                                           | Murata Manufacturing Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |        1400 | NS      | $69530.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corporation.                                                                 | Seiko Epson Corporation.                                                                 | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |         700 | NS      | $10175.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minebeamitsumi Inc.                                                                      | Minebeamitsumi Inc.                                                                      | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |         900 | NS      | $13289.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6188.87      | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                                     | Sumitomo Corporation                                                                     | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |        2600 | NS      | $43354.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert - Groep Brussel Lambert                                         | Groupe Bruxelles Lambert - Groep Brussel Lambert                                         | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |         207 | NS      | $16571.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                           | Protective Life Global Funding                                                           | CUSIP: 74368CAR5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      270000 | PA      | $265349.10    | 0.03%             | 2023-06-09      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| The Providence Service Corporation                                                       | The Providence Service Corporation                                                       | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |      106000 | PA      | $100376.61    | 0.01%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RPM International Inc.                                                                   | RPM International Inc.                                                                   | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      278000 | PA      | $257538.78    | 0.03%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RP Escrow Issuer LLC                                                                     | RP Escrow Issuer LLC                                                                     | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      116000 | PA      | $88713.96     | 0.01%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                                                                 | RBC Capital Markets, LLC                                                                 | CUSIP: 78015DZC7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      444000 | PA      | $420764.77    | 0.04%             | 2023-12-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                                    | TD SYNNEX Corporation                                                                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        2466 | NS      | $233554.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                             | U.S. Bancorp                                                                             | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      825000 | PA      | $808241.36    | 0.08%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Muzinich U.S. High Yield Corporate Bond Fund                                             | Muzinich U.S. High Yield Corporate Bond Fund                                             | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      237000 | PA      | $232155.92    | 0.02%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                                     | Travel + Leisure Co.                                                                     | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      168000 | PA      | $164528.94    | 0.02%             | 2026-07-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Heineken Holding N.V.                                                                    | Heineken Holding N.V.                                                                    | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |         226 | NS      | $17472.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corporation                                                                        | Inpex Corporation                                                                        | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |        2300 | NS      | $24660.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| VINCI                                                                                    | VINCI                                                                                    | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |       64984 | NS      | $6498798.66   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| L'air Liquide Societe Anonyme Pour L'etude Et L'exploitation Des Procedes Georges Claude | L'air Liquide Societe Anonyme Pour L'etude Et L'exploitation Des Procedes Georges Claude | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        1095 | NS      | $155671.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group PLC                                                                          | Ocado Group PLC                                                                          | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | EC               | CORP              | GB        |        1706 | NS      | $12795.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Bar Gruppe AG                                                                     | Julius Bar Gruppe AG                                                                     | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |         441 | NS      | $25796.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chr. Hansen Holding A/S                                                                  | Chr. Hansen Holding A/S                                                                  | CUSIP: N/A<br>LEI: 549300MKPW8ZF3E8MW37       | Long             | EC               | CORP              | DK        |         211 | NS      | $15195.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      785000 | PA      | $836353.43    | 0.08%             | 2027-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG                                                        | Telefonica Deutschland Holding AG                                                        | CUSIP: N/A<br>LEI: 391200ECRPJ3SWQJUM30       | Long             | EC               | CORP              | DE        |        1928 | NS      | $4762.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegro.eu                                                                               | Allegro.eu                                                                               | CUSIP: N/A<br>LEI: 222100VRLXV3FPMG4982       | Long             | EC               | CORP              | LU        |         880 | NS      | $5073.29      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| The Philippines, Government of                                                           | The Philippines, Government of                                                           | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |      406000 | PA      | $401451.02    | 0.04%             | 2025-04-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                                                       | Harbour Energy PLC                                                                       | CUSIP: N/A<br>LEI: 213800YPC42DYBKVPF97       | Long             | EC               | CORP              | GB        |        1119 | NS      | $4121.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrobiosystems Co.,Ltd                                                                   | Acrobiosystems Co.,Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        1800 | NS      | $26589.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   575850000 | PA      | $3836967.00   | 0.38%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Shanghai Baosight Software Co., Ltd                                                      | Shanghai Baosight Software Co., Ltd                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       20249 | NS      | $130214.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                                | Aviva PLC                                                                                | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |        6754 | NS      | $36462.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schibsted ASA                                                                            | Schibsted ASA                                                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        |         227 | NS      | $4161.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen B.V.                                                                               | Adyen B.V.                                                                               | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |          65 | NS      | $90194.77     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                              | Host Hotels & Resorts, L.P.                                                              | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      532000 | PA      | $510370.21    | 0.05%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                                    | Howmet Aerospace Inc.                                                                    | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |       71000 | PA      | $72796.30     | 0.01%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                               | iHeartCommunications, Inc.                                                               | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      105000 | PA      | $89428.87     | 0.01%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Insulet Corporation                                                                      | Insulet Corporation                                                                      | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        2063 | NS      | $607326.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter-American Development Bank                                                          | Inter-American Development Bank                                                          | CUSIP: 458182EA6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $35317.21     | 0.00%             | 2024-10-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                        | Johnson & Johnson                                                                        | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      160000 | PA      | $148918.05    | 0.01%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kanzhun Limited                                                                          | Kanzhun Limited                                                                          | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | KY        |       11068 | NS      | $225455.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                                    | Keurig Dr Pepper Inc.                                                                    | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      306000 | PA      | $278948.19    | 0.03%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |        4255 | NS      | $48063.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                              | Bayerische Motoren Werke Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EP               | CORP              | DE        |         123 | NS      | $10473.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                                          | Nordea Bank Abp                                                                          | CUSIP: 65558KYG3<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | US        |      910000 | PA      | $868122.07    | 0.09%             | 2023-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                        | Eversource Energy                                                                        | CUSIP: 664397AK2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $993318.20    | 0.10%             | 2023-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics, L.P.                                                                   | NuStar Logistics, L.P.                                                                   | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      141000 | PA      | $136182.02    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                             | United Overseas Bank Limited                                                             | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |        3300 | NS      | $75460.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Company                                                               | West Japan Railway Company                                                               | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |         500 | NS      | $21712.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co., Ltd.                                                                | Yamato Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         600 | NS      | $9506.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe d'exploitation Hoteliere                                                         | Societe d'exploitation Hoteliere                                                         | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |         174 | NS      | $16679.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                              | Pfizer Inc.                                                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |        6225 | NS      | $318969.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                         | Philip Morris International Inc.                                                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        7114 | NS      | $720007.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      148000 | PA      | $130242.81    | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Strathcona Resources Ltd.                                                                | Strathcona Resources Ltd.                                                                | CUSIP: 86304TAA6<br>LEI: 549300ZPS06QWKX6NG96 | Long             | DBT              | CORP              | US        |      122000 | PA      | $89536.41     | 0.01%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings, LLC                                                           | Summit Midstream Holdings, LLC                                                           | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      211000 | PA      | $200338.32    | 0.02%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                       | Suncor Energy Inc.                                                                       | CUSIP: 86723BNS5<br>LEI: 549300W70ZOQDVLCHY06 | Long             | STIV             | CORP              | US        |      330000 | PA      | $328820.58    | 0.03%             | 2023-01-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327AAA0<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      270000 | PA      | $262049.05    | 0.03%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                               | Unum Group                                                                               | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      127000 | PA      | $114752.40    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc.                                                                    | Vermilion Energy Inc.                                                                    | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | US        |      143000 | PA      | $131209.39    | 0.01%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |        8000 | PA      | $9780.48      | 0.00%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hakuhodo DY Holdings Inc.                                                                | Hakuhodo DY Holdings Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         500 | NS      | $5019.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                              | Oversea-Chinese Banking Corporation Limited                                              | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |        8500 | NS      | $77122.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Link Real Estate Investment Trust                                                        | Link Real Estate Investment Trust                                                        | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |        4300 | NS      | $31490.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSEN                                                                                    | IPSEN                                                                                    | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |          83 | NS      | $8935.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum Aktiebolag                                                                     | Castellum Aktiebolag                                                                     | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | EC               | CORP              | SE        |         591 | NS      | $7175.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Localiza Rent A Car S/A                                                                  | Localiza Rent A Car S/A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |         181 | NS      | $368.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc Aktiebolag                                                                        | Epiroc Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        1309 | NS      | $23856.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo Car AB                                                                             | Volvo Car AB                                                                             | CUSIP: N/A<br>LEI: 5299000EAMGGBEYP7J33       | Long             | EC               | CORP              | SE        |        1228 | NS      | $5602.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Pepco Group N.V.                                                                         | Pepco Group N.V.                                                                         | CUSIP: N/A<br>LEI: 213800OVMJPFP79OB449       | Long             | EC               | CORP              | GB        |         253 | NS      | $2293.68      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wizz Air Holdings PLC                                                                    | Wizz Air Holdings PLC                                                                    | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | JE        |        6666 | NS      | $155899.87    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| American Electric Power Company, Inc.                                                    | American Electric Power Company, Inc.                                                    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        2151 | NS      | $204237.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B. A. T. Capital Corporation                                                             | B. A. T. Capital Corporation                                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45707.63     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| B. A. T. Capital Corporation                                                             | B. A. T. Capital Corporation                                                             | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      261000 | PA      | $224019.61    | 0.02%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance P.L.C.                                                      | B.A.T. International Finance P.L.C.                                                      | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | US        |      267000 | PA      | $236399.69    | 0.02%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  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        |        3744 | NS      | $247703.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      348000 | PA      | $313326.74    | 0.03%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39193.05     | 0.00%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46124.71     | 0.00%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                         | Bank of Montreal                                                                         | CUSIP: 06367WYH0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1430594.88   | 0.14%             | 2023-03-10      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                  | The Bank of New York Mellon Corporation                                                  | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      600000 | PA      | $557577.79    | 0.05%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AC1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |       72000 | PA      | $49006.04     | 0.00%             | 2027-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      265491 | NS      | $8793061.92   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Bank                                                                              | Truist Bank                                                                              | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      469000 | PA      | $438503.84    | 0.04%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                                                             | BioMarin Pharmaceutical Inc.                                                             | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        2765 | NS      | $286149.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                                                              | Biogen Inc.                                                                              | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         569 | NS      | $157567.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299328.54    | 0.03%             | 2023-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verbund AG                                                                               | Verbund AG                                                                               | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |          77 | NS      | $6495.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Foods Group, Inc.                                                                  | Kraft Foods Group, Inc.                                                                  | CUSIP: 500754106<br>LEI: 5493003STKEZ2S0RNU91 | Long             | EC               | CORP              | US        |       11454 | NS      | $466292.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      105000 | PA      | $99461.59     | 0.01%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        6000 | PA      | $4403.61      | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Lam Research Corporation                                                                 | Lam Research Corporation                                                                 | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        1256 | NS      | $527896.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN N.V.                                                                     | Koninklijke KPN N.V.                                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |        6715 | NS      | $20790.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37715.08     | 0.00%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                                 | Motorola Solutions, Inc.                                                                 | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      225000 | PA      | $179861.47    | 0.02%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                          | CSX Corporation                                                                          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        6585 | NS      | $204003.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                                                          | Carlisle Companies Incorporated                                                          | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        1073 | NS      | $252852.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                                                          | NCR Corporation                                                                          | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      102000 | PA      | $97766.26     | 0.01%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corporation                                                        | Nippon Sanso Holdings Corporation                                                        | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |         500 | NS      | $7220.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                           | ConocoPhillips                                                                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       34397 | NS      | $4058846.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Spinco Inc.                                                                          | IAA Spinco Inc.                                                                          | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |       92000 | PA      | $89408.57     | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nisshin Seifun Group Inc.                                                                | Nisshin Seifun Group Inc.                                                                | CUSIP: N/A<br>LEI: 529900N4QFZS1P6PYX29       | Long             | EC               | CORP              | JP        |         500 | NS      | $6272.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Limited                                                                        | UOL Group Limited                                                                        | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |         500 | NS      | $2513.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Group LLC                                                                      | Jefferies Group LLC                                                                      | CUSIP: 47233JBH0<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |      267000 | PA      | $238831.77    | 0.02%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ASM International N.V.                                                                   | ASM International N.V.                                                                   | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |          96 | NS      | $24348.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      108000 | PA      | $108437.54    | 0.01%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                      | EOG Resources, Inc.                                                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       14284 | NS      | $1850063.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co., Ltd.                                                                   | Asahi Intecc Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |         500 | NS      | $8163.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| ACS, Actividades de Construccion y Servicios, S.A.                                       | ACS, Actividades de Construccion y Servicios, S.A.                                       | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |         474 | NS      | $13611.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Orange                                                                                   | Orange                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |        3949 | NS      | $39229.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                                    | Kongsberg Gruppen ASA                                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |         181 | NS      | $7721.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSMOS Pharmaceutical Corporation                                                        | COSMOS Pharmaceutical Corporation                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         100 | NS      | $10126.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Persol Holdings Co., Ltd.                                                                | Persol Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 3538000H6OI725NB2008       | Long             | EC               | CORP              | JP        |         400 | NS      | $8530.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                                | Sampo Oyj                                                                                | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |        1070 | NS      | $55950.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                    | Microsoft Corporation                                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       92192 | NS      | $22109485.44  | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                                                         | Edwards Lifesciences Corporation                                                         | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |      506000 | PA      | $484434.82    | 0.05%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                    | EG Global Finance PLC                                                                    | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | US        |      302000 | PA      | $261230.00    | 0.03%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hoshizaki Corporation                                                                    | Hoshizaki Corporation                                                                    | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |         200 | NS      | $7033.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Danmarks Nationalbank                                                                    | Danmarks Nationalbank                                                                    | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     2136000 | PA      | $379017.93    | 0.04%             | 2039-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Aisin Corporation                                                                        | Aisin Corporation                                                                        | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |         400 | NS      | $10620.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                                                      | Ajinomoto Co., Inc.                                                                      | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |        1200 | NS      | $36684.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Limited                                                                          | Infosys Limited                                                                          | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |       64980 | NS      | $1185283.47   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Limited                                                                         | Cochlear Limited                                                                         | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |         135 | NS      | $18716.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSMTH of the Kingdom Of Sweden                                                           | OSMTH of the Kingdom Of Sweden                                                           | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |      920000 | PA      | $102687.94    | 0.01%             | 2039-03-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1275000 | PA      | $1294030.41   | 0.13%             | 2024-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corporation                                           | Pan Pacific International Holdings Corporation                                           | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |        1200 | NS      | $22343.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                        | Nationstar Mortgage Holdings Inc.                                                        | CUSIP: 63861CAA7<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |      151000 | PA      | $135440.53    | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Danmarks Nationalbank                                                                    | Danmarks Nationalbank                                                                    | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |      810000 | PA      | $91307.48     | 0.01%             | 2031-11-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ICICI Bank Limited                                                                       | ICICI Bank Limited                                                                       | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |       60103 | NS      | $649467.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   152200000 | PA      | $1187795.52   | 0.12%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hiscox Ltd.                                                                              | Hiscox Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |         728 | NS      | $9596.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      129000 | PA      | $123208.25    | 0.01%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      115000 | PA      | $100584.72    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                                        | Elanco Animal Health Incorporated                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |       10627 | NS      | $129861.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                                                 | Energizer Holdings, Inc.                                                                 | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |        5854 | NS      | $196401.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corporation                                                                          | Kao Corporation                                                                          | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        1000 | NS      | $39926.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| NextEra Energy, Inc.                                                                     | NextEra Energy, Inc.                                                                     | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |       67225 | NS      | $5620010.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Limited                                                            | CK Hutchison Holdings Limited                                                            | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |        5500 | NS      | $33299.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Limited                                                                  | Meridian Energy Limited                                                                  | CUSIP: N/A<br>LEI: 254900IFKXIGNCY3A092       | Long             | EC               | CORP              | NZ        |        2849 | NS      | $9446.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance America, LLC                                                                | Enel Finance America, LLC                                                                | CUSIP: 29279HNC5<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |      350000 | PA      | $349321.67    | 0.03%             | 2023-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                                  | Exxon Mobil Corporation                                                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        6769 | NS      | $746620.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Norinchukin Bank                                                                     | The Norinchukin Bank                                                                     | CUSIP: 65602Y2B5<br>LEI: 549300KQZJBM38M51L16 | Long             | STIV             | CORP              | US        |      493000 | PA      | $492999.75    | 0.05%             | 2023-02-27      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      222000 | PA      | $198965.26    | 0.02%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                                  | Exxon Mobil Corporation                                                                  | CUSIP: 30231GAF9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47847.51     | 0.00%             | 2025-03-06      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                                      | FMG Resources (August 2006) Pty Ltd                                                      | CUSIP: 30251GAW7<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | US        |       41000 | PA      | $40451.63     | 0.00%             | 2024-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Challenger Limited                                                                       | Challenger Limited                                                                       | CUSIP: N/A<br>LEI: 529900ACCCAOHJ2V3169       | Long             | EC               | CORP              | AU        |        1206 | NS      | $6247.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      281000 | PA      | $285563.23    | 0.03%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SMC Corporation                                                                          | SMC Corporation                                                                          | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |         100 | NS      | $41909.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                               | Samsung Electronics Co Ltd                                                               | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      119889 | NS      | $5258012.50   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        3542 | NS      | $559423.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                                                                     | PPG Industries, Inc.                                                                     | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        2635 | NS      | $331324.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                                                         | Packaging Corporation of America                                                         | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        3096 | NS      | $396009.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                                                             | Porsche Automobil Holding SE                                                             | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |         321 | NS      | $17606.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                                                    | Swiss Life Holding AG                                                                    | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |          75 | NS      | $38747.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |      322000 | PA      | $262004.32    | 0.03%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LABL Escrow Issuer LLC                                                                   | LABL Escrow Issuer LLC                                                                   | CUSIP: 50168AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $156623.10    | 0.02%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization S.A.                                            | Hellenic Telecommunications Organization S.A.                                            | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |       23140 | NS      | $362173.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192416.86    | 0.02%             | 2023-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                           | The Charles Schwab Corporation                                                           | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       74000 | PA      | $62992.21     | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                                     | Scientific Games International, Inc.                                                     | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56164.08     | 0.01%             | 2025-07-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corporation                                                                   | Sealed Air Corporation                                                                   | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |        3181 | NS      | $158668.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 91911XAW4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |        5000 | PA      | $2625.29      | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                         | Paramount Global                                                                         | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       58000 | PA      | $47131.02     | 0.00%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Puma SE                                                                                  | Puma SE                                                                                  | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Long             | EC               | CORP              | DE        |         212 | NS      | $12934.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                                 | Bayer Aktiengesellschaft                                                                 | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |        2054 | NS      | $106658.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | US        |       55000 | PA      | $45565.57     | 0.00%             | 2081-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      981000 | PA      | $1090381.97   | 0.11%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      633200 | PA      | $755688.83    | 0.07%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Enterprises Limited                                                       | Domino's Pizza Enterprises Limited                                                       | CUSIP: N/A<br>LEI: 54930034RFI409JZ3179       | Long             | EC               | CORP              | AU        |         130 | NS      | $5869.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Alstom                                                                                   | Alstom                                                                                   | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |         645 | NS      | $15828.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Indutrade Aktiebolag                                                                     | Indutrade Aktiebolag                                                                     | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |         547 | NS      | $11113.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                           | Stora Enso Oyj                                                                           | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |         116 | NS      | $1733.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Company                                                      | Louisville Gas and Electric Company                                                      | CUSIP: 54667UNA8<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | STIV             | CORP              | US        |      500000 | PA      | $499323.70    | 0.05%             | 2023-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                          | Inter-American Development Bank                                                          | CUSIP: 458182CZ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | CA        |      490000 | PA      | $366606.13    | 0.04%             | 2026-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                             | Unilever PLC                                                                             | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        5496 | NS      | $278878.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ningbo Co., Ltd.                                                                 | Bank of Ningbo Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 300300C1092133000091       | Long             | EC               | CORP              | CN        |       43113 | NS      | $200494.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      202000 | PA      | $174368.52    | 0.02%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Sprungli AG                                                    | Chocoladefabriken Lindt & Sprungli AG                                                    | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EP               | CORP              | CH        |           2 | NS      | $20396.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                                | Zurich Insurance Group AG                                                                | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |         314 | NS      | $150416.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2620000 | PA      | $2414460.92   | 0.24%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Danmarks Nationalbank                                                                    | Danmarks Nationalbank                                                                    | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     2011000 | PA      | $249368.86    | 0.02%             | 2029-11-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MTR Corporation Limited                                                                  | MTR Corporation Limited                                                                  | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |        3500 | NS      | $18539.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                      | Sumitomo Mitsui Trust Bank, Limited                                                      | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |         700 | NS      | $24411.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                  | Service Public Federal Chancellerie Du Premier Ministre                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      918000 | PA      | $791837.61    | 0.08%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Ferguson PLC                                                                             | Ferguson PLC                                                                             | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |        7356 | NS      | $928805.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                                    | Honda Motor Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |        3700 | NS      | $84289.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Limited                                                            | Power Assets Holdings Limited                                                            | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |        2500 | NS      | $13680.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB (publ)                                                                      | Evolution AB (publ)                                                                      | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |         401 | NS      | $39201.58     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                                                           | Intermediate Capital Group PLC                                                           | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |         688 | NS      | $9617.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co.,Ltd                                                                     | Kansai Paint Co.,Ltd                                                                     | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |         600 | NS      | $7336.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                                       | Kubota Corporation                                                                       | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |        2400 | NS      | $32437.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| JAPAN POST HOLDINGS Co., Ltd.                                                            | JAPAN POST HOLDINGS Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |        5800 | NS      | $48996.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Relx PLC                                                                                 | Relx PLC                                                                                 | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       39655 | NS      | $1100052.48   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurita Water Industries Ltd.                                                             | Kurita Water Industries Ltd.                                                             | CUSIP: N/A<br>LEI: 52990086GS2ON69UMX34       | Long             | EC               | CORP              | JP        |         200 | NS      | $8235.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Limited                                                                           | Worley Limited                                                                           | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |         765 | NS      | $7806.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Limited                                                                      | Coles Group Limited                                                                      | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |        2751 | NS      | $31269.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Limited                                                                    | Suncorp Group Limited                                                                    | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |        2642 | NS      | $21643.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Limited                                                              | QBE Insurance Group Limited                                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |        3104 | NS      | $28339.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                                      | SoftBank Group Corp                                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |        2500 | NS      | $105579.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Limited                                                                    | Swire Pacific Limited                                                                    | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |        1000 | NS      | $8770.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                                              | Nestle S.A.                                                                              | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       24468 | NS      | $2833793.10   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                   | Credit Suisse Group AG                                                                   | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EC               | CORP              | CH        |        6769 | NS      | $20271.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ProLogis Inc.                                                                            | ProLogis Inc.                                                                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       45472 | NS      | $5126058.56   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                                                             | Centrica PLC                                                                             | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |       13809 | NS      | $16137.