# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001145549-25-047828
**Filing Date:** 2025-7
**Character Count:** 143516
**Document Hash:** 843623333e0da5d9c2675e4e30c1cda9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-047828.hdr.sgml**: 20250725

**ACCESSION NUMBER**: 0001145549-25-047828

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250725

**DATE AS OF CHANGE**: 20250725

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757

**ORGANIZATION NAME:**
- **EIN:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 251148840

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COLUMBIA FUNDS TRUST IX
- **DATE OF NAME CHANGE:** 20031107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19991025

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STEINROE MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Columbia Adaptive Risk Allocation Fund (Series ID: S000037262)

| Class ID   | Class Name                                                   | Ticker Symbol   |
|:---|:---|:---|
| C000114818 | Columbia Adaptive Risk Allocation Fund Class A               | CRAAX           |
| C000114819 | Columbia Adaptive Risk Allocation Fund Class C               | CRACX           |
| C000114823 | Columbia Adaptive Risk Allocation Fund Institutional 2 Class | CRDRX           |
| C000114825 | Columbia Adaptive Risk Allocation Fund Institutional Class   | CRAZX           |
| C000147084 | Columbia Adaptive Risk Allocation Fund Institutional 3 Class | CARYX           |
| C000255600 | Columbia Adaptive Risk Allocation Fund Class S               | CRADX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Series Trust I

- **b. Investment Company Act file number:** 811-04367

- **c. CIK number of Registrant:** 0000773757

- **d. LEI of Registrant:** 549300W5GIE6ZOZOTD82

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Columbia Adaptive Risk Allocation Fund

- **b. EDGAR series identifier (if any):** S000037262

- **c. LEI of Series:** OBEXP9BA3ACEEBWUNT09

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $2485821220.06

**Total Liabilities:** $115884069.96

**Net Assets:** $2369937150.10

**Delayed Delivery Securities:** $103437074.39

**Cash Not Reported:** $11123452.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 59878.034800000000 | **1-Year:** 7455.857000000000 | **5-Year:** 42846.308800000000 | **10-Year:** 243970.673000000000 | **30-Year:** 24347.485000000000