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexus Property Trust                                                                     | Dexus Property Trust                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        2214 | NS      | $11687.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co., Ltd.                                                           | China Merchants Bank Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |      173500 | NS      | $964939.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Andritz AG                                                                               | Andritz AG                                                                               | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |         144 | NS      | $8272.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone                                                                                   | Danone                                                                                   | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |        1329 | NS      | $70195.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                                            | Coloplast A/S                                                                            | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        5627 | NS      | $657417.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      264000 | PA      | $303587.68    | 0.03%             | 2068-07-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                         | Nederlandse Waterschapsbank N.V.                                                         | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | CORP              | AU        |      460000 | PA      | $299091.20    | 0.03%             | 2027-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                        | National Grid PLC                                                                        | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |        8104 | NS      | $97545.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity Aktiebolag (publ)                                                                 | Essity Aktiebolag (publ)                                                                 | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |        1259 | NS      | $32993.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESR Cayman Limited                                                                       | ESR Cayman Limited                                                                       | CUSIP: N/A<br>LEI: 549300C81AR42BZUFZ09       | Long             | EC               | CORP              | KY        |        5400 | NS      | $11303.14     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HK Electric Investments Limited                                                          | HK Electric Investments Limited                                                          | CUSIP: N/A<br>LEI: 5299006PUX29DFJ1DE03       | Long             | EC               | CORP              | KY        |        5500 | NS      | $3642.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengli Hydraulic Technology Co., Ltd.                                            | Jiangsu Hengli Hydraulic Technology Co., Ltd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       58700 | NS      | $532761.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       79560 | PA      | $43485.23     | 0.00%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Xpeng Inc.                                                                               | Xpeng Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       26854 | NS      | $129258.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| NIO, Inc.                                                                                | NIO, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300JBU4TV5OCKJV96       | Long             | EC               | CORP              | KY        |       13310 | NS      | $131453.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Flat Glass Group Co., Ltd.                                                               | Flat Glass Group Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 300300BEL4RMXBKEA373       | Long             | EC               | CORP              | CN        |       44000 | NS      | $105737.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KfW                                                                                      | KfW                                                                                      | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | AU        |      880000 | PA      | $578902.91    | 0.06%             | 2026-09-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                                  | The Bank of Nova Scotia                                                                  | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |     1007000 | PA      | $970665.43    | 0.10%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dover Corporation                                                                        | Dover Corporation                                                                        | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        3321 | NS      | $449696.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                                                               | EastGroup Properties, Inc.                                                               | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |         758 | NS      | $112229.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                                                         | Hess Corporation                                                                         | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        5537 | NS      | $785257.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                                                            | HubSpot, Inc.                                                                            | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        1137 | NS      | $328740.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE ETF                                                                    | iShares MSCI EAFE ETF                                                                    | CUSIP: 464287465<br>LEI: 5493002YECWEEITPWL97 | Long             | EC               | RF                | US        |         298 | NS      | $19560.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                                                                | Lamar Advertising Company                                                                | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |        2515 | NS      | $237416.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                                                            | Liberty Broadband Corporation                                                            | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |        3786 | NS      | $288758.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                                                                | Liberty Media Corporation                                                                | CUSIP: 531229607<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |        7863 | NS      | $307679.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                                                    | Eli Lilly and Company                                                                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        2627 | NS      | $961061.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                                                | Elisa Oyj                                                                                | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |         309 | NS      | $16379.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | Banco Santander, S.A.                                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |       35110 | NS      | $105629.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                          | Martin Marietta Materials, Inc.                                                          | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        1487 | NS      | $502561.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Holdings Company (Japan), Ltd.                                                | McDonald's Holdings Company (Japan), Ltd.                                                | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               | CORP              | JP        |         100 | NS      | $3802.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                                    | Prime Security Services Borrower, LLC                                                    | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      240000 | PA      | $208553.52    | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Company                                                             | The Procter & Gamble Company                                                             | CUSIP: 74271UQ37<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |     1400000 | PA      | $1389628.94   | 0.14%             | 2023-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties, LP                                                                 | RHP Hotel Properties, LP                                                                 | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       92000 | PA      | $83631.08     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RLJ III-EM Columbus Lessee, LLC                                                          | RLJ III-EM Columbus Lessee, LLC                                                          | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       26000 | PA      | $23141.59     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage, LLC                                                                     | Rocket Mortgage, LLC                                                                     | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      210000 | PA      | $180780.69    | 0.02%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                                                                 | RBC Capital Markets, LLC                                                                 | CUSIP: 78015DYM6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      450000 | PA      | $428006.93    | 0.04%             | 2023-11-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | Royal Bank of Canada                                                                     | CUSIP: 78015DZF0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | US        |      681000 | PA      | $645022.50    | 0.06%             | 2023-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | Royal Bank of Canada                                                                     | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |      915000 | PA      | $810562.82    | 0.08%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | Royal Bank of Canada                                                                     | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |       72000 | PA      | $65718.29     | 0.01%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                           | SBA Communications Corporation                                                           | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |         734 | NS      | $205747.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                                                           | SBA Communications Corporation                                                           | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      284000 | PA      | $257089.11    | 0.03%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLM Corporation                                                                          | SLM Corporation                                                                          | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |        7000 | PA      | $5988.57      | 0.00%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                              | United Parcel Service, Inc.                                                              | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      171000 | PA      | $149496.87    | 0.01%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                                            | Fresnillo PLC                                                                            | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |         416 | NS      | $4542.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group, S.A.                                                                   | Amadeus IT Group, S.A.                                                                   | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |         942 | NS      | $49051.66     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Brenntag SE                                                                              | Brenntag SE                                                                              | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |         323 | NS      | $20760.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1515000 | PA      | $1939071.94   | 0.19%             | 2034-09-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      318000 | PA      | $400746.65    | 0.04%             | 2060-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sands China Ltd.                                                                         | Sands China Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |      130800 | NS      | $430920.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      330000 | PA      | $141309.34    | 0.01%             | 2061-10-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      438000 | PA      | $235583.51    | 0.02%             | 2050-10-22      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Deca Games Holding AB                                                                    | Deca Games Holding AB                                                                    | CUSIP: N/A<br>LEI: 549300RFXXKT652HB549       | Long             | EC               | CORP              | SE        |        1745 | NS      | $7938.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Zhuzhou CRRC Times Electric Co., Ltd.                                                    | Zhuzhou CRRC Times Electric Co., Ltd.                                                    | CUSIP: N/A<br>LEI: 529900PLNH7NQLN00B53       | Long             | EC               | CORP              | CN        |       11902 | NS      | $93009.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                                        | Cigna Corporation                                                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         988 | NS      | $327363.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        8319 | NS      | $775247.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                                                                 | ITT Inc.                                                                                 | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        2169 | NS      | $175905.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ING (U.S.) Funding LLC                                                                   | ING (U.S.) Funding LLC                                                                   | CUSIP: 45685RWM5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      700000 | PA      | $672642.25    | 0.07%             | 2023-09-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JBG Smith Properties                                                                     | JBG Smith Properties                                                                     | CUSIP: 46590V100<br>LEI: 549300HHIW6GDQCPEC54 | Long             | EC               | CORP              | US        |        7113 | NS      | $135004.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Storebrand ASA                                                                           | Storebrand ASA                                                                           | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |         972 | NS      | $8516.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                     | Henkel AG & Co. KGaA                                                                     | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |         207 | NS      | $13375.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                                  | Mid-America Apartment Communities, Inc.                                                  | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        2111 | NS      | $331405.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corporation                                                            | Accton Technology Corporation                                                            | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |       47000 | NS      | $357843.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corporation                                                                         | KDDI Corporation                                                                         | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |        3200 | NS      | $96636.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Hindustan Unilever Limited                                                               | Hindustan Unilever Limited                                                               | CUSIP: N/A<br>LEI: 5493007IW5N37IKRPM32       | Long             | EC               | CORP              | IN        |       25651 | NS      | $794998.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                                 | NGL Energy Operating LLC                                                                 | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $218224.01    | 0.02%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eisai Co., Ltd.                                                                          | Eisai Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |         600 | NS      | $39616.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis Securities Americas LLC                                                          | Natixis Securities Americas LLC                                                          | CUSIP: 63873KW11<br>LEI: 549300L8G1E7ZHVEOG75 | Long             | STIV             | CORP              | US        |     1000000 | PA      | $963901.30    | 0.09%             | 2023-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                                 | New Fortress Energy Inc.                                                                 | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $298634.59    | 0.03%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                                 | New Fortress Energy Inc.                                                                 | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        9000 | PA      | $8381.75      | 0.00%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc.                                                                            | SK Hynix Inc.                                                                            | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       15184 | NS      | $902566.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place PLC                                                                    | St. James's Place PLC                                                                    | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |        1280 | NS      | $17033.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                                             | DS Smith PLC                                                                             | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | EC               | CORP              | GB        |        2833 | NS      | $11116.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                      | Rithm Capital Corp.                                                                      | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |       41000 | PA      | $36804.35     | 0.00%             | 2025-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Keisei Electric Railway Co., Ltd.                                                        | Keisei Electric Railway Co., Ltd.                                                        | CUSIP: N/A<br>LEI: 529900VNP95IIHXPCY17       | Long             | EC               | CORP              | JP        |         400 | NS      | $11369.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                       | Newell Brands Inc.                                                                       | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |       18330 | NS      | $239756.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                                                      | Newmont Corporation                                                                      | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39852.93     | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                          | AstraZeneca PLC                                                                          | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       50014 | NS      | $6820266.80   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44854.55     | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                               | NIKE, Inc.                                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       45616 | NS      | $5337528.16   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                                                             | Norfolk Southern Corporation                                                             | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |         801 | NS      | $197382.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property REIT Inc.                                                            | Brookfield Property REIT Inc.                                                            | CUSIP: 11284DAC9<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5072.73      | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                      | Brown & Brown, Inc.                                                                      | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      287000 | PA      | $265254.56    | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Urban Investment Corporation                                                      | United Urban Investment Corporation                                                      | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |           5 | NS      | $5724.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                                   | Tokyo Electron Limited                                                                   | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        7000 | NS      | $2060954.61   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                                                   | Buckeye Partners, L.P.                                                                   | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5740.10      | 0.00%             | 2025-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bumble Inc.                                                                              | Bumble Inc.                                                                              | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18389 | NS      | $387088.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toppan Inc.                                                                              | Toppan Inc.                                                                              | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |         800 | NS      | $11818.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera S.p.A.                                                                              | Hera S.p.A.                                                                              | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |        1493 | NS      | $4028.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                         | ServiceNow, Inc.                                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        1817 | NS      | $705486.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | Skandinaviska Enskilda Banken AB                                                         | CUSIP: 83050UP69<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | US        |     1000000 | PA      | $995633.30    | 0.10%             | 2023-02-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale North America, Inc.                                                     | Societe Generale North America, Inc.                                                     | CUSIP: 83369CZF4<br>LEI: 5493004I6N8OONF6V179 | Long             | STIV             | CORP              | US        |      748000 | PA      | $708120.01    | 0.07%             | 2023-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Ltd.                                                              | SolarEdge Technologies Ltd.                                                              | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |        2872 | NS      | $813551.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      500000 | PA      | $499735.13    | 0.05%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Company, Inc.                                                          | CommScope Holding Company, Inc.                                                          | CUSIP: 20337X109<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | EC               | CORP              | US        |        9011 | NS      | $66230.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                                     | The Southern Company                                                                     | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51089.06     | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Veritas USA Inc.                                                                         | Veritas USA Inc.                                                                         | CUSIP: 92346LAE3<br>LEI: 549300RFUWCPWS8FQ104 | Long             | DBT              | CORP              | US        |      209000 | PA      | $143304.79    | 0.01%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Commscope Finance LLC                                                                    | Commscope Finance LLC                                                                    | CUSIP: 20338QAA1<br>LEI: 254900AW4CEPCQWSRI58 | Long             | DBT              | CORP              | US        |      325000 | PA      | $254271.75    | 0.02%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DNB ASA                                                                                  | DNB ASA                                                                                  | CUSIP: 2332K1YH7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | US        |      557000 | PA      | $530736.95    | 0.05%             | 2023-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The William Carter Company                                                               | The William Carter Company                                                               | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      142000 | PA      | $136522.69    | 0.01%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Wolverine Escrow LLC                                                                     | Wolverine Escrow LLC                                                                     | CUSIP: 97789LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       68000 | PA      | $43622.57     | 0.00%             | 2026-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DNB ASA                                                                                  | DNB ASA                                                                                  | CUSIP: 2332K1ZK9<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | US        |      816000 | PA      | $773343.36    | 0.08%             | 2023-12-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                        | D.R. Horton, Inc.                                                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        2062 | NS      | $183806.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                                                       | DTE Energy Company                                                                       | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      341000 | PA      | $290654.45    | 0.03%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                                               | EQM Midstream Partners, LP                                                               | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20076.99     | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Company                                                                 | El Paso Electric Company                                                                 | CUSIP: N/A<br>LEI: OZ8GM8L4AHPKSWZMW205       | Long             | EC               | CORP              | US        |         789 | NS      | $14524.78     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| M3, Inc.                                                                                 | M3, Inc.                                                                                 | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |         900 | NS      | $24421.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| The Hartford Financial Services Group, Inc.                                              | The Hartford Financial Services Group, Inc.                                              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        6836 | NS      | $518373.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot, Inc.                                                                     | The Home Depot, Inc.                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         551 | NS      | $174038.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran                                                                                   | Safran                                                                                   | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        9623 | NS      | $1208292.40   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Corporation                                                                         | Kone Corporation                                                                         | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |         842 | NS      | $43617.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polski Koncern Naftowy Orlen Spolka Akcyjna                                              | Polski Koncern Naftowy Orlen Spolka Akcyjna                                              | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |        1125 | NS      | $16533.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                      | Deutsche Telekom AG                                                                      | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       32338 | NS      | $646032.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GROUP AG Wiener Versicherung Gruppe                                     | VIENNA INSURANCE GROUP AG Wiener Versicherung Gruppe                                     | CUSIP: N/A<br>LEI: 549300JCRU23I1THU176       | Long             | EC               | CORP              | AT        |          81 | NS      | $1944.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM N.V.                                                                     | Koninklijke DSM N.V.                                                                     | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        |         365 | NS      | $44773.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                                 | Infineon Technologies AG                                                                 | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |        2689 | NS      | $82356.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                                                                    | Carl Zeiss Meditec AG                                                                    | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Long             | EC               | CORP              | DE        |          76 | NS      | $9632.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corporation                                                    | Mitsubishi Chemical Group Corporation                                                    | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |        2800 | NS      | $14474.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlam                                                                                   | Sanlam                                                                                   | CUSIP: N/A<br>LEI: 37890014418406D9FC23       | Long             | EC               | CORP              | ZA        |       91244 | NS      | $262239.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       12324 | NS      | $1047786.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc.                                                                | Nippon Building Fund Inc.                                                                | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |           4 | NS      | $17914.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| China Vanke Co., Ltd.                                                                    | China Vanke Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900E66UJ2DWY7KW55       | Long             | EC               | CORP              | CN        |       41400 | NS      | $107734.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chacha Food Company, Limited                                                             | Chacha Food Company, Limited                                                             | CUSIP: N/A<br>LEI: 300300AJZ9YPIRBJZN87       | Long             | EC               | CORP              | CN        |        4300 | NS      | $30853.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstrand Ltd                                                                            | Firstrand Ltd                                                                            | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      166787 | NS      | $610567.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                      | Restaurant Brands International Limited Partnership                                      | CUSIP: 68245XAK5<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |      140000 | PA      | $139296.95    | 0.01%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co.,Ltd.                                                   | Sumitomo Realty & Development Co.,Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1100 | NS      | $25903.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital Inc.                                                                         | PSP Capital Inc.                                                                         | CUSIP: 69370BN65<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | US        |     1000000 | PA      | $999176.10    | 0.10%             | 2023-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Iida Group Holdings Co., Ltd.                                                            | Iida Group Holdings Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 35380051BV8PV1I4S949       | Long             | EC               | CORP              | JP        |         200 | NS      | $3028.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International Public Limited Company                                               | Croda International Public Limited Company                                               | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |         298 | NS      | $23936.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                                   | PACCAR Financial Corp.                                                                   | CUSIP: 69371RQ66<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47045.33     | 0.00%             | 2025-02-06      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                | The Toronto-Dominion Bank                                                                | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |      455000 | PA      | $401760.91    | 0.04%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                | The Toronto-Dominion Bank                                                                | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |      468000 | PA      | $431730.00    | 0.04%             | 2031-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Townsquare Media, Inc.                                                                   | Townsquare Media, Inc.                                                                   | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35248.73     | 0.00%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                          | Toyota Motor Credit Corporation                                                          | CUSIP: 89233P7F7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      696000 | PA      | $695764.54    | 0.07%             | 2023-01-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Limited                                                         | Toyota Finance Australia Limited                                                         | CUSIP: 89237ESN8<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | STIV             | CORP              | US        |      694000 | PA      | $679323.08    | 0.07%             | 2023-05-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro-Fabrication Equipment Inc.                                                | Advanced Micro-Fabrication Equipment Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        6623 | NS      | $93251.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      453000 | PA      | $347212.89    | 0.03%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                              | Westpac Banking Corporation                                                              | CUSIP: 961214EJ8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | US        |      307000 | PA      | $306807.60    | 0.03%             | 2023-01-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                                      | Wynn Macau, Limited                                                                      | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | US        |      288000 | PA      | $264114.42    | 0.03%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                   | XHR LP                                                                                   | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       49000 | PA      | $47829.92     | 0.00%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                              | Zoetis Inc.                                                                              | CUSIP: 98978VAB9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      134000 | PA      | $133842.58    | 0.01%             | 2023-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                                                 | Alcon AG                                                                                 | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |        1029 | NS      | $70510.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmaron Beijing Co., Ltd.                                                              | Pharmaron Beijing Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 300300JYXHGVS5SNGG54       | Long             | EC               | CORP              | CN        |       20900 | NS      | $143818.77    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ziprecruiter, Inc.                                                                       | Ziprecruiter, Inc.                                                                       | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41185.94     | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kuhne & Nagel International AG                                                           | Kuhne & Nagel International AG                                                           | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |         118 | NS      | $27522.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                               | Orsted A/S                                                                               | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |         396 | NS      | $36078.52     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   111800000 | PA      | $802763.87    | 0.08%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| DiaSorin S.p.A.                                                                          | DiaSorin S.p.A.                                                                          | CUSIP: N/A<br>LEI: 8156002878BDF0EE4348       | Long             | EC               | CORP              | IT        |          54 | NS      | $7552.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                                                       | Azrieli Group Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |          77 | NS      | $5117.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujian Anjing Food Co., Ltd.                                                             | Fujian Anjing Food Co., Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        6000 | NS      | $139230.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd.                                                                         | NU Holdings Ltd.                                                                         | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |       37664 | NS      | $153292.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                                                               | Bundesrepublik Deutschland                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      490000 | PA      | $516096.46    | 0.05%             | 2044-07-04      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Haier Smart Home Co., Ltd                                                                | Haier Smart Home Co., Ltd                                                                | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               | CORP              | CN        |      291600 | NS      | $989154.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    76050000 | PA      | $398793.13    | 0.04%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                                          | JDE Peet's N.V.                                                                          | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |         270 | NS      | $7817.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      678000 | PA      | $538399.87    | 0.05%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                                     | Fastighets AB Balder                                                                     | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |        1446 | NS      | $6738.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   165000000 | PA      | $1192302.27   | 0.12%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                                   | China Development Bank                                                                   | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | CORP              | CN        |     1000000 | PA      | $1043056.69   | 0.10%             | 2024-01-24      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                                      | Johnson Matthey PLC                                                                      | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |         409 | NS      | $10535.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bid Corporation (Pty) Ltd                                                                | Bid Corporation (Pty) Ltd                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |       23293 | NS      | $452660.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                                       | Coca-Cola Europacific Partners PLC                                                       | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |         421 | NS      | $23289.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                                          | Antofagasta PLC                                                                          | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |         806 | NS      | $15218.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AG TTMT Escrow Issuer LLC                                                                | AG TTMT Escrow Issuer LLC                                                                | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $60560.89     | 0.01%             | 2027-09-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                               | Air Canada                                                                               | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | US        |       26000 | PA      | $23098.25     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                        | Aircastle Limited                                                                        | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |      160000 | PA      | $155145.06    | 0.02%             | 2024-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Allegion Public Limited Company                                                          | Allegion Public Limited Company                                                          | CUSIP: 01748TAC5<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | US        |      186000 | PA      | $179597.10    | 0.02%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc.                                                             | American Airlines Group Inc.                                                             | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      346000 | PA      | $294870.38    | 0.03%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| American Honda Finance Corporation                                                       | American Honda Finance Corporation                                                       | CUSIP: 02665KP35<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |      700000 | PA      | $696818.15    | 0.07%             | 2023-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                                    | American Homes 4 Rent                                                                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       10183 | NS      | $306915.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      548000 | PA      | $502799.43    | 0.05%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                               | Amgen Inc.                                                                               | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      377000 | PA      | $307485.12    | 0.03%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                                   | Amkor Technology, Inc.                                                                   | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31827.41     | 0.00%             | 2027-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                      | Cisco Systems, Inc.                                                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        4399 | NS      | $209568.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Garda World Security Corporation                                                         | Garda World Security Corporation                                                         | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |      155000 | PA      | $137076.91    | 0.01%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CRH Public Limited Company                                                               | CRH Public Limited Company                                                               | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |        1606 | NS      | $63846.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EVN AG                                                                                   | EVN AG                                                                                   | CUSIP: N/A<br>LEI: 529900P4JZBFEVNEAE60       | Long             | EC               | CORP              | AT        |          87 | NS      | $1581.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                  | Fresenius SE & Co. KGaA                                                                  | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |         860 | NS      | $24268.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila Oyj Abp                                                                         | Wartsila Oyj Abp                                                                         | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |         999 | NS      | $8450.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental Aktiengesellschaft                                                           | Continental Aktiengesellschaft                                                           | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |         223 | NS      | $13436.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                         | Deutsche Post AG                                                                         | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |        2073 | NS      | $78439.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                                                   | SGS SA                                                                                   | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |          13 | NS      | $30274.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                    | Schneider Electric SE                                                                    | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        6926 | NS      | $973655.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corporation                                                                 | Kimco Realty Corporation                                                                 | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |       20468 | NS      | $433512.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft                                                    | Deutsche Lufthansa Aktiengesellschaft                                                    | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |        1231 | NS      | $10286.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |      718000 | PA      | $697175.85    | 0.07%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                                                       | Barry Callebaut AG                                                                       | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Long             | EC               | CORP              | CH        |          10 | NS      | $19815.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                   | Mercedes-Benz Group AG                                                                   | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |        1608 | NS      | $106264.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                              | Swisscom AG                                                                              | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |          54 | NS      | $29627.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Company                                                            | Central Japan Railway Company                                                            | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |         400 | NS      | $49116.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Corporation                                                                         | Lion Corporation                                                                         | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |         600 | NS      | $6888.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| ORIX JREIT Inc.                                                                          | ORIX JREIT Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |           5 | NS      | $7096.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                                                   | Mitsubishi Corporation                                                                   | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |        3100 | NS      | $100866.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corporation                                                                      | Olympus Corporation                                                                      | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |        2600 | NS      | $45984.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corporation                                                                        | Tokyu Corporation                                                                        | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |        1100 | NS      | $13850.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corporation                                                                | Toyota Tsusho Corporation                                                                | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |         500 | NS      | $18383.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                             | ViaSat, Inc.                                                                             | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      197000 | PA      | $183872.80    | 0.02%             | 2025-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      198000 | PA      | $184260.47    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                                                       | Aeroports de Paris                                                                       | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |          57 | NS      | $7653.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eMemory Technology Inc.                                                                  | eMemory Technology Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        3000 | NS      | $130458.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Limited                                                                 | Aurizon Holdings Limited                                                                 | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |        3849 | NS      | $9777.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnipolSai Assicurazioni S.p.A.                                                           | UnipolSai Assicurazioni S.p.A.                                                           | CUSIP: N/A<br>LEI: 815600E31C4E7006AB54       | Long             | EC               | CORP              | IT        |         992 | NS      | $2447.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Energy New Material Co., Ltd.                                                     | Yunnan Energy New Material Co., Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        5000 | NS      | $94484.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                                                    | JD Sports Fashion PLC                                                                    | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |        5601 | NS      | $8589.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                                               | Canada Housing Trust No. 1                                                               | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | USGA              | CA        |      140000 | PA      | $94774.00     | 0.01%             | 2026-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                                      | Investor Aktiebolag                                                                      | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |        3809 | NS      | $69086.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acuity Brands Lighting, Inc.                                                             | Acuity Brands Lighting, Inc.                                                             | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |      246000 | PA      | $188541.46    | 0.02%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      924000 | PA      | $949392.95    | 0.09%             | 2025-07-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| NIBE Industrier AB                                                                       | NIBE Industrier AB                                                                       | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |        3206 | NS      | $29976.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aetna Inc.                                                                               | Aetna Inc.                                                                               | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      354000 | PA      | $350263.25    | 0.03%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                 | American Express Company                                                                 | CUSIP: 025816BW8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      706000 | PA      | $701375.49    | 0.07%             | 2023-08-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                   | Eurofins Scientific SE                                                                   | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |         269 | NS      | $19340.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co., Ltd.                                                           | China Merchants Bank Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |       72500 | NS      | $387426.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                                                                 | American Express Company                                                                 | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      960000 | PA      | $874265.86    | 0.09%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                                                 | Howden Joinery Group PLC                                                                 | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |        1195 | NS      | $8184.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baoshan Iron & Steel Co., Ltd.                                                           | Baoshan Iron & Steel Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 300300PYAP4PEHORZT21       | Long             | EC               | CORP              | CN        |      448400 | NS      | $360128.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co., Ltd.                                                     | Fuyao Glass Industry Group Co., Ltd.                                                     | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |        6090 | NS      | $30653.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                                | Legal & General Group PLC                                                                | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |       12486 | NS      | $37933.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                                                             | Associated British Foods PLC                                                             | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |         815 | NS      | $15617.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tate & Lyle Public Limited Company                                                       | Tate & Lyle Public Limited Company                                                       | CUSIP: N/A<br>LEI: 2138008K14474WPKZ244       | Long             | EC               | CORP              | GB        |         946 | NS      | $8128.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                                                                            | Schroders PLC                                                                            | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |        2078 | NS      | $11011.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $34659.99     | 0.00%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                                                          | Crestwood Midstream Partners LP                                                          | CUSIP: 226373AQ1<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |      193000 | PA      | $179941.57    | 0.02%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      965000 | PA      | $835186.79    | 0.08%             | 2033-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      538000 | PA      | $532306.06    | 0.05%             | 2026-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| GXO Logistics Inc.                                                                       | GXO Logistics Inc.                                                                       | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |         740 | NS      | $31590.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                                     | Ladder Capital Finance Holdings LLLP                                                     | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      177000 | PA      | $149042.81    | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                        | Microchip Technology Incorporated                                                        | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |       55000 | PA      | $51008.52     | 0.01%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                         | Societe Generale                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        1653 | NS      | $41711.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Limited                                                                              | CSL Limited                                                                              | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        1009 | NS      | $197653.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corporation                                                 | Japan Real Estate Investment Corporation                                                 | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |           3 | NS      | $13179.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Prime Realty Investment Corporation                                                | Japan Prime Realty Investment Corporation                                                | CUSIP: N/A<br>LEI: 353800NJOQJAY1ODEX72       | Long             | EC               | CORP              | JP        |           1 | NS      | $2817.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascendas Real Estate Investment Trust                                                    | Ascendas Real Estate Investment Trust                                                    | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |        6900 | NS      | $14138.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMRON Corporation                                                                        | OMRON Corporation                                                                        | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |         400 | NS      | $19407.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT. Bank Rakyat Indonesia (Persero) Tbk.                                                 | PT. Bank Rakyat Indonesia (Persero) Tbk.                                                 | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               | CORP              | ID        |     2727321 | NS      | $861510.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel S.p.A                                                                               | Enel S.p.A                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |       16152 | NS      | $87135.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                                                                   | US Foods Holding Corp.                                                                   | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       10851 | NS      | $369151.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Vulcan Corp.                                                                      | Legacy Vulcan Corp.                                                                      | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         887 | NS      | $155322.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                                                        | Yum! Brands, Inc.                                                                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       21357 | NS      | $2735404.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corporation                                                      | China Construction Bank Corporation                                                      | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |     2129000 | NS      | $1329105.67   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget SKF                                                                         | Aktiebolaget SKF                                                                         | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |         772 | NS      | $11786.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXON Co., Ltd.                                                                          | NEXON Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |        1000 | NS      | $22516.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      332000 | PA      | $409840.37    | 0.04%             | 2040-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Wuliangye Yibin Co., Ltd.                                                                | Wuliangye Yibin Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       20800 | NS      | $538418.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC  Life Insurance Company Limited                                                     | HDFC  Life Insurance Company Limited                                                     | CUSIP: N/A<br>LEI: 335800RQI8GAFHIRGZ37       | Long             | EC               | CORP              | IN        |       73703 | NS      | $504812.29    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Meituan                                                                                  | Meituan                                                                                  | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |       69900 | NS      | $1545842.07   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Moncler S.p.A.                                                                           | Moncler S.p.A.                                                                           | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |         435 | NS      | $23160.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Liangxin Electrical Co., Ltd.                                                   | Shanghai Liangxin Electrical Co., Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      228841 | NS      | $482678.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline                                                                                | Worldline                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | EC               | CORP              | FR        |         523 | NS      | $20542.54     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                                             | DNB Bank ASA                                                                             | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |        1879 | NS      | $37393.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                                            | NN Group N.V.                                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |         639 | NS      | $26137.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                                | Woodside Energy Group Ltd                                                                | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       10094 | NS      | $243238.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                                                          | Direct Line Insurance Group PLC                                                          | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        |        3043 | NS      | $8143.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                  | Service Public Federal Chancellerie Du Premier Ministre                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      569000 | PA      | $497074.89    | 0.05%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas Issuance B.V.                                                                | BNP Paribas Issuance B.V.                                                                | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | EC               | CORP              | CN        |        3645 | NS      | $60233.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGCO Corporation                                                                         | AGCO Corporation                                                                         | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        1335 | NS      | $185151.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                                                 | American Express Company                                                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       24370 | NS      | $3600667.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                                                    | Booking Holdings Inc.                                                                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        2274 | NS      | $4582746.72   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Limited Partnership                                                    | Boston Properties Limited Partnership                                                    | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40835.12     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Colt Merger Sub, Inc.                                                                    | Colt Merger Sub, Inc.                                                                    | CUSIP: 12770RAA1<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |      119000 | PA      | $116620.33    | 0.01%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                                       | Caisse des Depots et Consignations                                                       | CUSIP: 12800BN65<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | US        |     1000000 | PA      | $999453.90    | 0.10%             | 2023-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners, L.P.                                                | Calumet Specialty Products Partners, L.P.                                                | CUSIP: 131477AT8<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |      152000 | PA      | $158780.93    | 0.02%             | 2025-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Camelot Finance S.A.                                                                     | Camelot Finance S.A.                                                                     | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        9000 | PA      | $8336.25      | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                       | Canadian Imperial Bank of Commerce                                                       | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |     1073000 | PA      | $1012969.94   | 0.10%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                       | CenterPoint Energy Resources Corp.                                                       | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      500000 | PA      | $499708.50    | 0.05%             | 2023-03-02      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                                                            | HSBC USA Inc.                                                                            | CUSIP: 40434RZ70<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |      792000 | PA      | $746059.80    | 0.07%             | 2023-12-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Thales                                                                                   | Thales                                                                                   | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |         223 | NS      | $28462.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hat Holdings I LLC                                                                       | Hat Holdings I LLC                                                                       | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      152000 | PA      | $131981.27    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                                   | McDonald's Corporation                                                                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        7659 | NS      | $2018376.27   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                                                        | Mettler-Toledo International Inc.                                                        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         432 | NS      | $624434.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim Ltd                                                                        | Bank Hapoalim Ltd                                                                        | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |        2572 | NS      | $23214.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                              | Westpac Banking Corporation                                                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |        7320 | NS      | $116465.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Limited                                                                           | Mirvac Limited                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        8122 | NS      | $11770.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Limited                                                             | China Resources Land Limited                                                             | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | EC               | CORP              | KY        |       90000 | NS      | $408882.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AIG Global Funding                                                                       | AIG Global Funding                                                                       | CUSIP: 00138CAM0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      542000 | PA      | $530813.34    | 0.05%             | 2023-07-07      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                                       | AMC Networks, Inc.                                                                       | CUSIP: 00164VAD5<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      458000 | PA      | $429436.99    | 0.04%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      399000 | PA      | $359402.71    | 0.04%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | Altria Group, Inc.                                                                       | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      302000 | PA      | $257606.15    | 0.03%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sojitz Corporation                                                                       | Sojitz Corporation                                                                       | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |         340 | NS      | $6486.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                          | Renesas Electronics Corporation                                                          | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |        3000 | NS      | $26721.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corporation                                                                       | Ameren Corporation                                                                       | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       76000 | PA      | $64551.82     | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                           | Arizona Public Service Company                                                           | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      189000 | PA      | $144111.82    | 0.01%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                           | Arizona Public Service Company                                                           | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52559.92     | 0.01%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                            | Ascent Resources - Utica, LLC                                                            | CUSIP: 04364VAG8<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       89000 | PA      | $86649.09     | 0.01%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Newcrest Mining Limited                                                                  | Newcrest Mining Limited                                                                  | CUSIP: N/A<br>LEI: 5299006MN50OZJUJI655       | Long             | EC               | CORP              | AU        |        1861 | NS      | $26205.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corporation                                                                      | Shimizu Corporation                                                                      | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |        1300 | NS      | $6932.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                               | Constellation Brands, Inc.                                                               | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        3358 | NS      | $778216.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group Public Limited Company                                                    | Kingspan Group Public Limited Company                                                    | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |         323 | NS      | $17671.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co., Ltd.                                                                     | Shionogi & Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |         600 | NS      | $29937.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58248.31     | 0.01%             | 2025-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KBC Groep                                                                                | KBC Groep                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |       37384 | NS      | $2409140.68   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group Public Limited Company                                                       | Kerry Group Public Limited Company                                                       | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |         325 | NS      | $29315.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corporation                                                                        | Tosoh Corporation                                                                        | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |         600 | NS      | $7133.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11739.84     | 0.00%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| GEA Group Aktiengesellschaft                                                             | GEA Group Aktiengesellschaft                                                             | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |         339 | NS      | $13911.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                          | Danske Bank A/S                                                                          | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |        1402 | NS      | $27704.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                              | Pfizer Inc.                                                                              | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      524000 | PA      | $501370.54    | 0.05%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | Philip Morris International Inc.                                                         | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      255000 | PA      | $260822.44    | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Telekom Austria Aktiengesellschaft                                                       | Telekom Austria Aktiengesellschaft                                                       | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               | CORP              | AT        |         320 | NS      | $1983.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| OMV Aktiengesellschaft                                                                   | OMV Aktiengesellschaft                                                                   | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |         297 | NS      | $15312.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                                              | Phillips 66                                                                              | CUSIP: 718547AE2<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      479000 | PA      | $449561.62    | 0.04%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                                    | Prime Security Services Borrower, LLC                                                    | CUSIP: 74166MAB2<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9834.91      | 0.00%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                                                     | Kontoor Brands, Inc.                                                                     | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |        4195 | NS      | $167758.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Limited                                                                    | Telstra Group Limited                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        8455 | NS      | $22969.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                            | Raymond James Financial, Inc.                                                            | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        1760 | NS      | $188056.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                                                            | Rayonier Inc.                                                                            | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |        9852 | NS      | $324721.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TCS Group Holding PLC                                                                    | TCS Group Holding PLC                                                                    | CUSIP: 87238U203<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               | CORP              | CY        |        4613 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Texas Roadhouse, Inc.                                                                    | Texas Roadhouse, Inc.                                                                    | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |        2490 | NS      | $226465.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clicks Group                                                                             | Clicks Group                                                                             | CUSIP: N/A<br>LEI: 378900E967958A677472       | Long             | EC               | CORP              | ZA        |       30308 | NS      | $483493.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                                                 | Trend Micro Incorporated                                                                 | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |         300 | NS      | $13989.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Thermo Fisher Scientific Inc.                                                            | Thermo Fisher Scientific Inc.                                                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        1731 | NS      | $953244.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      431000 | PA      | $434273.07    | 0.04%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NTT DATA Corporation                                                                     | NTT DATA Corporation                                                                     | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |        1400 | NS      | $20363.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co., Ltd.                                                                         | Capcom Co., Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |         300 | NS      | $9581.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10007.02     | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                             | Walmart Inc.                                                                             | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      169000 | PA      | $198446.02    | 0.02%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Largan Precision Co.,Ltd.                                                                | Largan Precision Co.,Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        6000 | NS      | $398886.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corporation                                                                     | Marubeni Corporation                                                                     | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |        3500 | NS      | $40150.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                   | Waste Management, Inc.                                                                   | CUSIP: 94107NNA8<br>LEI: 549300YX8JIID70NFS41 | Long             | STIV             | CORP              | US        |      525000 | PA      | $524238.91    | 0.05%             | 2023-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                         | Welltower OP LLC                                                                         | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42212.23     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nikon Corporation                                                                        | Nikon Corporation                                                                        | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |         800 | NS      | $7081.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Odakyu Electric Railway Co., Ltd.                                                        | Odakyu Electric Railway Co., Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         900 | NS      | $11656.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                             | Zimmer Biomet Holdings, Inc.                                                             | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        3198 | NS      | $407745.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitbread PLC                                                                            | Whitbread PLC                                                                            | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |         462 | NS      | $14449.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corporation                                                                     | Shimadzu Corporation                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         600 | NS      | $16985.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Company Limited                                                                | Sino Land Company Limited                                                                | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |        6000 | NS      | $7493.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                        | Aircastle Limited                                                                        | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |      376000 | PA      | $354594.32    | 0.03%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                    | Alabama Power Company                                                                    | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      333000 | PA      | $318002.41    | 0.03%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sandvik Aktiebolag                                                                       | Sandvik Aktiebolag                                                                       | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |        2281 | NS      | $41223.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSMTH of the Kingdom Of Sweden                                                           | OSMTH of the Kingdom Of Sweden                                                           | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     1525000 | PA      | $144779.90    | 0.01%             | 2032-06-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                                                        | Taylor Wimpey PLC                                                                        | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |        7510 | NS      | $9297.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      943000 | PA      | $925055.85    | 0.09%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                                 | Toyota Motor Corporation                                                                 | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |       26200 | NS      | $356659.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Progressive Corporation                                                              | The Progressive Corporation                                                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       44476 | NS      | $5768981.96   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Evraz PLC                                                                                | Evraz PLC                                                                                | CUSIP: N/A<br>LEI: 5493005B7DAN39RXLK23       | Long             | EC               | CORP              | GB        |        1158 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kyushu Railway Company                                                                   | Kyushu Railway Company                                                                   | CUSIP: N/A<br>LEI: 5299002CCI6HLWAN3K50       | Long             | EC               | CORP              | JP        |         200 | NS      | $4433.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                        | Canadian National Railway Company                                                        | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       11842 | NS      | $1406696.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                                      | FMG Resources (August 2006) Pty Ltd                                                      | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | US        |      149000 | PA      | $138026.78    | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tesla Inc.                                                                               | Tesla Inc.                                                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       18201 | NS      | $2241999.18   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                                                                             | VMware, Inc.                                                                             | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      524000 | PA      | $506491.12    | 0.05%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2742000 | PA      | $2666721.63   | 0.26%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   812000000 | PA      | $6150386.47   | 0.60%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                     | Meta Platforms, Inc.                                                                     | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      538000 | PA      | $501416.06    | 0.05%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BT Group PLC                                                                             | BT Group PLC                                                                             | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |       14587 | NS      | $19849.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glodon Company Limited                                                                   | Glodon Company Limited                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       17900 | NS      | $154229.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   344900000 | PA      | $2134600.92   | 0.21%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                                       | Aktiebolaget Volvo                                                                       | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      260899 | NS      | $4715314.61   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Limited                                                            | Treasury Wine Estates Limited                                                            | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |        1485 | NS      | $13758.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                      | Fifth Third Bancorp                                                                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       13600 | NS      | $446216.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                      | Fifth Third Bancorp                                                                      | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      345000 | PA      | $329295.19    | 0.03%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                     | ENEOS Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |        6500 | NS      | $22185.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                          | Rolls-Royce PLC                                                                          | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | EC               | CORP              | GB        |       17493 | NS      | $19818.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group Limited                                                                    | Vodacom Group Limited                                                                    | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |       36755 | NS      | $266116.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                        | Compass Group PLC                                                                        | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |        3733 | NS      | $87222.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2583000 | PA      | $2667819.08   | 0.26%             | 2026-04-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   218050000 | PA      | $1606349.30   | 0.16%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Umicore                                                                                  | Umicore                                                                                  | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |         427 | NS      | $15761.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The State of Qatar                                                                       | The State of Qatar                                                                       | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | US        |     1180000 | PA      | $1143366.90   | 0.11%             | 2025-04-16      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      403000 | PA      | $310448.23    | 0.03%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2055000 | PA      | $2231978.18   | 0.22%             | 2028-10-22      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    13150000 | PA      | $82970.05     | 0.01%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                              | Prosus N.V.                                                                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        2451 | NS      | $169422.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      455000 | PA      | $309732.58    | 0.03%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| The Berkeley Group Holdings PLC                                                          | The Berkeley Group Holdings PLC                                                          | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |         232 | NS      | $10609.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Proya Cosmetics Co.,Ltd.                                                                 | Proya Cosmetics Co.,Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        3580 | NS      | $86040.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   476750000 | PA      | $3637125.90   | 0.36%             | 2024-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      467000 | PA      | $379397.56    | 0.04%             | 2035-07-31      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Changzhou Xingyu Automotive Lighting Systems Co.,Ltd.                                    | Changzhou Xingyu Automotive Lighting Systems Co.,Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        6200 | NS      | $113357.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Kingsoft Office Software Co.,Ltd                                                 | Beijing Kingsoft Office Software Co.,Ltd                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        5772 | NS      | $218876.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co., Ltd.                                           | Inner Mongolia Yili Industrial Group Co., Ltd.                                           | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |      143589 | NS      | $638060.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| The Saudi National Bank                                                                  | The Saudi National Bank                                                                  | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |       35984 | NS      | $485468.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Qiagen N.V.                                                                              | Qiagen N.V.                                                                              | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |         476 | NS      | $24084.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                            | The Goldman Sachs Group, Inc.                                                            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      624000 | PA      | $497276.13    | 0.05%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bouygues                                                                                 | Bouygues                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |         434 | NS      | $13044.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                                                 | Sartorius Stedim Biotech                                                                 | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |          50 | NS      | $16262.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credicorp Ltd.                                                                           | Credicorp Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |        4791 | NS      | $649947.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Poly Developments and Holdings Group Co., Ltd.                                           | Poly Developments and Holdings Group Co., Ltd.                                           | CUSIP: N/A<br>LEI: 300300W9OF1ZRGUDVU96       | Long             | EC               | CORP              | CN        |       47200 | NS      | $102248.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wanhua Chemical Group Co.,Ltd.                                                           | Wanhua Chemical Group Co.,Ltd.                                                           | CUSIP: N/A<br>LEI: 3003002H0G2KDG6CR124       | Long             | EC               | CORP              | CN        |       52100 | NS      | $692731.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Haymon Holdings, LLC                                                                     | Haymon Holdings, LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     3314000 | PA      | $0.03         | 0.00%             | 2024-12-31      | Fixed         | 2.00%                 | Yes           |                  3 | On Loan: No      |