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

- **3-Month:** 19324.858900000000 | **1-Year:** 0.000000000000 | **5-Year:** 888267.250600000000 | **10-Year:** 129104.414200000000 | **30-Year:** 31634.301500000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000114818 | -2.14%               | -0.21%               | 2.09%                |
| Class ID C000114819 | -2.16%               | -0.33%               | 2.00%                |
| Class ID C000114823 | -2.13%               | -0.21%               | 2.07%                |
| Class ID C000114825 | -2.14%               | -0.21%               | 2.08%                |
| Class ID C000147084 | -2.03%               | -0.31%               | 2.07%                |
| Class ID C000255600 | -2.14%               | -0.21%               | 2.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1668083.49             | $8999729.77                                |
| Month 2  | $-797722.26              | $18811693.46                               |
| Month 3  | $1146030.62              | $-5571551.12                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VICI PROPERTIES INC                                        | VICI Properties Inc                                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |        29500 | NS      | $935445.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                                           | Elme Communities                                             | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |         9300 | NS      | $149358.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                                           | Welltower Inc                                                | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |        61680 | NS      | $9515990.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                                 | Xenia Hotels & Resorts Inc                                   | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |        13500 | NS      | $165105.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVT OF) #178                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    640600000 | PA      | $3418118.73    | 0.14%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVT OF) #67                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    524050000 | PA      | $2269286.10    | 0.10%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                       | FRANCE .10% 3/1/2036 (FTIPS)                                 | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1500000 | PA      | $1709823.04    | 0.07%             | 2036-03-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EUROCOMMERCIAL PROPERTIES NV                               | Eurocommercial Properties NV                                 | CUSIP: 000000000<br>LEI: 724500SFK53FPNM68L95 | Long             | EC               | CORP              | NL        |        39862 | NS      | $1240884.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI SA                                | Merlin Properties Socimi SA                                  | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               | CORP              | ES        |        41014 | NS      | $508130.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITALAND INVESTMENT LTD                                  | CapitaLand Investment Ltd/Singapore                          | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |       347600 | NS      | $677826.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVT OF) #177                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    651800000 | PA      | $3443888.35    | 0.15%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVT OF) #74                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    484850000 | PA      | $2238737.52    | 0.09%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UNITED KINGDOM OF GREAT BRITAIN AN                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      2961706 | PA      | $3825999.52    | 0.16%             | 2031-08-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVT OF) #363                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1289450000 | PA      | $8446384.15    | 0.36%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVT OF) #72                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    508500000 | PA      | $2178259.88    | 0.09%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND (GOVERNMENT OF)                                | NEW ZEALAND (GOVERNMENT OF)                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     55000000 | PA      | $32300481.59   | 1.36%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVT OF) #71                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    510700000 | PA      | $2204547.96    | 0.09%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo                                                | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | XX        |     -1393000 | OU      | $-13132.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | NZ        |   -149936000 | OU      | $290126.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | SG        |      -523000 | OU      | $-2265.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                | CANADIAN DOLLAR                                              | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CA        |     32620000 | OU      | $77730.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                | EURO COUNTRIES                                               | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | XX        |      1415000 | OU      | $19896.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                | SWEDISH KRONA                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | SE        |    224580000 | OU      | $142036.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                   | AUST 10YR BOND JUN 25                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | AU        |         -559 | NC      | $-588137.05    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                   | FTSE 100 INDEX JUN 25                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | GB        |         -308 | NC      | $-471179.73    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                             | ICE: (CDX.EM.43.V1)                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   -197477000 | OU      | $-6317324.78   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | ICE: (CDX.NA.IG.44.V1)                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   -183888000 | OU      | $3659128.47    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | ICE: (CDX.NA.HY.44.V1)                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   -337166000 | OU      | $20535257.07   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                       | NEW ZEALAND DOLLAR                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NZ        |     37949000 | OU      | $46813.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UK 1.125% 11/22/2037 (FTIPS)                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10444153 | PA      | $13204474.58   | 0.56%             | 2037-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UK .75% 11/22/2047 (FTIPS)                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      5326748 | PA      | $5350977.95    | 0.23%             | 2047-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | DK        |    -28283000 | OU      | $3309.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | XX        |    -13151000 | OU      | $-10486.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEON MALL CO LTD                                           | Aeon Mall Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800IDE3ULLSB2R846 | Long             | EC               | CORP              | JP        |        10500 | NS      | $209052.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                                 | Alexandria Real Estate Equities Inc                          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |         6024 | NS      | $422824.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED PROPERTIES REAL ESTATE INVESTMENT TRUST             | Allied Properties Real Estate Investment Trust               | CUSIP: 000000000<br>LEI: 549300AMZMPKVHA0MY77 | Long             | EC               | CORP              | CA        |        10900 | NS      | $125333.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                               | Prologis Inc                                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        79427 | NS      | $8625772.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP SWISS PROPERTY AG                                      | PSP Swiss Property AG                                        | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |         4449 | NS      | $783069.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                               | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        17200 | NS      | $5304652.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                         | Realty Income Corp                                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |        79544 | NS      | $4503781.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOCAN REAL ESTATE INVESTMENT TR                           | RioCan Real Estate Investment Trust                          | CUSIP: 000000000<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |        32400 | NS      | $409382.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES                               | Ryman Hospitality Properties Inc                             | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |         5400 | NS      | $524394.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP.                                      | SL Green Realty Corp                                         | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |        30000 | NS      | $1703100.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                 | Sabra Health Care REIT Inc                                   | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |        29500 | NS      | $515660.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HULIC CO LTD                                               | Hulic Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |        72500 | NS      | $734074.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                   | Simon Property Group Inc                                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        22327 | NS      | $3640863.89    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO LAND CO LTD                                           | Sino Land Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |       364000 | NS      | $366965.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS                                                       | UMBS  15YR TBA(REG B)                                        | CUSIP: 01F022469<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6148328 | PA      | $5675214.84    | 0.24%             | 2040-06-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STAG INDUSTRIAL INC                                        | STAG Industrial Inc                                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |        14800 | NS      | $526584.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCKLAND CORPORATION LTD                                  | Stockland                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       318847 | NS      | $1122929.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS                                                       | UMBS  15YR TBA(REG B)                                        | CUSIP: 01F030462<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3700000 | PA      | $3486635.43    | 0.15%             | 2040-06-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                       | UMBS  30YR TBA(REG A)                                        | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28500000 | PA      | $24246121.92   | 1.02%             | 2054-06-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO REALTY & DEV CO LTD                               | Sumitomo Realty & Development Co Ltd                         | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |        48000 | NS      | $1838729.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LTD                                | Sun Hung Kai Properties Ltd                                  | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |       141000 | NS      | $1514575.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS                                                       | UMBS  30YR TBA(REG A)                                        | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19400000 | PA      | $17193681.46   | 0.73%             | 2055-06-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                       | UMBS  30YR TBA(REG A)                