| NARI Technology Co., Ltd.                                                                | NARI Technology Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 3003006IGH1W58MAQM05       | Long             | EC               | CORP              | CN        |       42531 | NS      | $149237.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongwei Co., Ltd.                                                                        | Tongwei Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: 3003009CW4QYMCG0BH89       | Long             | EC               | CORP              | CN        |       22000 | NS      | $121657.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                | Airbus SE                                                                                | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       27715 | NS      | $3305570.32   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal                                                                                  | L'Oreal                                                                                  | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        3087 | NS      | $1106112.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing II LP                                                            | Hertz Vehicle Financing II LP                                                            | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      188000 | PA      | $157516.14    | 0.02%             | 2026-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                             | Honeywell International Inc.                                                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        3915 | NS      | $838984.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil, S.A.                                                         | Industria de Diseno Textil, S.A.                                                         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |        2345 | NS      | $62663.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin                                           | Compagnie Generale des Etablissements Michelin                                           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      114520 | NS      | $3197193.92   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell Incorporated                                                                     | Hubbell Incorporated                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        2559 | NS      | $600546.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                                                              | Telenor ASA                                                                              | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |        1326 | NS      | $12421.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM Societa' Per Azioni                                                            | Banco BPM Societa' Per Azioni                                                            | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |        3119 | NS      | $11148.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                          | Nordea Bank Abp                                                                          | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      251997 | NS      | $2704633.47   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK Kommanditgesellschaft auf Aktien                                                   | MERCK Kommanditgesellschaft auf Aktien                                                   | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |         271 | NS      | $52694.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE Aktiengesellschaft                                                                   | RWE Aktiengesellschaft                                                                   | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       70241 | NS      | $3139903.23   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                                               | Demant A/S                                                                               | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               | CORP              | DK        |         199 | NS      | $5529.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Arteria Limited                                                                    | Atlas Arteria Limited                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        2548 | NS      | $11462.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                      | Kinder Morgan, Inc.                                                                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       23694 | NS      | $428387.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |      363000 | PA      | $314119.15    | 0.03%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance B.V.                                                                | BNP Paribas Issuance B.V.                                                                | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | EC               | CORP              | CN        |        9400 | NS      | $30385.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Housing Development Finance Corporation Limited                                          | Housing Development Finance Corporation Limited                                          | CUSIP: N/A<br>LEI: 335800OX2H9AP7NHLT64       | Long             | EC               | CORP              | IN        |       31307 | NS      | $999024.91    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Limited                                                                    | Computershare Limited                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        1181 | NS      | $21038.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                              | Tokio Marine Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       37500 | NS      | $803178.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Metropolitan Fund Investment Corporation                                           | Japan Metropolitan Fund Investment Corporation                                           | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |          15 | NS      | $11930.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oji Holdings Corporation                                                                 | Oji Holdings Corporation                                                                 | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |        2100 | NS      | $8468.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       77000 | PA      | $70610.30     | 0.01%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mazda Motor Corporation                                                                  | Mazda Motor Corporation                                                                  | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |        1300 | NS      | $9890.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital Corporation                                                       | Outfront Media Capital Corporation                                                       | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       27000 | PA      | $24399.56     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                                      | Owens-Brockway Glass Container Inc.                                                      | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17519.33     | 0.00%             | 2027-05-13      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                            | Owens Corning                                                                            | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      267000 | PA      | $237473.99    | 0.02%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                         | PG&E Corporation                                                                         | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       18905 | NS      | $307395.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PacifiCorp                                                                               | PacifiCorp                                                                               | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      287000 | PA      | $246770.75    | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 69867DAA6<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      327000 | PA      | $319973.80    | 0.03%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lafarge                                                                                  | Lafarge                                                                                  | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        1185 | NS      | $61562.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Swatch Group AG                                                                      | The Swatch Group AG                                                                      | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |          59 | NS      | $16871.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Presidio Holdings, Inc.                                                                  | Presidio Holdings, Inc.                                                                  | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $168786.75    | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                                                                | T. Rowe Price Group, Inc.                                                                | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        2237 | NS      | $243967.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating, LP                                                          | Western Midstream Operating, LP                                                          | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30279.04     | 0.00%             | 2025-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                                          | Westinghouse Air Brake Technologies Corporation                                          | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      343000 | PA      | $329439.50    | 0.03%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                              | Westpac Banking Corporation                                                              | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | US        |      196000 | PA      | $179501.11    | 0.02%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                                     | Schindler Holding AG                                                                     | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EP               | CORP              | CH        |          96 | NS      | $18054.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                                                               | Geberit AG                                                                               | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |          85 | NS      | $40205.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                                                               | ZOZO, Inc.                                                                               | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |         300 | NS      | $7410.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Relx PLC                                                                                 | Relx PLC                                                                                 | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |        4145 | NS      | $114728.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven Group Holdings Limited                                                             | Seven Group Holdings Limited                                                             | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |         327 | NS      | $4668.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                                             | Glencore PLC                                                                             | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |       25310 | NS      | $170818.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   293150000 | PA      | $2471403.71   | 0.24%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Talanx Aktiengesellschaft                                                                | Talanx Aktiengesellschaft                                                                | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |         120 | NS      | $5702.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The British Land Company Public Limited Company                                          | The British Land Company Public Limited Company                                          | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |        2192 | NS      | $10518.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Britannia Industries Ltd                                                                 | Britannia Industries Ltd                                                                 | CUSIP: N/A<br>LEI: 335800RRN5EVHNNAXN80       | Long             | EC               | CORP              | IN        |       10042 | NS      | $523411.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman Inc                                                                | Wuxi Biologics Cayman Inc                                                                | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | KY        |       64000 | NS      | $485517.05    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Diageo PLC                                                                               | Diageo PLC                                                                               | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      181992 | NS      | $8071867.88   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                               | Carrier Global Corporation                                                               | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        8052 | NS      | $332145.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                                                | Tesco PLC                                                                                | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |       15417 | NS      | $41893.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                               | Bundesrepublik Deutschland                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      855000 | PA      | $661275.10    | 0.06%             | 2035-05-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     1094000 | PA      | $1024634.93   | 0.10%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Eldorado Resorts, Inc.                                                                   | Eldorado Resorts, Inc.                                                                   | CUSIP: 28470RAH5<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |      619000 | PA      | $602238.28    | 0.06%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                                           | Exelixis, Inc.                                                                           | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       19787 | NS      | $317383.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                         | Fortune Brands Innovations, Inc.                                                         | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |      151000 | PA      | $130817.13    | 0.01%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                         | Nederlandse Waterschapsbank N.V.                                                         | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | CORP              | GB        |     2570000 | PA      | $2956250.03   | 0.29%             | 2024-12-16      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Amoy Diagnostics Co., Ltd.                                                               | Amoy Diagnostics Co., Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       18300 | NS      | $70164.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                             | Freedom Mortgage Corporation                                                             | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      124000 | PA      | $96866.24     | 0.01%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                     | Glencore Funding LLC                                                                     | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      500000 | PA      | $496709.70    | 0.05%             | 2023-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        5155 | NS      | $511994.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                                                          | Globe Life Inc.                                                                          | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |      275000 | PA      | $218019.81    | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                         | UniCredit S.p.A.                                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |        4226 | NS      | $60268.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance B.V.                                                                | BNP Paribas Issuance B.V.                                                                | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | EC               | CORP              | CN        |        1828 | NS      | $34977.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                                  | Grand Canyon University                                                                  | CUSIP: 38528UAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $28176.17     | 0.00%             | 2024-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      208000 | PA      | $189742.80    | 0.02%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | Skandinaviska Enskilda Banken AB                                                         | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |        3559 | NS      | $41069.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                              | Swedbank AB                                                                              | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |        1916 | NS      | $32614.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                                                                     | Hermes International                                                                     | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |          73 | NS      | $113399.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co., Ltd.                                                                     | SK Telecom Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |        7837 | NS      | $292856.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                                      | Rakuten Group, Inc.                                                                      | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |        2000 | NS      | $8875.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Dai Nippon Printing Co., Ltd.                                                            | Dai Nippon Printing Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |         500 | NS      | $10015.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co.,Ltd                                                             | Daiwa House Industry Co.,Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1500 | NS      | $34449.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koito Manufacturing Co., Ltd.                                                            | Koito Manufacturing Co., Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         600 | NS      | $8938.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group Inc.                                                                        | MISUMI Group Inc.                                                                        | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |         700 | NS      | $14932.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co., Ltd.                                                             | Ono Pharmaceutical Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |        1000 | NS      | $23393.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland Corporation Ltd                                                                | Stockland Corporation Ltd                                                                | CUSIP: N/A<br>LEI: 549300Y8E5TMSOLM7P64       | Long             | EC               | CORP              | AU        |        4991 | NS      | $12343.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Limited                                                                | Spark New Zealand Limited                                                                | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               | CORP              | NZ        |        3852 | NS      | $13213.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co., Ltd.                                                                           | Toho Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |         200 | NS      | $7702.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna Aktiebolag                                                                     | Husqvarna Aktiebolag                                                                     | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Long             | EC               | CORP              | SE        |         854 | NS      | $5991.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Outotec Oyj                                                                        | Metso Outotec Oyj                                                                        | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |        1450 | NS      | $14994.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia, SGPS, S.A.                                                                 | Galp Energia, SGPS, S.A.                                                                 | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |         936 | NS      | $12674.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SalMar ASA                                                                               | SalMar ASA                                                                               | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |         127 | NS      | $5007.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                              | Reckitt Benckiser Group PLC                                                              | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        1539 | NS      | $107167.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corporacion, S.A.                                                          | Red Electrica Corporacion, S.A.                                                          | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |         905 | NS      | $15759.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co., Ltd.                                                         | ASE Technology Holding Co., Ltd.                                                         | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |       95000 | NS      | $288709.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      510000 | PA      | $485639.75    | 0.05%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amoy Diagnostics Co., Ltd.                                                               | Amoy Diagnostics Co., Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        3240 | NS      | $12304.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1103650000 | PA      | $8458681.72   | 0.83%             | 2023-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                                                          | APX Group, Inc.                                                                          | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |      159000 | PA      | $153172.33    | 0.02%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASB Bank Limited                                                                         | ASB Bank Limited                                                                         | CUSIP: 00216LAA1<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | US        |      677000 | PA      | $672855.68    | 0.07%             | 2023-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Scentre Group Limited                                                                    | Scentre Group Limited                                                                    | CUSIP: N/A<br>LEI: 529900TUCASM3W86E831       | Long             | EC               | CORP              | AU        |       10850 | NS      | $21281.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Canada                                                                     | Government of Canada                                                                     | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      291000 | PA      | $190682.37    | 0.02%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                               | Apple Inc.                                                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       54252 | NS      | $7048962.36   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                                                  | Aramark                                                                                  | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       14917 | NS      | $616668.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   681850000 | PA      | $5054387.17   | 0.50%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Dassault Aviation                                                                        | Dassault Aviation                                                                        | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |          52 | NS      | $8842.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners, L.P.                                                                  | Archrock Partners, L.P.                                                                  | CUSIP: 03959KAA8<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      110000 | PA      | $105343.42    | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      617000 | PA      | $565324.54    | 0.06%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc.                                                                          | Blackstone Inc.                                                                          | CUSIP: 09260D107<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | EC               | CORP              | US        |       10065 | NS      | $746722.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |      348000 | PA      | $341090.14    | 0.03%             | 2026-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                                | Boxer Parent Company Inc.                                                                | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |      131000 | PA      | $128477.75    | 0.01%             | 2025-10-02      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                         | Brixmor Operating Partnership LP                                                         | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      130000 | PA      | $116052.13    | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      385000 | PA      | $427139.60    | 0.04%             | 2045-01-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Kinnevik AB                                                                              | Kinnevik AB                                                                              | CUSIP: N/A<br>LEI: 2138006PZH76JOS6MN27       | Long             | EC               | CORP              | SE        |         499 | NS      | $6877.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Resources Finance Co                                                          | Burlington Resources Finance Co                                                          | CUSIP: 12201PAB2<br>LEI: YYGH8OXWLBJ0IQLZFK63 | Long             | DBT              | CORP              | US        |       50000 | PA      | $56666.09     | 0.01%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CDW Finance Corporation                                                                  | CDW Finance Corporation                                                                  | CUSIP: 12513GBF5<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |      335000 | PA      | $284500.59    | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Melrose Holdings Limited                                                                 | Melrose Holdings Limited                                                                 | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |        8477 | NS      | $13933.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Lottery Corporation Limited                                                          | The Lottery Corporation Limited                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        4654 | NS      | $14192.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                               | Caterpillar Financial Services Corporation                                               | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       53000 | PA      | $51701.77     | 0.01%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation                                                            | Magnum Management Corporation                                                            | CUSIP: 150190AF3<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |      119000 | PA      | $117586.52    | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      240000 | PA      | $187344.91    | 0.02%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                           | Var Energi ASA                                                                           | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |         910 | NS      | $3121.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS AG                                                                                   | UBS AG                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | EC               | CORP              | CN        |        7689 | NS      | $101236.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spring Airlines Co., Ltd.                                                                | Spring Airlines Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 300300EPVZRXQONKPM53       | Long             | EC               | CORP              | CN        |       13800 | NS      | $128526.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       57000 | PA      | $54595.97     | 0.01%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| DBS Bank Ltd.                                                                            | DBS Bank Ltd.                                                                            | CUSIP: 23305EN66<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | US        |      700000 | PA      | $699417.46    | 0.07%             | 2023-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane S.p.A.                                                  | Infrastrutture Wireless Italiane S.p.A.                                                  | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |         732 | NS      | $7387.72      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Invesco Ltd.                                                                             | Invesco Ltd.                                                                             | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |        3836 | NS      | $69009.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf, Incorporated                                                            | Diebold Nixdorf, Incorporated                                                            | CUSIP: 253657AA8<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |       73000 | PA      | $50370.00     | 0.00%             | 2025-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| DIRECTV Financing, LLC                                                                   | DIRECTV Financing, LLC                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      443000 | PA      | $397269.53    | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                     | DISH DBS Corporation                                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      551000 | PA      | $464784.68    | 0.05%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                    | Dominion Energy, Inc.                                                                    | CUSIP: 25746UDC0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      551000 | PA      | $550489.22    | 0.05%             | 2023-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Dover Corporation                                                                        | Dover Corporation                                                                        | CUSIP: 26000MN69<br>LEI: 549300FMC2ALGA7N9E80 | Long             | STIV             | CORP              | US        |      500000 | PA      | $499546.05    | 0.05%             | 2023-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                          | EQT Corporation                                                                          | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        4432 | NS      | $149934.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                                                                 | Eastman Chemical Company                                                                 | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       16017 | NS      | $1304424.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eco Material Technologies Inc.                                                           | Eco Material Technologies Inc.                                                           | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      137000 | PA      | $130946.26    | 0.01%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                     | Edison International                                                                     | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        3505 | NS      | $222988.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                                                           | Entegris, Inc.                                                                           | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |        6154 | NS      | $403640.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                                                      | Entergy Corporation                                                                      | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        1875 | NS      | $210937.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                                                                       | EPAM Systems, Inc.                                                                       | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        1225 | NS      | $401481.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                                                  | Exxon Mobil Corporation                                                                  | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      162000 | PA      | $154621.40    | 0.02%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                    | Freeport-McMoRan Inc.                                                                    | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       27772 | NS      | $1055336.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Global LLC                                                                         | Gates Global LLC                                                                         | CUSIP: 36740LAA0<br>LEI: 549300XI79MQJV13DW27 | Long             | DBT              | CORP              | US        |       66000 | PA      | $63648.87     | 0.01%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                     | Genesis Energy, L.P.                                                                     | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4607.17      | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| voestalpine AG                                                                           | voestalpine AG                                                                           | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |         226 | NS      | $6033.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                                  | Bath & Body Works, Inc.                                                                  | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       75000 | PA      | $65744.34     | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                           | Stora Enso Oyj                                                                           | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |        1261 | NS      | $17811.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf Aktiengesellschaft                                                            | Beiersdorf Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |         205 | NS      | $23541.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      569000 | PA      | $507934.68    | 0.05%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                          | Telefonaktiebolaget LM Ericsson                                                          | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |         137 | NS      | $869.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACOM Co., Ltd.                                                                           | ACOM Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1000 | NS      | $2390.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                             | Mondelez International, Inc.                                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        2654 | NS      | $176889.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OBIC Co., Ltd.                                                                           | OBIC Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         100 | NS      | $14692.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC-Mart, Inc.                                                                           | ABC-Mart, Inc.                                                                           | CUSIP: N/A<br>LEI: 353800AXWW4CMTSJWL33       | Long             | EC               | CORP              | JP        |         100 | NS      | $5662.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong And China Gas Company Limited -The-                                            | Hong Kong And China Gas Company Limited -The-                                            | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |       21995 | NS      | $20898.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries, Ltd.                                                          | Kawasaki Heavy Industries, Ltd.                                                          | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |         300 | NS      | $6973.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Holdings Corporation                                                              | Konami Holdings Corporation                                                              | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |         200 | NS      | $9109.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co., Ltd.                                                              | Mitsubishi Estate Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |        2900 | NS      | $37894.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Chemical Corporation                                                              | Nissin Chemical Corporation                                                              | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |         300 | NS      | $13068.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakaku.com, Inc.                                                                         | Kakaku.com, Inc.                                                                         | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |         300 | NS      | $4838.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sharp Corporation                                                                        | Sharp Corporation                                                                        | CUSIP: N/A<br>LEI: 353800YEPK9PD7QO3449       | Long             | EC               | CORP              | JP        |         500 | NS      | $3558.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Sun Hung Kai Properties Limited                                                          | Sun Hung Kai Properties Limited                                                          | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |        3000 | NS      | $40998.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corporation                                                                 | Suzuki Motor Corporation                                                                 | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |        1000 | NS      | $32040.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                             | Takeda Pharmaceutical Co Ltd                                                             | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |        3100 | NS      | $96769.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Advantest Corporation                                                                    | Advantest Corporation                                                                    | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |         400 | NS      | $25652.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                       | Taiwan Semiconductor Manufacturing Company Limited                                       | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      376000 | NS      | $5467678.90   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Plastics Escrow Corporation                                                        | Berry Plastics Escrow Corporation                                                        | CUSIP: 085770AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       38000 | PA      | $37232.29     | 0.00%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                   | Hilton Domestic Operating Company Inc.                                                   | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      119000 | PA      | $117974.50    | 0.01%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                        | Johnson & Johnson                                                                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        3706 | NS      | $654664.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                          | The Estee Lauder Companies Inc.                                                          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        2674 | NS      | $663446.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.P.A.                                                                              | Snam S.P.A.                                                                              | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |        4285 | NS      | $20783.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                                | Rockwell Automation, Inc.                                                                | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         968 | NS      | $249327.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce PLC                                                                          | Rolls-Royce PLC                                                                          | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | US        |      228000 | PA      | $216653.52    | 0.02%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      507000 | PA      | $426559.42    | 0.04%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                                    | Leidos Holdings, Inc.                                                                    | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        1963 | NS      | $206487.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                                                        | Loews Corporation                                                                        | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       13486 | NS      | $786638.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                                     | Royal Bank of Canada                                                                     | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |       51000 | PA      | $41077.90     | 0.00%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                         | Sands China Ltd.                                                                         | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | US        |      394000 | PA      | $362936.80    | 0.04%             | 2026-01-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                           | Synopsys, Inc.                                                                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        2593 | NS      | $827918.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Telesat Canada                                                                           | Telesat Canada                                                                           | CUSIP: 87952VAR7<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | CORP              | US        |       36000 | PA      | $16825.24     | 0.00%             | 2026-12-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Telstra Corp. Ltd                                                                        | Telstra Corp. Ltd                                                                        | CUSIP: 8796V5N47<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | STIV             | CORP              | US        |      500000 | PA      | $499699.15    | 0.05%             | 2023-01-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Temasek Financial (I) Limited                                                            | Temasek Financial (I) Limited                                                            | CUSIP: 87973PBA1<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | US        |     1151000 | PA      | $912870.99    | 0.09%             | 2031-08-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                   | Lowe`s Companies, Inc.                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        3432 | NS      | $683791.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                                                         | Marsh & Mclennan Companies, Inc.                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |         535 | NS      | $88531.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      170000 | PA      | $163286.16    | 0.02%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                                                | Titan Acquisition Limited                                                                | CUSIP: 88827AAA1<br>LEI: 5493003ZDHRVP2N4C109 | Long             | DBT              | CORP              | US        |       78000 | PA      | $70434.57     | 0.01%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | Truist Financial Corporation                                                             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       59911 | NS      | $2577963.01   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wash Multifamily Acquisition Inc.                                                        | Wash Multifamily Acquisition Inc.                                                        | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |      103000 | PA      | $97076.46     | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Maxar Technologies Inc.                                                                  | Maxar Technologies Inc.                                                                  | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |       41000 | PA      | $42691.47     | 0.00%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                        | Merck & Co., Inc.                                                                        | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      527000 | PA      | $505132.19    | 0.05%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                              | Westpac Banking Corporation                                                              | CUSIP: 9612C1UA3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | US        |      500000 | PA      | $486438.90    | 0.05%             | 2023-07-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WestRock Company                                                                         | WestRock Company                                                                         | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |        6133 | NS      | $215636.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                                                     | Weyerhaeuser Company                                                                     | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      185000 | PA      | $204653.33    | 0.02%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                         | Raiffeisen Bank International AG                                                         | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |         277 | NS      | $4579.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl Public Limited Company                                                             | Bunzl Public Limited Company                                                             | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |         788 | NS      | $26322.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEEK Limited                                                                             | SEEK Limited                                                                             | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Long             | EC               | CORP              | AU        |         730 | NS      | $10407.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand                                                                                  | Legrand                                                                                  | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |         558 | NS      | $44865.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage                                                                                  | Eiffage                                                                                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |         164 | NS      | $16182.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                                  | SSAB AB                                                                                  | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |        1300 | NS      | $6790.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon M&A Center Holdings Inc.                                                           | Nihon M&A Center Holdings Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         600 | NS      | $7427.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co., Ltd.                                                                 | Idemitsu Kosan Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |         400 | NS      | $9437.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                               | Symrise AG                                                                               | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |         273 | NS      | $29785.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                                         | Smiths Group PLC                                                                         | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |         774 | NS      | $15026.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                                       | Anglo American PLC                                                                       | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       29861 | NS      | $1164789.21   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                                                             | 3i Group plc                                                                             | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |        2275 | NS      | $37112.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Welcia Holdings Co., Ltd.                                                                | Welcia Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         200 | NS      | $4660.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                                | Gjensidige Forsikring ASA                                                                | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |         391 | NS      | $7691.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chailease Holding Company Limited                                                        | Chailease Holding Company Limited                                                        | CUSIP: N/A<br>LEI: 529900L76E6T0JCM3J27       | Long             | EC               | CORP              | KY        |       56820 | NS      | $399997.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries Public Limited Company                                           | James Hardie Industries Public Limited Company                                           | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |        1000 | NS      | $17990.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet PLC                                                                              | easyJet PLC                                                                              | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |        1336 | NS      | $5285.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      377000 | PA      | $403314.58    | 0.04%             | 2044-01-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| WPP 2012 Limited                                                                         | WPP 2012 Limited                                                                         | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |        2887 | NS      | $28678.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont SA                                                        | Compagnie Financiere Richemont SA                                                        | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        1088 | NS      | $141803.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                                          | Koninklijke Ahold Delhaize N.V.                                                          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |        2187 | NS      | $62986.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Han's Laser Technology Industry Group Co., Ltd.                                          | Han's Laser Technology Industry Group Co., Ltd.                                          | CUSIP: N/A<br>LEI: 300300MZXZR87BGKOZ23       | Long             | EC               | CORP              | CN        |      104146 | NS      | $383252.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel N.V.                                                                          | Akzo Nobel N.V.                                                                          | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |         379 | NS      | $25446.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Canada                                                                     | Government of Canada                                                                     | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2790000 | PA      | $1777460.78   | 0.17%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Limited                                                               | ANZ Group Holdings Limited                                                               | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | EC               | CORP              | AU        |        6251 | NS      | $100574.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                | Commonwealth of Australia                                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      397000 | PA      | $254636.47    | 0.03%             | 2037-04-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Axfood Aktiebolag                                                                        | Axfood Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Long             | EC               | CORP              | SE        |         241 | NS      | $6611.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Limited                                                                          | South32 Limited                                                                          | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |        9527 | NS      | $26371.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                  | Service Public Federal Chancellerie Du Premier Ministre                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      178000 | PA      | $148811.75    | 0.01%             | 2057-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ICICI Prudential Life Insurance Company Limited                                          | ICICI Prudential Life Insurance Company Limited                                          | CUSIP: N/A<br>LEI: 2138006W2MGOSH69C607       | Long             | EC               | CORP              | IN        |       41147 | NS      | $224399.51    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Grifols, S.A.                                                                            | Grifols, S.A.                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |         605 | NS      | $7011.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C. S.p.A.                                                                      | Pirelli & C. S.p.A.                                                                      | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |         601 | NS      | $2584.39      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WiseTech Global Limited                                                                  | WiseTech Global Limited                                                                  | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |         357 | NS      | $12357.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                                         | Delivery Hero SE                                                                         | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |        8513 | NS      | $410752.61    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Methanex Corporation                                                                     | Methanex Corporation                                                                     | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |      106000 | PA      | $98406.67     | 0.01%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Metropolitan Edison Company                                                              | Metropolitan Edison Company                                                              | CUSIP: 591894BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      554000 | PA      | $552149.42    | 0.05%             | 2023-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                       | Metropolitan Life Global Funding I                                                       | CUSIP: 59217GAX7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      580000 | PA      | $579824.09    | 0.06%             | 2023-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Murphy USA Inc.                                                                          | Murphy USA Inc.                                                                          | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |         773 | NS      | $216084.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                                                             | Natera, Inc.                                                                             | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6585 | NS      | $264519.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LG H&H Co., Ltd.                                                                         | LG H&H Co., Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         473 | NS      | $271189.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eclat Textile Corporation Ltd.                                                           | Eclat Textile Corporation Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       25000 | NS      | $402646.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                                           | Public Storage                                                                           | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |         650 | NS      | $182123.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC, Inc.                                                                                | QVC, Inc.                                                                                | CUSIP: 747262AY9<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |      208000 | PA      | $145860.00    | 0.01%             | 2027-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                                              | Qorvo, Inc.                                                                              | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        1653 | NS      | $149827.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                                                    | Quanta Services, Inc.                                                                    | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      273000 | PA      | $225076.08    | 0.02%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Radiate HoldCo, LLC                                                                      | Radiate HoldCo, LLC                                                                      | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |      219000 | PA      | $160952.46    | 0.02%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                                    | Regency Centers, L.P.                                                                    | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |       52000 | PA      | $48061.10     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                                    | Regency Centers, L.P.                                                                    | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41906.86     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                                    | Regency Centers, L.P.                                                                    | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43506.50     | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                          | Regeneron Pharmaceuticals, Inc.                                                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Short            | EC               | CORP              | US        |        -494 | NS      | $-356416.06   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SPA                                                                       | Telecom Italia SPA                                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |       22888 | NS      | $5303.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Telecom Italia SPA                                                                       | Telecom Italia SPA                                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EP               | CORP              | IT        |       13637 | NS      | $3040.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                                     | Royal Bank of Canada                                                                     | CUSIP: 78015K7G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |     1224000 | PA      | $1211760.00   | 0.12%             | 2023-04-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TCI Communications, Inc.                                                                 | TCI Communications, Inc.                                                                 | CUSIP: 872287AL1<br>LEI: 549300PBDHO6M483PB82 | Long             | DBT              | CORP              | US        |      454000 | PA      | $495581.63    | 0.05%             | 2028-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5634.33      | 0.00%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Proximus                                                                                 | Proximus                                                                                 | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |         326 | NS      | $3142.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Staat der Nederlanden                                                                    | Staat der Nederlanden                                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      635000 | PA      | $756681.48    | 0.07%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                          | London Stock Exchange Group PLC                                                          | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |         720 | NS      | $62318.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc.                                                                                 | TIS Inc.                                                                                 | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |         500 | NS      | $13154.32     | 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        |        1200 | NS      | $38384.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| EDP Renovaveis, S.A.                                                                     | EDP Renovaveis, S.A.                                                                     | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |         434 | NS      | $9571.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisho Pharmaceutical Holdings Co., Ltd.                                                 | Taisho Pharmaceutical Holdings Co., Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         100 | NS      | $4389.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    96600000 | PA      | $854148.92    | 0.08%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                                        | AIA Group Limited                                                                        | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      395000 | NS      | $4356609.85   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang SUPCON Technology Co., Ltd.                                                     | Zhejiang SUPCON Technology Co., Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        5400 | NS      | $70527.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexia Credit Local                                                                       | Dexia Credit Local                                                                       | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | GB        |      700000 | PA      | $779063.16    | 0.08%             | 2024-12-11      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                                     | Analog Devices, Inc.                                                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       29125 | NS      | $4777373.75   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                                                     | Baker Hughes Company                                                                     | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       83234 | NS      | $2457900.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                                                            | Boston Scientific Corporation                                                            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      124219 | NS      | $5747613.13   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corporation                                                                | CNA Financial Corporation                                                                | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |        3415 | NS      | $144386.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                                 | A.P. Moller - Maersk A/S                                                                 | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          12 | NS      | $27067.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iStar Inc.                                                                               | iStar Inc.                                                                               | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |      163000 | PA      | $160017.51    | 0.02%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                          | Intercontinental Exchange, Inc.                                                          | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37691.22     | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                     | Henkel AG & Co. KGaA                                                                     | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |         372 | NS      | $25891.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                          | Telefonaktiebolaget LM Ericsson                                                          | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |        6422 | NS      | $37592.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Dainippon Pharma Co., Ltd.                                                      | Sumitomo Dainippon Pharma Co., Ltd.                                                      | CUSIP: N/A<br>LEI: 529900D60UKVYLJ2OJ79       | Long             | EC               | CORP              | JP        |         500 | NS      | $3774.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Company                                                               | East Japan Railway Company                                                               | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |         800 | NS      | $45580.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                             | NetApp, Inc.                                                                             | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      290000 | PA      | $238322.52    | 0.02%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                            | Netflix, Inc.                                                                            | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       91000 | PA      | $87116.99     | 0.01%             | 2025-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co., Ltd.                                                 | Hitachi Construction Machinery Co., Ltd.                                                 | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Long             | EC               | CORP              | JP        |         200 | NS      | $4464.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO Limited                                                                              | IGO Limited                                                                              | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Long             | EC               | CORP              | AU        |        1387 | NS      | $12772.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings                                                                    | Capitec Bank Holdings                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |        4379 | NS      | $479415.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                                                       | Japan Tobacco Inc.                                                                       | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |        2200 | NS      | $44415.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Keio Corporation                                                                         | Keio Corporation                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         300 | NS      | $10976.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                       | Newell Brands Inc.                                                                       | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       86000 | PA      | $85355.00     | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NewMarket Corporation                                                                    | NewMarket Corporation                                                                    | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |      210000 | PA      | $164202.09    | 0.02%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                               | Northern Trust Corporation                                                               | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        3267 | NS      | $289096.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                                             | Northrop Grumman Corporation                                                             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         546 | NS      | $297903.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Century Corporation                                                                | Tokyo Century Corporation                                                                | CUSIP: N/A<br>LEI: 35380096ZLHOF84DXR74       | Long             | EC               | CORP              | JP        |         100 | NS      | $3363.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Limited                                                                           | Santos Limited                                                                           | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |        6958 | NS      | $34500.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co., Ltd.                                                                          | Secom Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |         400 | NS      | $22790.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                               | Vonovia SE                                                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |        1664 | NS      | $39292.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danmarks Nationalbank                                                                    | Danmarks Nationalbank                                                                    | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     1223000 | PA      | $158200.58    | 0.02%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co., Ltd.                                                               | Sekisui Chemical Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |         800 | NS      | $11157.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line, Inc.                                                          | Old Dominion Freight Line, Inc.                                                          | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        1296 | NS      | $367778.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                                                                 | Palo Alto Networks, Inc.                                                                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        6514 | NS      | $908963.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yakult Honsha Co., Ltd.                                                                  | Yakult Honsha Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |         400 | NS      | $26038.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                                            | Alfa Laval AB                                                                            | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |         615 | NS      | $17776.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                               | Select Medical Corporation                                                               | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      146000 | PA      | $139144.38    | 0.01%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                            | Sempra Energy                                                                            | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       51000 | PA      | $47347.07     | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                           | 7-Eleven, Inc.                                                                           | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      293000 | PA      | $291350.43    | 0.03%             | 2023-02-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                         | Shell International Finance B.V.                                                         | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | US        |      539000 | PA      | $508144.35    | 0.05%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                     | Sirius XM Radio Inc.                                                                     | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      232000 | PA      | $205987.25    | 0.02%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                   | Southwest Airlines Co.                                                                   | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      127000 | PA      | $116534.01    | 0.01%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                | Union Pacific Corporation                                                                | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       19828 | NS      | $4105783.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                 | W. R. Grace Holdings LLC                                                                 | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8000 | PA      | $6472.12      | 0.00%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                         | Xcel Energy Inc.                                                                         | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        6291 | NS      | $441062.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                                                | Neste Oyj                                                                                | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |         886 | NS      | $40923.27     | 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        |         112 | NS      | $24243.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals Public Limited Company                                             | Hikma Pharmaceuticals Public Limited Company                                             | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |         407 | NS      | $7685.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hangzhou Tigermed Consulting Co., Ltd                                                    | Hangzhou Tigermed Consulting Co., Ltd                                                    | CUSIP: N/A<br>LEI: 300300CP4N8WDF6DOO67       | Long             | EC               | CORP              | CN        |        8400 | NS      | $125993.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hefei Meyer Optoelectronic Technology Inc.                                               | Hefei Meyer Optoelectronic Technology Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       29060 | NS      | $99955.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Haid Group Co., Ltd.                                                           | Guangdong Haid Group Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 300300Y7LIHH4R4TWD50       | Long             | EC               | CORP              | CN        |       12202 | NS      | $108273.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group, Ltd.                                                          | Concordia Financial Group, Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2500 | NS      | $10463.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDP Education Limited                                                                    | IDP Education Limited                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         430 | NS      | $7960.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                           | AutoZone, Inc.                                                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         215 | NS      | $530228.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Weir Group PLC(The)                                                                      | Weir Group PLC(The)                                                                      | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |         607 | NS      | $12322.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                    | Delta Air Lines, Inc.                                                                    | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       11036 | NS      | $362642.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                                                             | DexCom, Inc.                                                                             | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        7006 | NS      | $793359.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                                                           | Hilton Worldwide Holdings Inc.                                                           | CUSIP: 43300A203<br>LEI: 549300406TN7EY0NPH20 | Long             | EC               | CORP              | US        |        6395 | NS      | $808072.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Point Capital Inc.                                                                  | Home Point Capital Inc.                                                                  | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |      114000 | PA      | $77926.85     | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                        | Intel Corporation                                                                        | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      362000 | PA      | $335416.42    | 0.03%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                        | Intel Corporation                                                                        | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      168000 | PA      | $163756.17    | 0.02%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                                    | Keurig Dr Pepper Inc.                                                                    | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        9221 | NS      | $328820.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                       | Mitsubishi UFJ Financial Group Inc                                                       | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |      207000 | PA      | $193855.77    | 0.02%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                                                          | NCR Corporation                                                                          | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6864.36      | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |       70000 | PA      | $55094.52     | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NMG Holding Company, Inc.                                                                | NMG Holding Company, Inc.                                                                | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      131000 | PA      | $123211.41    | 0.01%             | 2026-04-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Ltd                                                                    | Nabors Industries Ltd                                                                    | CUSIP: 629571AA8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      119000 | PA      | $112650.67    | 0.01%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corporation Limited                                           | Fisher & Paykel Healthcare Corporation Limited                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |        1188 | NS      | $16986.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corporation                                                            | Yokogawa Electric Corporation                                                            | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |         500 | NS      | $7930.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adevinta ASA                                                                             | Adevinta ASA                                                                             | CUSIP: N/A<br>LEI: 529900W8V3YLHRSZH763       | Long             | EC               | CORP              | NO        |         552 | NS      | $3716.73      | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nexi S.p.A.                                                                              | Nexi S.p.A.                                                                              | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |        1753 | NS      | $13867.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                                              | Parker-Hannifin Corporation                                                              | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        1275 | NS      | $371025.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris S.A.                                                                             | Tenaris S.A.                                                                             | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |         963 | NS      | $16906.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectra Energy Partners, LP                                                              | Spectra Energy Partners, LP                                                              | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |       51000 | PA      | $50568.95     | 0.00%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                              | Onemain Finance Corporation                                                              | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9508.19      | 0.00%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                              | Onemain Finance Corporation                                                              | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      458000 | PA      | $443008.11    | 0.04%             | 2024-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                                 | Spirit AeroSystems, Inc.                                                                 | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      321000 | PA      | $317212.02    | 0.03%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Koztarsasagi Elnoki Hivatal                                                              | Koztarsasagi Elnoki Hivatal                                                              | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      257000 | PA      | $202474.91    | 0.02%             | 2028-09-21      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Dongguan Yiheda Automation Co.,Ltd.                                                      | Dongguan Yiheda Automation Co.,Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        1000 | NS      | $9444.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprint Corporation                                                                       | Sprint Corporation                                                                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      185000 | PA      | $194677.14    | 0.02%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                              | Block, Inc.                                                                              | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      183000 | PA      | $163572.42    | 0.02%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      387000 | PA      | $382711.71    | 0.04%             | 2027-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| SKSHU Paint Co., Ltd.                                                                    | SKSHU Paint Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       34860 | NS      | $568869.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage, LLC                                                           | United Wholesale Mortgage, LLC                                                           | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      157000 | PA      | $135016.91    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      483000 | PA      | $472441.62    | 0.05%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Petronet LNG Limited                                                                     | Petronet LNG Limited                                                                     | CUSIP: N/A<br>LEI: 335800KIIKNA7GRD9351       | Long             | EC               | CORP              | IN        |      141731 | NS      | $369305.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | DE        |      262000 | PA      | $343509.87    | 0.03%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ping An Insurance (Group) Co of China Ltd                                                | Ping An Insurance (Group) Co of China Ltd                                                | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |      124500 | NS      | $817011.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                                        | Admiral Group PLC                                                                        | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |         641 | NS      | $16575.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie                                                                                    | Engie                                                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |        3870 | NS      | $55532.88     | 0.01%             |  |  |  | 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        |        1700 | NS      | $72976.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                               | Bandai Namco Holdings Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         500 | NS      | $31438.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      370000 | PA      | $366747.39    | 0.04%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                | Commonwealth of Australia                                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      236000 | PA      | $92955.35     | 0.01%             | 2051-06-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GSK PLC                                                                                  | GSK PLC                                                                                  | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |        8378 | NS      | $146030.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                        | Crown Castle Inc.                                                                        | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      158000 | PA      | $147082.15    | 0.01%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Earthstone Energy Holdings, LLC                                                          | Earthstone Energy Holdings, LLC                                                          | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |      188000 | PA      | $179245.04    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                                | eBay Inc.                                                                                | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      417000 | PA      | $428543.02    | 0.04%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                      | Expedia Group, Inc.                                                                      | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |       53000 | PA      | $44895.38     | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Export-Import Bank of Korea                                                          | The Export-Import Bank of Korea                                                          | CUSIP: 302154CC1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $979830.60    | 0.10%             | 2026-05-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| The Export-Import Bank of Korea                                                          | The Export-Import Bank of Korea                                                          | CUSIP: 302154DC0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | US        |     1618000 | PA      | $1442176.79   | 0.14%             | 2025-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                                | Export Development Canada                                                                | CUSIP: 30215HPH7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | STIV             | CORP              | US        |     1400000 | PA      | $1391451.88   | 0.14%             | 2023-02-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                                | Export Development Canada                                                                | CUSIP: 30215HQ29<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | STIV             | CORP              | US        |     1000000 | PA      | $992135.80    | 0.10%             | 2023-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Intertek Group Plc                                                                       | Intertek Group Plc                                                                       | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |         377 | NS      | $18629.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                                                       | Burberry Group PLC                                                                       | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |         847 | NS      | $20814.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                                 | Next PLC                                                                                 | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |         303 | NS      | $21323.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen AB (publ)                                                          | L E Lundbergforetagen AB (publ)                                                          | CUSIP: N/A<br>LEI: 529900BPSFZS6O3A9R04       | Long             | EC               | CORP              | SE        |         145 | NS      | $6185.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                                                               | Vivendi SE                                                                               | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |        1691 | NS      | $16167.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                                   | SAP SE                                                                                   | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        2285 | NS      | $236567.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                                | Korea Electric Power Corp                                                                | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | US        |      755000 | PA      | $661344.03    | 0.06%             | 2026-01-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Limited                                                         | Jardine Cycle & Carriage Limited                                                         | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               | CORP              | SG        |         200 | NS      | $4271.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Australian Pipeline Trust                                                                | Australian Pipeline Trust                                                                | CUSIP: N/A<br>LEI: 549300T9RBSX164T8H40       | Long             | EC               | CORP              | AU        |        2428 | NS      | $17732.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                                              | Daiwa Securities Group Inc.                                                              | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |        3000 | NS      | $13266.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Limited                                                               | Aristocrat Leisure Limited                                                               | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |        1368 | NS      | $28355.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Company, Ltd                                                              | Kirin Holdings Company, Ltd                                                              | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |        1800 | NS      | $27426.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| SCSK Corporation                                                                         | SCSK Corporation                                                                         | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |         100 | NS      | $1514.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corporation                                                                          | TDK Corporation                                                                          | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |         800 | NS      | $26206.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co.,Ltd.                                                                       | Tokyo Gas Co.,Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |         900 | NS      | $17699.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corporation                                                                     | Unicharm Corporation                                                                     | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |         900 | NS      | $34520.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                                        | Sonova Holding AG                                                                        | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |         109 | NS      | $25921.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                              | United Parcel Service, Inc.                                                              | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46536.69     | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   217650000 | PA      | $1785579.11   | 0.18%             | 2026-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      299000 | PA      | $382586.28    | 0.04%             | 2042-12-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hargreaves Lansdown PLC                                                                  | Hargreaves Lansdown PLC                                                                  | CUSIP: N/A<br>LEI: 2138008ZCE93ZDSESG90       | Long             | EC               | CORP              | GB        |         825 | NS      | $8604.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola, Sociedad Anonima                                                              | Iberdrola, Sociedad Anonima                                                              | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      109245 | NS      | $1278461.97   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Oppein Home Group Inc.                                                                   | Oppein Home Group Inc.                                                                   | CUSIP: N/A<br>LEI: 6556007044PK3S44WF71       | Long             | EC               | CORP              | CN        |        6700 | NS      | $116738.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                  | Service Public Federal Chancellerie Du Premier Ministre                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      681000 | PA      | $655225.59    | 0.06%             | 2028-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      216000 | PA      | $186108.99    | 0.02%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Development Bank of Japan Inc.                                                           | Development Bank of Japan Inc.                                                           | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              | CORP              | JP        |      960000 | PA      | $956509.14    | 0.09%             | 2025-10-10      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Government of Canada                                                                     | Government of Canada                                                                     | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      465000 | PA      | $242795.94    | 0.02%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes                                                                        | Dassault Systemes                                                                        | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        1449 | NS      | $52124.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |       10576 | NS      | $34149.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azelis Group                                                                             | Azelis Group                                                                             | CUSIP: N/A<br>LEI: 699400M9RRMTV264FM70       | Long             | EC               | CORP              | BE        |         165 | NS      | $4702.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zwsoft Co., Ltd.(Guangzhou)                                                              | Zwsoft Co., Ltd.(Guangzhou)                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        2249 | NS      | $62944.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon Aktiebolag                                                                       | Hexagon Aktiebolag                                                                       | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |        4448 | NS      | $46681.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                               | Bundesrepublik Deutschland                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     3370000 | PA      | $3118862.60   | 0.31%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Siam Commercial Bank Public Company Limited                                              | Siam Commercial Bank Public Company Limited                                              | CUSIP: N/A<br>LEI: 54930068OELHUBHH1U03       | Long             | EC               | CORP              | TH        |      173000 | NS      | $533745.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                   | UBS AG                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | EC               | CORP              | CN        |       37100 | NS      | $119925.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      425000 | PA      | $386277.69    | 0.04%             | 2037-09-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                              | Axalta Coating Systems Ltd.                                                              | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |       12598 | NS      | $320871.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                                                          | Genpact Limited                                                                          | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |        6468 | NS      | $299597.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                                                          | Medtronic, Inc.                                                                          | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |        2507 | NS      | $194844.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AA5<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      351000 | PA      | $321877.25    | 0.03%             | 2026-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                            | Alnylam Pharmaceuticals, Inc.                                                            | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        3318 | NS      | $788522.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                            | Alphabet Inc.                                                                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       40067 | NS      | $3555144.91   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Partners LP                                                             | Antero Midstream Partners LP                                                             | CUSIP: 03690EAA6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      247000 | PA      | $250819.63    | 0.02%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                                                | Appalachian Power Company                                                                | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      190000 | PA      | $156399.91    | 0.02%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                                                | Appalachian Power Company                                                                | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |       51000 | PA      | $47709.64     | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      503000 | PA      | $456500.09    | 0.04%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corporation                                                            | Chesapeake Energy Corporation                                                            | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      110000 | PA      | $106177.92    | 0.01%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                        | Choice Hotels International, Inc.                                                        | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      238000 | PA      | $208044.46    | 0.02%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement-VE                                                                  | Veolia Environnement-VE                                                                  | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |        1377 | NS      | $35525.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adidas AG                                                                                | Adidas AG                                                                                | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        4255 | NS      | $582734.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      844000 | PA      | $813392.26    | 0.08%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                                 | HP, Inc.                                                                                 | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      266000 | PA      | $207924.33    | 0.02%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Huhtamaki Oyj                                                                            | Huhtamaki Oyj                                                                            | CUSIP: N/A<br>LEI: 5493007050SJVMXN6L29       | Long             | EC               | CORP              | FI        |         198 | NS      | $6799.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                                                | Kesko Oyj                                                                                | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |         563 | NS      | $12465.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bollore SE                                                                               | Bollore SE                                                                               | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |        1883 | NS      | $10533.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schibsted ASA                                                                            | Schibsted ASA                                                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        |         120 | NS      | $2282.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina                                                                                   | Sofina                                                                                   | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |          32 | NS      | $7081.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Trelleborg AB                                                                            | Trelleborg AB                                                                            | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |         500 | NS      | $11543.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                                    | Las Vegas Sands Corp.                                                                    | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45138.00     | 0.00%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                         | Amazon.com, Inc.                                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      177319 | NS      | $14894796.00  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                         | Amazon.com, Inc.                                                                         | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      504000 | PA      | $501052.36    | 0.05%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Logan Merger Sub, Inc.                                                                   | Logan Merger Sub, Inc.                                                                   | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      196000 | PA      | $105791.03    | 0.01%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| A2a S.P.A.                                                                               | A2a S.P.A.                                                                               | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |        1603 | NS      | $2141.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                           | Assurant, Inc.                                                                           | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      356000 | PA      | $341426.86    | 0.03%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                          | Australia and New Zealand Banking Group Limited                                          | CUSIP: 05253CWC6<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | US        |      673000 | PA      | $647618.68    | 0.06%             | 2023-09-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                          | Australia and New Zealand Banking Group Limited                                          | CUSIP: 05253CYN0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | US        |      744000 | PA      | $707417.15    | 0.07%             | 2023-11-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                          | Australia and New Zealand Banking Group Limited                                          | CUSIP: 05253CZF6<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | US        |      686000 | PA      | $649657.23    | 0.06%             | 2023-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | Banco Bilbao Vizcaya Argentaria, S.A.                                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       12606 | NS      | $76187.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering                                                                                   | Kering                                                                                   | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |         152 | NS      | $77692.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon Public Limited Company                                                         | Persimmon Public Limited Company                                                         | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |         658 | NS      | $9722.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                    | Cheniere Energy, Inc.                                                                    | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        4695 | NS      | $704062.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Limited                                                                  | Macquarie Group Limited                                                                  | CUSIP: 55607LYF5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | STIV             | CORP              | US        |      900000 | PA      | $855999.36    | 0.08%             | 2023-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Acciona,S.A.                                                                             | Acciona,S.A.                                                                             | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |          51 | NS      | $9394.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs Incorporated                                                             | Churchill Downs Incorporated                                                             | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      142000 | PA      | $135164.98    | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Limited                                                                        | HDFC Bank Limited                                                                        | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       84314 | NS      | $5767920.74   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortum Oyj                                                                               | Fortum Oyj                                                                               | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |         896 | NS      | $14935.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc.                                                                               | Canon Inc.                                                                               | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |        2200 | NS      | $47482.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Intesa Sanpaolo SPA                                                                      | Intesa Sanpaolo SPA                                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |       36411 | NS      | $81011.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                                 | A.P. Moller - Maersk A/S                                                                 | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |           6 | NS      | $13320.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corporation                                                                        | NAVER Corporation                                                                        | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |        2461 | NS      | $348410.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui O.S.K. Lines, Ltd.                                                                | Mitsui O.S.K. Lines, Ltd.                                                                | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |         700 | NS      | $17488.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Publicis Groupe SA                                                                       | Publicis Groupe SA                                                                       | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |         486 | NS      | $30998.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                   | Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                   | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |         292 | NS      | $95358.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co., Ltd.                                                                       | Nintendo Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        2500 | NS      | $104803.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corporation                                                                         | ORIX Corporation                                                                         | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |        2600 | NS      | $41630.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incitec Pivot Limited                                                                    | Incitec Pivot Limited                                                                    | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | EC               | CORP              | AU        |        3997 | NS      | $10249.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                                                       | Teva Pharmaceutical Industries Ltd                                                       | CUSIP: N/A<br>LEI: 549300BAFGM4RC74ZJ94       | Long             | EC               | CORP              | IL        |        2322 | NS      | $21383.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corporation                                                                       | Ameren Corporation                                                                       | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        5702 | NS      | $507021.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                                                  | Saab AB                                                                                  | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |         167 | NS      | $6584.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki - Spolka Akcyjna                                                 | Bank Polska Kasa Opieki - Spolka Akcyjna                                                 | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |         362 | NS      | $7194.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                               | BCPE Empire Holdings, Inc.                                                               | CUSIP: 05552VAA0<br>LEI: 254900WAPTMZOCP01B52 | Long             | DBT              | CORP              | US        |       22000 | PA      | $19736.71     | 0.00%             | 2027-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                                     | BPCE                                                                                     | CUSIP: 05571CT68<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | US        |     1000000 | PA      | $977811.40    | 0.10%             | 2023-06-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Asahi Kasei Corporation                                                                  | Asahi Kasei Corporation                                                                  | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |        2900 | NS      | $20623.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of Kyoto, Ltd.                                                                  | The Bank of Kyoto, Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300LRPVT8N6FNFC04       | Long             | EC               | CORP              | JP        |         100 | NS      | $4447.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corporation Limited                                                              | Venture Corporation Limited                                                              | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |         200 | NS      | $2546.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                     | United Rentals (North America), Inc.                                                     | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4737.55      | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baffinland Iron Mines Corporation                                                        | Baffinland Iron Mines Corporation                                                        | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       69000 | PA      | $65472.18     | 0.01%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                         | Ball Corporation                                                                         | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      184000 | PA      | $178877.03    | 0.02%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                                                               | Fortescue Metals Group Ltd                                                               | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |        3536 | NS      | $49417.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Limited                                                           | Harvey Norman Holdings Limited                                                           | CUSIP: N/A<br>LEI: 529900ONRWOF42PYKU59       | Long             | EC               | CORP              | AU        |        1355 | NS      | $3810.05      | 0.00%             |  |  |  | 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        |         100 | NS      | $10244.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                                                                       | Elbit Systems Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |          52 | NS      | $8483.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46687.70     | 0.00%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                        | Barclays Bank PLC                                                                        | CUSIP: 06742T3C8<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | US        |      691000 | PA      | $692604.16    | 0.07%             | 2023-12-07      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                      | Vertex Pharmaceuticals Incorporated                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1780 | NS      | $514028.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Kappa Funding Designated Activity Company                                        | Smurfit Kappa Funding Designated Activity Company                                        | CUSIP: N/A<br>LEI: 635400CPLP8H5ITDVT56       | Long             | EC               | CORP              | IE        |         544 | NS      | $20407.09     | 0.00%             |  |  |  | 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        |        2900 | NS      | $116493.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals, Inc.                                                                   | Mitsui Chemicals, Inc.                                                                   | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |         400 | NS      | $8968.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |       27000 | PA      | $13159.86     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | Marriott International, Inc.                                                             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       32585 | NS      | $4851580.65   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                                                                 | Marvell Technology, Inc.                                                                 | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10427 | NS      | $386216.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                          | Mohegan Tribal Gaming Authority                                                          | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |      222000 | PA      | $205893.36    | 0.02%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nitto Denko Corporation                                                                  | Nitto Denko Corporation                                                                  | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |         300 | NS      | $17319.43     | 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        |         500 | NS      | $72663.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                                     | Sompo Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |         900 | NS      | $39928.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Residence Investment Corp.                                                       | Advance Residence Investment Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |           2 | NS      | $5156.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB, Inc.                                                                            | MongoDB, Inc.                                                                            | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        2140 | NS      | $421237.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moss Creek Resources Holdings, Inc.                                                      | Moss Creek Resources Holdings, Inc.                                                      | CUSIP: 61965RAB1<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |       71000 | PA      | $67939.31     | 0.01%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                               | Phoenix Group Holdings PLC                                                               | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |        2047 | NS      | $15108.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Staat der Nederlanden                                                                    | Staat der Nederlanden                                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      910000 | PA      | $763798.90    | 0.08%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Shimano Inc.                                                                             | Shimano Inc.                                                                             | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |         200 | NS      | $31437.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Company, Limited                                                                | Shiseido Company, Limited                                                                | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |         800 | NS      | $39124.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      222000 | PA      | $190121.02    | 0.02%             | 2024-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co., Ltd.                                                           | Square Enix Holdings Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |         200 | NS      | $9301.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Province of Alberta, Government of                                                   | The Province of Alberta, Government of                                                   | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       40000 | PA      | $28044.02     | 0.00%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   314350000 | PA      | $2341816.48   | 0.23%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Toyota Industries Corporation                                                            | Toyota Industries Corporation                                                            | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |         400 | NS      | $21766.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Company                                                                   | Tractor Supply Company                                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        2979 | NS      | $670185.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                                               | Boliden AB                                                                               | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |         570 | NS      | $21446.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                                            | NetEase, Inc.                                                                            | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |       46700 | NS      | $678225.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co., Ltd.                                                                 | Fast Retailing Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |         100 | NS      | $61044.73     | 0.01%             |  |  |  | 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        |      116000 | NS      | $782913.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                             | U.S. Bancorp                                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       23292 | NS      | $1015764.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                              | United Parcel Service, Inc.                                                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       24517 | NS      | $4262035.28   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| New World Development Company Limited                                                    | New World Development Company Limited                                                    | CUSIP: N/A<br>LEI: 2549008GWMWXTIRL4S48       | Long             | EC               | CORP              | HK        |        3250 | NS      | $9140.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano N.V.                                                               | Davide Campari-Milano N.V.                                                               | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |        1256 | NS      | $12777.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KIA Corporation                                                                          | KIA Corporation                                                                          | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        7475 | NS      | $350947.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shinyaku Co., Ltd.                                                                | Nippon Shinyaku Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         100 | NS      | $5672.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhuzhou CRRC Times Electric Co., Ltd.                                                    | Zhuzhou CRRC Times Electric Co., Ltd.                                                    | CUSIP: N/A<br>LEI: 529900PLNH7NQLN00B53       | Long             | EC               | CORP              | CN        |        6700 | NS      | $33144.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDENRED                                                                                  | EDENRED                                                                                  | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |         513 | NS      | $28000.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance (Group) Co of China Ltd                                                | Ping An Insurance (Group) Co of China Ltd                                                | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |       38900 | NS      | $262118.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co., Ltd.                                                                | Kweichow Moutai Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        1200 | NS      | $297060.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corporation                                                                        | Nidec Corporation                                                                        | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |        1100 | NS      | $56876.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie De Saint-Gobain                                                                | Compagnie De Saint-Gobain                                                                | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |        1079 | NS      | $52949.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    90550000 | PA      | $475180.51    | 0.05%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Asymchem Laboratories (Tianjin) Co., Ltd.                                                | Asymchem Laboratories (Tianjin) Co., Ltd.                                                | CUSIP: N/A<br>LEI: 8368002CY8G4Q85YRQ60       | Long             | EC               | CORP              | CN        |        1220 | NS      | $25882.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Yangtze Power Co., Ltd.                                                            | China Yangtze Power Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 3003008VX8JFJXA6QP74       | Long             | EC               | CORP              | CN        |      151800 | NS      | $457796.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   153950000 | PA      | $1166238.11   | 0.11%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Issuer Inc.                                                               | Reynolds Group Issuer Inc.                                                               | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      226000 | PA      | $200658.26    | 0.02%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corporation                                                                     | Rite Aid Corporation                                                                     | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |       17000 | PA      | $8952.98      | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      330000 | PA      | $220022.87    | 0.02%             | 2071-10-22      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Seibu Holdings Inc.                                                                      | Seibu Holdings Inc.                                                                      | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Long             | EC               | CORP              | JP        |         600 | NS      | $6565.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | EC               | CORP              | JP        |   197100000 | PA      | $1502382.89   | 0.15%             | 2023-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hl Mando Corporation                                                                     | Hl Mando Corporation                                                                     | CUSIP: N/A<br>LEI: 988400P5GM9DGVVOJQ79       | Long             | EC               | CORP              | KR        |        9987 | NS      | $318700.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      491000 | PA      | $399425.47    | 0.04%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | Royal Bank of Canada                                                                     | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |       94000 | PA      | $91514.64     | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      281000 | PA      | $154371.67    | 0.02%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WH Group Limited                                                                         | WH Group Limited                                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |       16940 | NS      | $9833.88      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bunge Limited                                                                            | Bunge Limited                                                                            | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |        2687 | NS      | $268081.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIL IV LLC / SCIL USA Holdings LLC                                                      | SCIL IV LLC / SCIL USA Holdings LLC                                                      | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $194972.29    | 0.02%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SLM Corporation                                                                          | SLM Corporation                                                                          | CUSIP: 78442PGD2<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      107000 | PA      | $97443.97     | 0.01%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia, Kingdom of                                                                 | Saudi Arabia, Kingdom of                                                                 | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | US        |     1060000 | PA      | $1015257.40   | 0.10%             | 2025-10-22      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      781000 | PA      | $505776.02    | 0.05%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kiwoom Securities Co., Ltd.                                                              | Kiwoom Securities Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 988400O27CNGJA2QWJ18       | Long             | EC               | CORP              | KR        |        3395 | NS      | $226179.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Company Limited                                                    | Techtronic Industries Company Limited                                                    | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       52000 | NS      | $577355.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| G&L Beijer Ref AB                                                                        | G&L Beijer Ref AB                                                                        | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               | CORP              | SE        |         510 | NS      | $7202.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Bicycle Club Joint Venture, L.P.                                                         | Bicycle Club Joint Venture, L.P.                                                         | CUSIP: N/A<br>LEI: 30030017NBX3U80ANB35       | Long             | EC               | CORP              | CN        |       40500 | NS      | $140727.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                   | UBS AG                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | EC               | CORP              | CN        |        6940 | NS      | $66134.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co., Ltd.                                                               | Recruit Holdings Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |        3600 | NS      | $114984.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     6600000 | PA      | $53988.84     | 0.01%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                | Commonwealth of Australia                                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      256000 | PA      | $138212.80    | 0.01%             | 2047-03-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Poste Italiane SPA                                                                       | Poste Italiane SPA                                                                       | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |         941 | NS      | $9217.90      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                                                | CK Asset Holdings Limited                                                                | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |        4000 | NS      | $24569.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       11527 | NS      | $569779.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                                                          | J Sainsbury PLC                                                                          | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |        3619 | NS      | $9542.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities PLC                                                                     | United Utilities PLC                                                                     | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |        1426 | NS      | $17164.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      245000 | PA      | $306352.19    | 0.03%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      306000 | PA      | $379187.20    | 0.04%             | 2039-09-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| China Longyuan Power Group Corporation Limited                                           | China Longyuan Power Group Corporation Limited                                           | CUSIP: N/A<br>LEI: 5299008UYLF3O6V9T464       | Long             | EC               | CORP              | CN        |      258000 | NS      | $313377.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust                                                                                | HKT Trust                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |        7000 | NS      | $8580.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Commercial Trust Treasury Company Pte. Ltd.                                    | Mapletree Commercial Trust Treasury Company Pte. Ltd.                                    | CUSIP: N/A<br>LEI: 549300BF18K4IC5LZ208       | Long             | EC               | CORP              | SG        |        4900 | NS      | $6120.16      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Swiss Re AG                                                                              | Swiss Re AG                                                                              | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |         605 | NS      | $56710.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Brewery Co., Ltd.                                                              | Chongqing Brewery Co., Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       26900 | NS      | $490441.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                                                    | Auto Trader Group PLC                                                                    | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |        2026 | NS      | $12710.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   371100000 | PA      | $2961306.74   | 0.29%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                             | Advanced Micro Devices, Inc.                                                             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       47775 | NS      | $3094386.75   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France Holding S.A.                                                               | Altice France Holding S.A.                                                               | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |      341000 | PA      | $311293.25    | 0.03%             | 2027-02-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DCC Public Limited Company                                                               | DCC Public Limited Company                                                               | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |         237 | NS      | $11708.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                          | BAE Systems PLC                                                                          | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |        6742 | NS      | $69839.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco P.L.C.                                                          | British American Tobacco P.L.C.                                                          | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |        4674 | NS      | $185604.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                               | Apple Inc.                                                                               | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       85000 | PA      | $81267.95     | 0.01%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Public Limited Company                                          | Ardagh Packaging Finance Public Limited Company                                          | CUSIP: 03969AAP5<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |      320000 | PA      | $235268.92    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      708000 | PA      | $565465.30    | 0.06%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |       45000 | PA      | $32107.07     | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                               | CrowdStrike Holdings, Inc.                                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        2750 | NS      | $289547.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Sports Group, LLC                                                                | Diamond Sports Group, LLC                                                                | CUSIP: 25277LAF3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |      699000 | PA      | $83222.18     | 0.01%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                                 | Diamondback Energy, Inc.                                                                 | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        3494 | NS      | $477909.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                                                                  | Burlington Stores, Inc.                                                                  | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        4165 | NS      | $844495.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                                                         | AMC Entertainment Holdings, Inc.                                                         | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |      351000 | PA      | $145659.74    | 0.01%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                                | eBay Inc.                                                                                | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51974.11     | 0.01%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Exela International L.L.C.                                                               | Exela International L.L.C.                                                               | CUSIP: 30162RAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $15104.01     | 0.00%             | 2026-07-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                           | Citizens Financial Group, Inc.                                                           | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       13136 | NS      | $517164.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                                                    | The Coca-Cola Company                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        2079 | NS      | $132245.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare, Inc.                                                                     | AMN Healthcare, Inc.                                                                     | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |       57000 | PA      | $52546.41     | 0.01%             | 2027-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Safeway Inc.                                                                             | Safeway Inc.                                                                             | CUSIP: 013092AF8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      338000 | PA      | $308533.26    | 0.03%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                        | Fidelity National Financial, Inc.                                                        | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      225000 | PA      | $170488.60    | 0.02%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Foxtrot Escrow Issuer LLC                                                                | Foxtrot Escrow Issuer LLC                                                                | CUSIP: 35166FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      152000 | PA      | $125701.74    | 0.01%             | 2026-11-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HUB International Limited                                                                | HUB International Limited                                                                | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      322000 | PA      | $316079.81    | 0.03%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       56000 | PA      | $54178.78     | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                        | Algonquin Power & Utilities Corp.                                                        | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | US        |       17000 | PA      | $13663.75     | 0.00%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      175000 | PA      | $175832.29    | 0.02%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal, S.A.                                                         | EDP - Energias de Portugal, S.A.                                                         | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |        6135 | NS      | $30608.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Bank Slaski S.A.                                                                     | ING Bank Slaski S.A.                                                                     | CUSIP: N/A<br>LEI: 259400YLRTOBISHBVX41       | Long             | EC               | CORP              | PL        |          64 | NS      | $2416.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                               | iHeartCommunications, Inc.                                                               | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      242000 | PA      | $204846.94    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                              | Crescent Energy Finance LLC                                                              | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       83000 | PA      | $78831.33     | 0.01%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chevron Corporation                                                                      | Chevron Corporation                                                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40162 | NS      | $7208677.38   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation No. 2                                                                 | Cintas Corporation No. 2                                                                 | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |       54000 | PA      | $50765.37     | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                         | JNL Government Money Market Fund                                                         | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    47180434 | NS      | $47180433.98  | 4.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc.                                                                                 | AGC Inc.                                                                                 | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |         500 | NS      | $16558.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Ingersoll Rand Inc.                                                                      | Ingersoll Rand Inc.                                                                      | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       15627 | NS      | $816510.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                                                              | Intuit Inc.                                                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       11866 | NS      | $4618484.52   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ASICS Corporation                                                                        | ASICS Corporation                                                                        | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |         400 | NS      | $8737.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| City Developments Limited                                                                | City Developments Limited                                                                | CUSIP: N/A<br>LEI: 254900BPLPJS0RJ72373       | Long             | EC               | CORP              | SG        |        1200 | NS      | $7369.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                            | Consolidated Edison Company of New York, Inc.                                            | CUSIP: 20911MNA1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | STIV             | CORP              | US        |      350000 | PA      | $349509.02    | 0.03%             | 2023-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                                       | Crown Americas LLC                                                                       | CUSIP: 228187AB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      104000 | PA      | $101038.93    | 0.01%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                                 | Intuitive Surgical, Inc.                                                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       12343 | NS      | $3275215.05   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                        | Johnson & Johnson                                                                        | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45158.90     | 0.00%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Albertsons Companies, Inc.                                                               | Albertsons Companies, Inc.                                                               | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |        6625 | NS      | $137402.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Eastern Holdings Limited                                                           | Great Eastern Holdings Limited                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |         600 | NS      | $8289.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co., Ltd.                                                                        | Daifuku Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         300 | NS      | $13923.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Consolidated Systemwide Bonds                                  | Federal Farm Credit Banks Consolidated Systemwide Bonds                                  | CUSIP: 3133EN3A6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      577000 | PA      | $576569.67    | 0.06%             | 2023-09-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federation des caisses Desjardins du Quebec                                              | Federation des caisses Desjardins du Quebec                                              | CUSIP: 31428GP72<br>LEI: 549300B2Q47IR0CR5B54 | Long             | STIV             | CORP              | US        |     1400000 | PA      | $1393298.62   | 0.14%             | 2023-02-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                                             | KeyBank National Association                                                             | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      307000 | PA      | $272699.87    | 0.03%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                          | UPM-Kymmene Oyj                                                                          | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |        1113 | NS      | $41712.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                  | MasterCard Incorporated                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Short            | EC               | CORP              | US        |       -1472 | NS      | $-511858.56   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                                                       | Teleperformance SE                                                                       | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |         123 | NS      | $29391.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Motors Corporation                                                            | Mitsubishi Motors Corporation                                                            | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               | CORP              | JP        |        1500 | NS      | $5688.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corporation                                                                       | Yamaha Corporation                                                                       | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Long             | EC               | CORP              | JP        |         400 | NS      | $14884.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| FedEx Corporation                                                                        | FedEx Corporation                                                                        | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        3737 | NS      | $647248.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrellgas Escrow, LLC                                                                   | Ferrellgas Escrow, LLC                                                                   | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87000 | PA      | $79268.03     | 0.01%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                                 | Koninklijke Philips N.V.                                                                 | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |        1831 | NS      | $27491.19     | 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        |        3300 | NS      | $8270.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                       | Mitsubishi UFJ Financial Group Inc                                                       | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |      942000 | PA      | $817935.02    | 0.08%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Trust & Banking Corp                                                      | Mitsubishi UFJ Trust & Banking Corp                                                      | CUSIP: 60683CP62<br>LEI: JBONEPAGQXF4QP29B387 | Long             | STIV             | CORP              | US        |     1300000 | PA      | $1293899.49   | 0.13%             | 2023-02-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sekisui House, Ltd.                                                                      | Sekisui House, Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |        1400 | NS      | $24772.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Limited                                                                  | Shriram Finance Limited                                                                  | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | EC               | CORP              | IN        |       29792 | NS      | $496305.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HAL Trust                                                                                | HAL Trust                                                                                | CUSIP: N/A<br>LEI: 5493000O3IE3DNOY3R07       | Long             | EC               | CORP              | BM        |         182 | NS      | $23411.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Aktiengesellschaft                                                            | Volkswagen Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |       14965 | NS      | $1864964.19   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | Mizuho Financial Group, Inc.                                                             | CUSIP: 60687YAW9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | US        |      201000 | PA      | $191552.32    | 0.02%             | 2025-07-16      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank, Ltd.                                                                        | Mizuho Bank, Ltd.                                                                        | CUSIP: 60710RBH7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      847000 | PA      | $847071.15    | 0.08%             | 2023-12-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corporation                                                                  | Bridgestone Corporation                                                                  | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |        1300 | NS      | $46125.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Oracle Corporation Japan                                                                 | Oracle Corporation Japan                                                                 | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |         100 | NS      | $6488.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Company, Limited                                                       | Sumitomo Chemical Company, Limited                                                       | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |        3400 | NS      | $12178.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Company Holdings, Inc.                                              | Tokyo Electric Power Company Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |        1700 | NS      | $6150.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                                             | Securitas AB                                                                             | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |        1036 | NS      | $8646.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U C B                                                                                    | U C B                                                                                    | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |         264 | NS      | $20835.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                                        | Rio Tinto Limited                                                                        | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |         765 | NS      | $60789.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corporation                                                                         | Hoya Corporation                                                                         | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       30100 | NS      | $2892709.19   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Ncsoft Corporation                                                                       | Ncsoft Corporation                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         721 | NS      | $256993.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corporation                                                                       | Otsuka Corporation                                                                       | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |         200 | NS      | $6289.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| United Airlines Pass Through Certificates, Series 2015-1                                 | United Airlines Pass Through Certificates, Series 2015-1                                 | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      239000 | PA      | $222598.49    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                             | United Overseas Bank Limited                                                             | CUSIP: 91127QPE3<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | US        |     1400000 | PA      | $1392279.84   | 0.14%             | 2023-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bezeq The Israel Telecommunication Corp., Limited                                        | Bezeq The Israel Telecommunication Corp., Limited                                        | CUSIP: N/A<br>LEI: 213800XCGZCFSWY9U863       | Long             | EC               | CORP              | IL        |        4213 | NS      | $7269.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                   | DBS Group Holdings Ltd                                                                   | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |       59600 | NS      | $1505370.20   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                                              | Northern Star Resources Ltd                                                              | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |        2399 | NS      | $17813.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                             | Public Service Enterprise Group Incorporated                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        8959 | NS      | $548917.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Hospitals Enterprise Limited                                                      | Apollo Hospitals Enterprise Limited                                                      | CUSIP: N/A<br>LEI: 3358005YT7JQCWYLTG43       | Long             | EC               | CORP              | IN        |        9686 | NS      | $525129.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                       | Newell Brands Inc.                                                                       | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       43000 | PA      | $41950.32     | 0.00%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JYP Entertainment Corporation                                                            | JYP Entertainment Corporation                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        9171 | NS      | $494044.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Province of British Columbia, Government of                                          | The Province of British Columbia, Government of                                          | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      280000 | PA      | $215602.07    | 0.02%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                                                       | ITOCHU Corporation                                                                       | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |        3100 | NS      | $97521.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JSR Corporation                                                                          | JSR Corporation                                                                          | CUSIP: N/A<br>LEI: 353800TL8FC0AWR22506       | Long             | EC               | CORP              | JP        |         400 | NS      | $7808.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                                                   | Yara International ASA                                                                   | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |         341 | NS      | $15029.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                                            | Heineken N.V.                                                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |         493 | NS      | $46502.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NuStar Logistics, L.P.                                                                   | NuStar Logistics, L.P.                                                                   | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       18000 | PA      | $16920.85     | 0.00%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics, L.P.                                                                   | NuStar Logistics, L.P.                                                                   | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33810.62     | 0.00%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                              | Aker BP ASA                                                                              | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |         637 | NS      | $19833.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins, SGPS, S.A.                                                             | Jeronimo Martins, SGPS, S.A.                                                             | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |         570 | NS      | $12331.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corporation Limited                                                            | Lendlease Corporation Limited                                                            | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |        1419 | NS      | $7566.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corporation                                                                     | Obayashi Corporation                                                                     | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        1000 | NS      | $7561.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                                      | SVB Financial Group                                                                      | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        1068 | NS      | $245789.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                                           | The Charles Schwab Corporation                                                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       19781 | NS      | $1646966.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CaixaBank, S.A.                                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |        9100 | NS      | $35870.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink S.E.                                                                             | Getlink S.E.                                                                             | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |         840 | NS      | $13488.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co., Ltd.                                                                          | Hulic Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1200 | NS      | $9432.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Showa Denko K.K.                                                                         | Showa Denko K.K.                                                                         | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Long             | EC               | CORP              | JP        |         300 | NS      | $4568.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Ricoh Company, Ltd.                                                                      | Ricoh Company, Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |        1200 | NS      | $9115.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                               | Japan Exchange Group, Inc.                                                               | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |        1200 | NS      | $17223.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Publichnoe Aktsionernoe Obshchestvo Severstal                                            | Publichnoe Aktsionernoe Obshchestvo Severstal                                            | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |       15486 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                             | Stanley Black & Decker, Inc.                                                             | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        2831 | NS      | $212664.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen Spolka Akcyjna                                             | Powszechny Zaklad Ubezpieczen Spolka Akcyjna                                             | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |        1340 | NS      | $10866.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Convatec Group PLC                                                                       | Convatec Group PLC                                                                       | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |        3321 | NS      | $9361.37      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| S&P Global Inc.                                                                          | S&P Global Inc.                                                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       12456 | NS      | $4172012.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplifon S.p.A                                                                           | Amplifon S.p.A                                                                           | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Long             | EC               | CORP              | IT        |         191 | NS      | $5703.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       54000 | PA      | $58372.51     | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROHM Co., Ltd.                                                                           | ROHM Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | EC               | CORP              | JP        |         100 | NS      | $7187.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                        | Sysco Corporation                                                                        | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        2482 | NS      | $189748.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      571000 | PA      | $503096.50    | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      116000 | PA      | $81367.54     | 0.01%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                  | Service Public Federal Chancellerie Du Premier Ministre                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      185000 | PA      | $150049.72    | 0.01%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB (Publ)                                                       | Swedish Orphan Biovitrum AB (Publ)                                                       | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |         421 | NS      | $8732.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                                                         | Severn Trent PLC                                                                         | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |         529 | NS      | $16960.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Limited                                                                 | Woolworths Group Limited                                                                 | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |        2544 | NS      | $58060.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Borse Aktiengesellschaft                                                        | Deutsche Borse Aktiengesellschaft                                                        | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |        3895 | NS      | $673803.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                       | Taiwan Semiconductor Manufacturing Company Limited                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       63328 | NS      | $4717302.72   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAH4<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      158000 | PA      | $159388.89    | 0.02%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                                       | Aktiebolaget Volvo                                                                       | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |         449 | NS      | $8519.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Limited                                                                 | Swire Properties Limited                                                                 | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |        2400 | NS      | $6080.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co., Ltd.                                                                    | SG Holdings Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1100 | NS      | $15196.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                                | Woodside Energy Group Ltd                                                                | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       16603 | NS      | $404205.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                              | Novartis AG                                                                              | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        5025 | NS      | $454706.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                                                       | Baloise Holding AG                                                                       | CUSIP: N/A<br>LEI: 529900G5XKBZN48T6283       | Long             | EC               | CORP              | CH        |         107 | NS      | $16538.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                           | Tapestry, Inc.                                                                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       11438 | NS      | $435559.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                        | Taylor Morrison Communities, Inc.                                                        | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       62000 | PA      | $59665.16     | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | DE        |      322000 | PA      | $374567.07    | 0.04%             | 2052-07-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      546960 | PA      | $390172.57    | 0.04%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    83500000 | PA      | $617832.56    | 0.06%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Olam Group Limited                                                                       | Olam Group Limited                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |         600 | NS      | $654.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                           | Lonza Group AG                                                                           | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |         155 | NS      | $76227.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings, LLC                                                | Specialty Building Products Holdings, LLC                                                | CUSIP: 84749AAA5<br>LEI: 549300ICFD46O3KMJC06 | Long             | DBT              | CORP              | US        |      190000 | PA      | $152611.18    | 0.01%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc.                                                                               | TEGNA Inc.                                                                               | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      150000 | PA      | $146023.89    | 0.01%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Temasek Financial (I) Limited                                                            | Temasek Financial (I) Limited                                                            | CUSIP: 87973PBB9<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | US        |      626000 | PA      | $443892.53    | 0.04%             | 2041-08-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Open House Group Co., Ltd.                                                               | Open House Group Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Long             | EC               | CORP              | JP        |         100 | NS      | $3633.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen Aktiebolag                                                                        | Holmen Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Long             | EC               | CORP              | SE        |         190 | NS      | $7557.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      650000 | PA      | $414911.67    | 0.04%             | 2046-01-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Acciona Energias Renovables, S.A.                                            | Corporacion Acciona Energias Renovables, S.A.                                            | CUSIP: N/A<br>LEI: 254900UPX0OEHTKB9Y44       | Long             | EC               | CORP              | ES        |         127 | NS      | $4931.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Realty, L.P.                                                                      | Spirit Realty, L.P.                                                                      | CUSIP: 84861TAC2<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |      375000 | PA      | $357891.41    | 0.04%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                            | Staples, Inc.                                                                            | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      252000 | PA      | $181502.00    | 0.02%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| Temasek Financial (I) Limited                                                            | Temasek Financial (I) Limited                                                            | CUSIP: 87973RAE0<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | US        |      250000 | PA      | $240017.75    | 0.02%             | 2028-08-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| TELUS Corporation                                                                        | TELUS Corporation                                                                        | CUSIP: 87974WNA2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | US        |      500000 | PA      | $499263.90    | 0.05%             | 2023-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                  | Service Public Federal Chancellerie Du Premier Ministre                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      190000 | PA      | $142308.77    | 0.01%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                | Commonwealth of Australia                                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      540000 | PA      | $352338.72    | 0.03%             | 2027-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                            | Surgery Center Holdings, Inc.                                                            | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66069.11     | 0.01%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1550000 | PA      | $1534189.07   | 0.15%             | 2023-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      506000 | PA      | $482080.19    | 0.05%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Trade Desk, Inc.                                                                     | The Trade Desk, Inc.                                                                     | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        6725 | NS      | $301481.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2070000 | PA      | $2166724.33   | 0.21%             | 2025-10-31      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   306900000 | PA      | $2470961.25   | 0.24%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                               | 3M Company                                                                               | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      470000 | PA      | $398850.04    | 0.04%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| The Toronto-Dominion Bank                                                                | The Toronto-Dominion Bank                                                                | CUSIP: 89114QCG1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |      229000 | PA      | $224515.04    | 0.02%             | 2023-06-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sika AG                                                                                  | Sika AG                                                                                  | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |         322 | NS      | $77557.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Company APAC Limited                                                   | Budweiser Brewing Company APAC Limited                                                   | CUSIP: N/A<br>LEI: 549300YF1MR4GTF18132       | Long             | EC               | CORP              | KY        |      119500 | NS      | $373887.24    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18886000 | PA      | $18821079.38  | 1.85%             | 2023-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1260000 | PA      | $1208615.69   | 0.12%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                                           | BAWAG Group AG                                                                           | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |         184 | NS      | $9845.66      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company                                              | Jazz Pharmaceuticals Public Limited Company                                              | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |        3449 | NS      | $549460.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       15524 | NS      | $8230514.32   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                                                             | Walmart Inc.                                                                             | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       52000 | PA      | $50200.98     | 0.00%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                  | Service Public Federal Chancellerie Du Premier Ministre                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      620000 | PA      | $641445.45    | 0.06%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| The Province of British Columbia, Government of                                          | The Province of British Columbia, Government of                                          | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      160000 | PA      | $93733.53     | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                                            | USA Compression Finance Corp.                                                            | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      178000 | PA      | $171005.89    | 0.02%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                                       | Vail Resorts, Inc.                                                                       | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      157000 | PA      | $157307.30    | 0.02%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                                      | Waste Pro USA, Inc.                                                                      | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      153000 | PA      | $135579.89    | 0.01%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                              | Westpac Banking Corporation                                                              | CUSIP: 9612C1VP9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | US        |      511000 | PA      | $493605.10    | 0.05%             | 2023-08-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                               | Bundesrepublik Deutschland                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      545936 | PA      | $297078.25    | 0.03%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    28850000 | PA      | $239162.19    | 0.02%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aarti Industries Ltd                                                                     | Aarti Industries Ltd                                                                     | CUSIP: N/A<br>LEI: 335800JBE5SD89NHB831       | Long             | EC               | CORP              | IN        |        6996 | NS      | $32100.59     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sega Sammy Holdings, Inc.                                                                | Sega Sammy Holdings, Inc.                                                                | CUSIP: N/A<br>LEI: 5493006B6WMKNQ8QNP51       | Long             | EC               | CORP              | JP        |         300 | NS      | $4529.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                                                            | Zscaler, Inc.                                                                            | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        2181 | NS      | $244053.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications, Inc.                                                          | Zoom Video Communications, Inc.                                                          | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |        7841 | NS      | $531149.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Auckland International Airport Limited                                                   | Auckland International Airport Limited                                                   | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |        2486 | NS      | $12316.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank N.V.                                                                            | BNG Bank N.V.                                                                            | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | CORP              | AU        |      830000 | PA      | $550339.40    | 0.05%             | 2023-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Thai Oil Public Company Limited                                                          | Thai Oil Public Company Limited                                                          | CUSIP: N/A<br>LEI: 549300HG5527UPZLTT69       | Long             | EC               | CORP              | TH        |      420376 | NS      | $684080.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | DE        |      290000 | PA      | $373629.66    | 0.04%             | 2055-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Mowi ASA                                                                                 | Mowi ASA                                                                                 | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |         952 | NS      | $16283.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Limited                                                     | Singapore Telecommunications Limited                                                     | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |       14700 | NS      | $28242.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordnet AB                                                                               | Nordnet AB                                                                               | CUSIP: N/A<br>LEI: 549300D6WW5ZTWLZ4C08       | Long             | EC               | CORP              | SE        |         368 | NS      | $5319.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group N.V.                                                               | Universal Music Group N.V.                                                               | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |        1568 | NS      | $37892.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA                                                       | Svenska Cellulosa Aktiebolaget SCA                                                       | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |        1234 | NS      | $15626.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                        | InterContinental Hotels Group PLC                                                        | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |         393 | NS      | $22603.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica E Farmaceutica S.P.A. In Breve Recordati S.P.A.              | Recordati Industria Chimica E Farmaceutica S.P.A. In Breve Recordati S.P.A.              | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |         206 | NS      | $8560.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo S.p.A.                                                                          | Leonardo S.p.A.                                                                          | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |         834 | NS      | $7219.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hundsun Technologies Inc.                                                                | Hundsun Technologies Inc.                                                                | CUSIP: N/A<br>LEI: 3003003LS77D1DRDDE25       | Long             | EC               | CORP              | CN        |       29862 | NS      | $173484.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Electrolux                                                                  | Aktiebolaget Electrolux                                                                  | CUSIP: N/A<br>LEI: 549300Y3HHZB1ZGFPJ93       | Long             | EC               | CORP              | SE        |         214 | NS      | $2892.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Daiichi Sankyo Company, Ltd                                                              | Daiichi Sankyo Company, Ltd                                                              | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |        4100 | NS      | $131744.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Inovance technology Co., Ltd.                                                   | Shenzhen Inovance technology Co., Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       22950 | NS      | $228870.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Huafeng Test & Control Technology Co.,Ltd.                                       | Beijing Huafeng Test & Control Technology Co.,Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        3796 | NS      | $150801.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                   | UBS AG                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | EC               | CORP              | CN        |        2400 | NS      | $35725.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Bank Co., Ltd.                                                                   | Ping An Bank Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300W9MKNIVWXFM679       | Long             | EC               | CORP              | CN        |       85500 | NS      | $161342.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Sinocera Functional Material Co., Ltd.                                          | Shandong Sinocera Functional Material Co., Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       19500 | NS      | $77264.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     4290000 | PA      | $4106370.57   | 0.40%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      374600 | PA      | $337453.56    | 0.03%             | 2065-07-22      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                         | Novo Nordisk A/S                                                                         | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       38373 | NS      | $5186344.81   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1384750 | PA      | $778358.33    | 0.08%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| LBX Pharmacy Chain Joint Stock Company                                                   | LBX Pharmacy Chain Joint Stock Company                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       15090 | NS      | $87705.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Montage Technology Co.,Ltd.                                                              | Montage Technology Co.,Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       13915 | NS      | $125330.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw                                                                       | Warehouses De Pauw                                                                       | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |         330 | NS      | $9456.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Master Fund, Inc.                                                     | Nomura Real Estate Master Fund, Inc.                                                     | CUSIP: N/A<br>LEI: 353800TNNZOQ1CPZE086       | Long             | EC               | CORP              | JP        |           9 | NS      | $11135.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Limited                                                       | CK Infrastructure Holdings Limited                                                       | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |        1000 | NS      | $5233.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                              | AbbVie Inc.                                                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       61240 | NS      | $9896996.40   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BP P.L.C.                                                                                | BP P.L.C.                                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      793275 | NS      | $4555526.24   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                       | Smith & Nephew PLC                                                                       | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |        1850 | NS      | $24904.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals PLC                                                               | Dechra Pharmaceuticals PLC                                                               | CUSIP: N/A<br>LEI: 213800J4UVB5OWG8VX82       | Long             | EC               | CORP              | GB        |         235 | NS      | $7476.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                             | Bristol-Myers Squibb Company                                                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      116542 | NS      | $8385196.90   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton                                                         | LVMH Moet Hennessy Louis Vuitton                                                         | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       13586 | NS      | $9915350.31   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini                                                                                | Capgemini                                                                                | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        4436 | NS      | $742678.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                            | Carlsberg A/S                                                                            | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       14189 | NS      | $1885723.39   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| The Middleby Corporation                                                                 | The Middleby Corporation                                                                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        1486 | NS      | $198975.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi le-Israel B.M.                                                                | Bank Leumi le-Israel B.M.                                                                | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |        3228 | NS      | $26916.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Z Holdings Corporation                                                                   | Z Holdings Corporation                                                                   | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |        5500 | NS      | $13807.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Keyence Corporation                                                                      | Keyence Corporation                                                                      | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        7000 | NS      | $2723909.85   | 0.27%             |  |  |  | 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        |       31200 | NS      | $3811284.24   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                                            | Penske Automotive Group, Inc.                                                            | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |       69000 | PA      | $64274.78     | 0.01%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Company                                                           | Performance Food Group Company                                                           | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |        5161 | NS      | $301350.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |      176000 | PA      | $128922.99    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | Philip Morris International Inc.                                                         | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       52000 | PA      | $47260.64     | 0.00%             | 2028-03-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Company                                                             | The Procter & Gamble Company                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        3231 | NS      | $489690.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                                                                    | Qualcomm Incorporated                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        7521 | NS      | $826858.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                                                                    | Sun Communities, Inc.                                                                    | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       10053 | NS      | $1437579.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Inc                                                                           | Transocean Inc                                                                           | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |      143000 | PA      | $143625.59    | 0.01%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Triumph Group, Inc.                                                                      | Triumph Group, Inc.                                                                      | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |       79000 | PA      | $74678.16     | 0.01%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                           | Trivium Packaging Finance B.V.                                                           | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |      280000 | PA      | $261729.17    | 0.03%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TripAdvisor, Inc.                                                                        | TripAdvisor, Inc.                                                                        | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59668.92     | 0.01%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                          | U.S. Foods Inc.                                                                          | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      119000 | PA      | $118034.86    | 0.01%             | 2025-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      146398 | NS      | $3620422.54   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                                                        | Alcoa Corporation                                                                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |        9064 | NS      | $412140.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                                                       | Best Buy Co., Inc.                                                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        2246 | NS      | $180151.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                                                      | Coterra Energy Inc.                                                                      | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       11079 | NS      | $272211.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company                                                                     | The Chemours Company                                                                     | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       11935 | NS      | $365449.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       17123 | NS      | $774473.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                                                               | The Cooper Companies, Inc.                                                               | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        2186 | NS      | $722844.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                                                         | Welltower OP LLC                                                                         | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |        2077 | NS      | $136147.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                                                         | Welltower OP LLC                                                                         | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      332000 | PA      | $304656.85    | 0.03%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Copart, Inc.                                                                             | Copart, Inc.                                                                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       15710 | NS      | $956581.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| D'Ieteren Group                                                                          | D'Ieteren Group                                                                          | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |          46 | NS      | $8861.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Company                                                                          | Deere & Company                                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       15730 | NS      | $6744394.80   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Koztarsasagi Elnoki Hivatal                                                              | Koztarsasagi Elnoki Hivatal                                                              | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |      331000 | PA      | $244942.65    | 0.02%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                  | Hyundai Capital America                                                                  | CUSIP: 44891ABJ5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100144.27    | 0.01%             | 2023-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                                               | Xerox Holdings Corporation                                                               | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       52000 | PA      | $47863.44     | 0.00%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                                | Zayo Group Holdings, Inc.                                                                | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      322000 | PA      | $238638.59    | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                          | Hess Infrastructure Partners LP                                                          | CUSIP: 428102AC1<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |      193000 | PA      | $187323.95    | 0.02%             | 2026-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IAC Inc.                                                                                 | IAC Inc.                                                                                 | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |        5857 | NS      | $260050.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      509000 | PA      | $466751.52    | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | Marriott International, Inc.                                                             | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       62000 | PA      | $57903.05     | 0.01%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   147500000 | PA      | $1123805.24   | 0.11%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                  | Segretariato Generale Della Presidenza Della Repubblica                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1148000 | PA      | $926229.29    | 0.09%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Bank For International Cooperation                                                 | Japan Bank For International Cooperation                                                 | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | US        |      272000 | PA      | $243651.07    | 0.02%             | 2027-01-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                              | Keysight Technologies, Inc.                                                              | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        3001 | NS      | $513381.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                             | Marriott International, Inc.                                                             | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      379000 | PA      | $374354.73    | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                | Matador Resources Company                                                                | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      224000 | PA      | $216184.17    | 0.02%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Suzhou Maxwell Technologies Co., Ltd.                                                    | Suzhou Maxwell Technologies Co., Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        3162 | NS      | $187090.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                               | Bundesrepublik Deutschland                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1954000 | PA      | $1469891.96   | 0.14%             | 2036-05-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kilroy Realty, L.P.                                                                      | Kilroy Realty, L.P.                                                                      | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      524000 | PA      | $507391.24    | 0.05%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                                  | BASF SE                                                                                  | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |        1921 | NS      | $95832.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                             | Mattel, Inc.                                                                             | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      162000 | PA      | $149267.66    | 0.01%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| McKesson Corporation                                                                     | McKesson Corporation                                                                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        2430 | NS      | $911541.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor Aktiebolag                                                                      | Investor Aktiebolag                                                                      | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |        1154 | NS      | $21484.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      379000 | PA      | $353439.46    | 0.03%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                                                      | HeidelbergCement AG                                                                      | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |         299 | NS      | $17131.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad N.V.                                                                            | Randstad N.V.                                                                            | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |         258 | NS      | $15709.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corporation                                                                     | McKesson Corporation                                                                     | CUSIP: 58155QAG8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      531000 | PA      | $529292.52    | 0.05%             | 2023-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                        | Merck & Co., Inc.                                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        3402 | NS      | $377451.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Bank Corporate Markets PLC                                                        | Lloyds Bank Corporate Markets PLC                                                        | CUSIP: 53947CR91<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      957000 | PA      | $955243.71    | 0.09%             | 2023-12-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                     | M&T Bank Corporation                                                                     | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        5171 | NS      | $750105.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |       61000 | PA      | $52799.42     | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                  | Nabors Industries, Inc.                                                                  | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       93000 | PA      | $88603.21     | 0.01%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                     | M&T Bank Corporation                                                                     | CUSIP: 55261FAJ3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      369000 | PA      | $366555.56    | 0.04%             | 2023-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                                         | MEG Energy Corp.                                                                         | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | US        |      221000 | PA      | $225534.81    | 0.02%             | 2027-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Group, Inc.                                                                | Nexstar Media Group, Inc.                                                                | CUSIP: 65336K103<br>LEI: 5493006PK6I4I2OOT688 | Long             | EC               | CORP              | US        |         802 | NS      | $140374.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                                                                | Nexstar Media Group, Inc.                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4331.68      | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                | MGM Resorts International                                                                | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5576.88      | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                | MGM Resorts International                                                                | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      241000 | PA      | $242908.17    | 0.02%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                    | NextEra Energy Capital Holdings, Inc.                                                    | CUSIP: 65339KBV1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      275000 | PA      | $273992.35    | 0.03%             | 2023-03-01      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners, LP                                                    | NextEra Energy Operating Partners, LP                                                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       94000 | PA      | $86529.99     | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANA Holdings Inc.                                                                        | ANA Holdings Inc.                                                                        | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |         400 | NS      | $8471.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corporation                                                        | Realtek Semiconductor Corporation                                                        | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |       30000 | NS      | $274015.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                             | Northrop Grumman Corporation                                                             | CUSIP: 666807BG6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      355000 | PA      | $352183.11    | 0.03%             | 2023-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                         | Gen Digital Inc.                                                                         | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       76000 | PA      | $74619.86     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings, Ltd.                                                               | Asahi Group Holdings, Ltd.                                                               | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |        1100 | NS      | $34147.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| DISCO Corporation                                                                        | DISCO Corporation                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         100 | NS      | $28504.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                             | Novartis Capital Corporation                                                             | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47389.18     | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                                       | NVIDIA Corporation                                                                       | CUSIP: 67066GAK0<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      673000 | PA      | $660539.00    | 0.06%             | 2023-06-15      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| The Wharf (Holdings) Limited                                                             | The Wharf (Holdings) Limited                                                             | CUSIP: N/A<br>LEI: 254900JCV4TBBPX9IW91       | Long             | EC               | CORP              | HK        |        3000 | NS      | $8811.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corporation                                                                       | Kajima Corporation                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         900 | NS      | $10476.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co., Ltd.                                                                   | Yamaha Motor Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |         700 | NS      | $15830.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Astellas Pharma Inc.                                                                     | Astellas Pharma Inc.                                                                     | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |        3800 | NS      | $57829.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Kansai Electric Power Company, Incorporated                                          | The Kansai Electric Power Company, Incorporated                                          | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |        1700 | NS      | $16544.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                                       | NVIDIA Corporation                                                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        9435 | NS      | $1378830.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-Chemie Holding AG                                                                    | EMS-Chemie Holding AG                                                                    | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |          17 | NS      | $11549.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                                               | Getinge AB                                                                               | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Long             | EC               | CORP              | SE        |         449 | NS      | $9320.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                                                         | OGE Energy Corp.                                                                         | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |      500000 | PA      | $491651.05    | 0.05%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co., Ltd.                                                             | Zijin Mining Group Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 529900ABI5CBFXD01Q05       | Long             | EC               | CORP              | CN        |      316000 | NS      | $426091.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gecina                                                                                   | Gecina                                                                                   | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |         114 | NS      | $11640.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vericast Corp.                                                                           | Vericast Corp.                                                                           | CUSIP: 92348BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      221000 | PA      | $235092.14    | 0.02%             | 2026-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Reece Limited                                                                            | Reece Limited                                                                            | CUSIP: N/A<br>LEI: 254900WJVAXNEIFYYV88       | Long             | EC               | CORP              | AU        |         438 | NS      | $4220.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Limited                                                                       | Wesfarmers Limited                                                                       | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |        2598 | NS      | $81210.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker ASA                                                                                 | Aker ASA                                                                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ10071       | Long             | EC               | CORP              | NO        |          50 | NS      | $3689.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                                                     | Rentokil Initial PLC                                                                     | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |        5245 | NS      | $32292.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP Spolka Akcyjna                                                                       | LPP Spolka Akcyjna                                                                       | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |           2 | NS      | $4873.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                              | Equinor ASA                                                                              | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |        2191 | NS      | $79029.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent A Car S/A                                                                  | Localiza Rent A Car S/A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       41614 | NS      | $417097.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group                                                                               | Elia Group                                                                               | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |          76 | NS      | $10801.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                       | Credit Agricole SA                                                                       | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |        2863 | NS      | $30249.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        2374 | NS      | $135541.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aarti Industries Ltd                                                                     | Aarti Industries Ltd                                                                     | CUSIP: N/A<br>LEI: 335800JBE5SD89NHB831       | Long             | EC               | CORP              | IN        |       29180 | NS      | $215784.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House REIT Investment Corporation                                                  | Daiwa House REIT Investment Corporation                                                  | CUSIP: N/A<br>LEI: 3538001FWU534P8JMO05       | Long             | EC               | CORP              | JP        |           4 | NS      | $8931.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                           | OTP Bank Nyrt.                                                                           | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |       10812 | NS      | $294139.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corporation                                                 | Southern Company Gas Capital Corporation                                                 | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      164000 | PA      | $125332.41    | 0.01%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario Del Pacifico, S.A.B. de C.V.                                         | Grupo Aeroportuario Del Pacifico, S.A.B. de C.V.                                         | CUSIP: N/A<br>LEI: 4469000001BZ368XFI90       | Long             | EC               | CORP              | MX        |       45865 | NS      | $657029.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co., Ltd.                                                                 | Japan Airlines Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |         300 | NS      | $6101.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 91911XAV6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      371000 | PA      | $261370.94    | 0.03%             | 2026-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                   | Viking Cruises Limited                                                                   | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |        9000 | PA      | $7346.18      | 0.00%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      751000 | PA      | $787829.42    | 0.08%             | 2045-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Suntory Beverage & Food Limited                                                          | Suntory Beverage & Food Limited                                                          | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |         300 | NS      | $10238.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Viking Cruises Limited                                                                   | Viking Cruises Limited                                                                   | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |       40000 | PA      | $42400.76     | 0.00%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                   | Viking Cruises Limited                                                                   | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6696.32      | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America, Inc.                                                        | Volkswagen Group of America, Inc.                                                        | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      500000 | PA      | $496213.01    | 0.05%             | 2023-05-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Goodman Funding Pty Ltd                                                                  | Goodman Funding Pty Ltd                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        3578 | NS      | $42302.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                                  | Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                                  | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |        1780 | NS      | $12356.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias Do Brasil S.A.                                                            | EDP - Energias Do Brasil S.A.                                                            | CUSIP: N/A<br>LEI: 529900MT3VH5D7T9FR43       | Long             | EC               | CORP              | BR        |       95540 | NS      | $374981.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DW Property Invest GmbH                                                                  | DW Property Invest GmbH                                                                  | CUSIP: N/A<br>LEI: 529900QE24Q67I3FWZ10       | Long             | EC               | CORP              | DE        |         203 | NS      | $4372.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediclinic International PLC                                                             | Mediclinic International PLC                                                             | CUSIP: N/A<br>LEI: 2138002S5BSBIZTD5I60       | Long             | EC               | CORP              | GB        |         917 | NS      | $5568.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hedy Holding Co., Ltd.                                                                   | Hedy Holding Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 300300V7WGZW0LZKTD06       | Long             | EC               | CORP              | CN        |      153400 | NS      | $147029.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corporation                                                       | Tokyu Fudosan Holdings Corporation                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1300 | NS      | $6169.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      341000 | PA      | $250731.66    | 0.02%             | 2047-07-22      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                  | Service Public Federal Chancellerie Du Premier Ministre                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      172000 | PA      | $127420.23    | 0.01%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Qingdao Haier Biomedical Co Ltd                                                          | Qingdao Haier Biomedical Co Ltd                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        8850 | NS      | $80656.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                | Commonwealth of Australia                                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     2535000 | PA      | $1633305.83   | 0.16%             | 2028-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       37650 | PA      | $30972.42     | 0.00%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Trane Technologies Public Limited Company                                                | Trane Technologies Public Limited Company                                                | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       15869 | NS      | $2667420.21   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aethon United BR LP                                                                      | Aethon United BR LP                                                                      | CUSIP: 00810GAC8<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89372.44     | 0.01%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                               | AXIS Specialty Finance LLC                                                               | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      239000 | PA      | $212627.26    | 0.02%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                          | B&G Foods, Inc.                                                                          | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      177000 | PA      | $135815.52    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                                  | SSE PLC                                                                                  | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |        2192 | NS      | $45540.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cafco LLC                                                                                | Cafco LLC                                                                                | CUSIP: 1247P3N99<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     1000000 | PA      | $998803.40    | 0.10%             | 2023-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                    | Cardinal Health, Inc.                                                                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        2517 | NS      | $193481.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                                                                          | Confluent, Inc.                                                                          | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |       18531 | NS      | $412129.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Connect Finco SARL                                                                       | Connect Finco SARL                                                                       | CUSIP: 20752TAA2<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186320.67    | 0.02%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd.                                                                            | DBS Bank Ltd.                                                                            | CUSIP: 23305ET78<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | US        |      676000 | PA      | $661149.09    | 0.06%             | 2023-06-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                                 | Darling Ingredients Inc.                                                                 | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      141000 | PA      | $137529.27    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners, LP                                                             | Delek Logistics Partners, LP                                                             | CUSIP: 24665FAC6<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      133000 | PA      | $119886.78    | 0.01%             | 2028-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                                | Dell International L.L.C.                                                                | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      344000 | PA      | $335765.69    | 0.03%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Gerdau S.A.                                                                              | Gerdau S.A.                                                                              | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EP               | CORP              | BR        |       66515 | NS      | $370007.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                                                                     | Eagle Materials Inc.                                                                     | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |       57000 | PA      | $44371.65     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali S.P.A.                                                            | Assicurazioni Generali S.P.A.                                                            | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |        2856 | NS      | $50892.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | Skandinaviska Enskilda Banken AB                                                         | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |          31 | NS      | $370.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                          | LGI Homes, Inc.                                                                          | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      133000 | PA      | $102639.90    | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                                                | H & M Hennes & Mauritz AB                                                                | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |        1686 | NS      | $18144.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Mohawk Industries, Inc.                                                                  | Mohawk Industries, Inc.                                                                  | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        2760 | NS      | $282127.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kikkoman Corporation                                                                     | Kikkoman Corporation                                                                     | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |         400 | NS      | $20961.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marui Group Co.Ltd.                                                                      | Marui Group Co.Ltd.                                                                      | CUSIP: N/A<br>LEI: 52990081ZYFHQZEEMU57       | Long             | EC               | CORP              | JP        |         400 | NS      | $6596.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Nippon Telegraph and Telephone Corporation                                               | Nippon Telegraph and Telephone Corporation                                               | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |       30300 | NS      | $865072.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nsk Ltd.                                                                                 | Nsk Ltd.                                                                                 | CUSIP: N/A<br>LEI: 353800FVQK6SULSPBC69       | Long             | EC               | CORP              | JP        |         900 | NS      | $4757.22      | 0.00%             |  |  |  | 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        |         600 | NS      | $21174.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corporation                                                                       | Taisei Corporation                                                                       | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |         400 | NS      | $12881.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                                              | Parker-Hannifin Corporation                                                              | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      105000 | PA      | $100797.09    | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Party City Holdings Inc.                                                                 | Party City Holdings Inc.                                                                 | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |        3000 | PA      | $869.21       | 0.00%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4530.19      | 0.00%             | 2025-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Santander Bank Polska S.A.                                                               | Santander Bank Polska S.A.                                                               | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |          68 | NS      | $4035.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                                        | Pioneer Natural Resources Company                                                        | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |         727 | NS      | $166039.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        3717 | NS      | $335496.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                                                                 | Ralph Lauren Corporation                                                                 | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        2517 | NS      | $265971.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                                           | Texas Instruments Incorporated                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        2883 | NS      | $476329.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                                                | The Toronto-Dominion Bank                                                                | CUSIP: 89114TZA3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |      437000 | PA      | $428429.56    | 0.04%             | 2023-06-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Transcanada Pipelines Limited                                                            | Transcanada Pipelines Limited                                                            | CUSIP: 89355QP26<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | STIV             | CORP              | US        |      525000 | PA      | $522556.23    | 0.05%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                              | Transcontinental Gas Pipe Line Company, LLC                                              | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      465000 | PA      | $496257.63    | 0.05%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      576000 | PA      | $569273.79    | 0.06%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      426000 | PA      | $431538.66    | 0.04%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Watco Companies, L.L.C.                                                                  | Watco Companies, L.L.C.                                                                  | CUSIP: 941130AB2<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |       82000 | PA      | $77779.31     | 0.01%             | 2027-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                    | Elevance Health, Inc.                                                                    | CUSIP: 94973VBA4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $349792.80    | 0.03%             | 2023-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                         | Xcel Energy Inc.                                                                         | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43788.12     | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                         | Xcel Energy Inc.                                                                         | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      144000 | PA      | $128465.27    | 0.01%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PTT Exploration And Production Public Company Limited                                    | PTT Exploration And Production Public Company Limited                                    | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               | CORP              | TH        |      101600 | NS      | $519625.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilbara Minerals Limited                                                                 | Pilbara Minerals Limited                                                                 | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |        5447 | NS      | $13980.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSMTH of the Kingdom Of Sweden                                                           | OSMTH of the Kingdom Of Sweden                                                           | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |       35000 | PA      | $3310.44      | 0.00%             | 2023-11-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ASPEED Technology Inc.                                                                   | ASPEED Technology Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        5000 | NS      | $275312.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Starpower Semiconductor Ltd.                                                             | Starpower Semiconductor Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        3150 | NS      | $148897.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco Aktiebolag                                                                   | Atlas Copco Aktiebolag                                                                   | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       74717 | NS      | $885816.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco Aktiebolag                                                                   | Atlas Copco Aktiebolag                                                                   | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |        3213 | NS      | $34343.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      248000 | PA      | $171256.97    | 0.02%             | 2053-07-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Ampol Limited                                                                            | Ampol Limited                                                                            | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | EC               | CORP              | AU        |         475 | NS      | $9174.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG Corporation Limited                                                                  | TPG Corporation Limited                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         698 | NS      | $2326.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Limited                                                                    | H World Group Limited                                                                    | CUSIP: N/A<br>LEI: 549300Y5ML31FVN83730       | Long             | EC               | CORP              | KY        |      107800 | NS      | $464418.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa Jersey Limited                                                                   | Informa Jersey Limited                                                                   | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |        3142 | NS      | $23610.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                 | Tencent Holdings Limited                                                                 | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      113300 | NS      | $4814253.90   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                            | ArcelorMittal                                                                            | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |        1192 | NS      | $31402.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Investment Ab Latour                                                                     | Investment Ab Latour                                                                     | CUSIP: N/A<br>LEI: 5493006GFBLNB3Y0Y789       | Long             | EC               | CORP              | SE        |         320 | NS      | $6053.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |        7875 | NS      | $96119.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                              | Carvana Co.                                                                              | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       41000 | PA      | $18108.45     | 0.00%             | 2025-10-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc.                                                                  | Lumen Technologies Inc.                                                                  | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      276000 | PA      | $234144.60    | 0.02%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eldorado Resorts, Inc.                                                                   | Eldorado Resorts, Inc.                                                                   | CUSIP: 28470RAK8<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5900.74      | 0.00%             | 2027-07-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                                            | Enerflex Ltd.                                                                            | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | US        |      104000 | PA      | $103755.81    | 0.01%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Equity Lifestyle Properties, Inc.                                                        | Equity Lifestyle Properties, Inc.                                                        | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |        8488 | NS      | $548324.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                                                               | Exact Sciences Corporation                                                               | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |       10226 | NS      | $506289.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                                                                      | First Republic Bank                                                                      | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        3523 | NS      | $429418.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Company                                                            | Florida Power & Light Company                                                            | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      518000 | PA      | $496346.53    | 0.05%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      285000 | PA      | $278641.35    | 0.03%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                            | The Goldman Sachs Group, Inc.                                                            | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       63000 | PA      | $60730.32     | 0.01%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                           | The Kroger Co.                                                                           | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       69000 | PA      | $78113.71     | 0.01%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       64000 | PA      | $50417.80     | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                          | Live Nation Entertainment, Inc.                                                          | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       61000 | PA      | $59694.70     | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                                   | Sanofi                                                                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |        2411 | NS      | $232355.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ackermans                                                                                | Ackermans                                                                                | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               | CORP              | BE        |          42 | NS      | $7222.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica, S.A.                                                                         | Telefonica, S.A.                                                                         | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       12073 | NS      | $43776.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co., Ltd.                                                                  | Fuji Electric Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |         300 | NS      | $11221.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                                            | Nomura Research Institute Ltd                                                            | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        1000 | NS      | $23942.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                             | Komatsu Ltd.                                                                             | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |        2100 | NS      | $45609.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co., Ltd.                                                                    | Kyowa Kirin Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |         600 | NS      | $13710.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Co., Ltd.                                                                       | Lasertec Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         200 | NS      | $32579.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                                                             | Mizuho Financial Group, Inc.                                                             | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        5210 | NS      | $73441.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corporation                                                                   | Sony Group Corporation                                                                   | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       15000 | NS      | $1134174.45   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica                                                                         | EssilorLuxottica                                                                         | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |         636 | NS      | $115715.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Timken Company                                                                       | The Timken Company                                                                       | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |        2547 | NS      | $179996.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator U.S. Newco, Inc.                                                             | TK Elevator U.S. Newco, Inc.                                                             | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      306000 | PA      | $272199.77    | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corporation                                                       | Saudi Basic Industries Corporation                                                       | CUSIP: N/A<br>LEI: 213800ZCTFZZZJSK8645       | Long             | EC               | CORP              | SA        |       13190 | NS      | $314525.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                                  | SSAB AB                                                                                  | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |         508 | NS      | $2789.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                                                               | Strabag SE                                                                               | CUSIP: N/A<br>LEI: 529900TYYSRJH2VJSP60       | Long             | EC               | CORP              | AT        |          31 | NS      | $1295.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                                  | Macquarie Group Limited                                                                  | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |         759 | NS      | $86237.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |       56026 | NS      | $57180.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxscend Microelectronics Company Limited                                                | Maxscend Microelectronics Company Limited                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        7564 | NS      | $123996.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                                                  | M&G PLC                                                                                  | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |        5352 | NS      | $12183.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Canada                                                                     | Government of Canada                                                                     | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1440000 | PA      | $970319.65    | 0.10%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                                        | Epiroc Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |         815 | NS      | $13108.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | Ontario Teachers' Finance Trust                                                          | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |      875000 | PA      | $779249.76    | 0.08%             | 2028-05-19      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Fiat Chrysler Automobiles N.V.                                                           | Fiat Chrysler Automobiles N.V.                                                           | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |      102047 | NS      | $1453657.93   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Yeast Co., Ltd.                                                                    | Angel Yeast Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 3003002K1DZ78FXZXI48       | Long             | EC               | CORP              | CN        |       60200 | NS      | $390460.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                                 | Daimler Truck Holding AG                                                                 | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |        1083 | NS      | $33784.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                   | UBS AG                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | EC               | CORP              | CN        |        9699 | NS      | $70296.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Limited                                                        | Jardine Matheson Holdings Limited                                                        | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |         500 | NS      | $25500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                                          | Catalent Pharma Solutions, Inc.                                                          | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9340.66      | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                    | Delta Air Lines, Inc.                                                                    | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |       44000 | PA      | $39283.69     | 0.00%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                    | Delta Air Lines, Inc.                                                                    | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      247000 | PA      | $253459.12    | 0.02%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                                                     | Domino's Pizza, Inc.                                                                     | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         182 | NS      | $63044.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                              | Evergy Kansas Central, Inc.                                                              | CUSIP: 30035NND3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | STIV             | CORP              | US        |      500000 | PA      | $499009.40    | 0.05%             | 2023-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4468.02      | 0.00%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1183000 | PA      | $1027315.52   | 0.10%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                           | Fortinet, Inc.                                                                           | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |       85000 | PA      | $65416.00     | 0.01%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                                 | Fortress Transportation And Infrastructure Investors LLC                                 | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      134000 | PA      | $126078.66    | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                         | Fortune Brands Innovations, Inc.                                                         | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        4876 | NS      | $278468.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Energy, L.P.                                                                     | Genesis Energy, L.P.                                                                     | CUSIP: 37185LAM4<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      114000 | PA      | $107292.49    | 0.01%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                              | Bayerische Motoren Werke Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |         657 | NS      | $58965.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Aktiengesellschaft                                                             | Sartorius Aktiengesellschaft                                                             | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |          55 | NS      | $21748.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corporation.                                                                      | Subaru Corporation.                                                                      | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |        1400 | NS      | $21038.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                                            | FUJIFILM Holdings Corporation                                                            | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |         900 | NS      | $45000.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KYOCERA Corporation                                                                      | KYOCERA Corporation                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         700 | NS      | $34767.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corporation                                                                       | Makita Corporation                                                                       | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |         600 | NS      | $13880.63     | 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        |        1600 | NS      | $18062.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corporation                                                                       | Terumo Corporation                                                                       | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |        1600 | NS      | $45297.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | DE        |      265000 | PA      | $328765.52    | 0.03%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mondi plc                                                                                | Mondi plc                                                                                | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |        1016 | NS      | $17445.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                                                        | Nomura Real Estate Holdings, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         200 | NS      | $4277.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Limited                                                                         | Brambles Limited                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        2855 | NS      | $23436.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsuki Yokokokara & Company Co., Ltd.                                                   | Matsuki Yokokokara & Company Co., Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         300 | NS      | $15018.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Staat der Nederlanden                                                                    | Staat der Nederlanden                                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      755000 | PA      | $547467.48    | 0.05%             | 2040-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Rightmove PLC                                                                            | Rightmove PLC                                                                            | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |        1831 | NS      | $11447.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | Ontario Teachers' Finance Trust                                                          | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $2910558.24   | 0.29%             | 2026-05-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   616250000 | PA      | $4696863.67   | 0.46%             | 2023-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Commission De L'union Europeenne - Commissie Van De Europese Unie                        | Commission De L'union Europeenne - Commissie Van De Europese Unie                        | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | DE        |     1725000 | PA      | $984161.09    | 0.10%             | 2051-07-06      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Dexia Credit Local                                                                       | Dexia Credit Local                                                                       | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1422784.36   | 0.14%             | 2023-07-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Haleon PLC                                                                               | Haleon PLC                                                                               | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |       10617 | NS      | $41825.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      162000 | PA      | $134277.01    | 0.01%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                | Shell PLC                                                                                | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       92242 | NS      | $2606514.40   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                                     | Hudbay Minerals Inc.                                                                     | CUSIP: N/A<br>LEI: 549300WI524AL577IX21       | Long             | DBT              | CORP              | US        |       71000 | PA      | $64823.96     | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Horizon Therapeutics Public Limited Company                                              | Horizon Therapeutics Public Limited Company                                              | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |       11309 | NS      | $1286964.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer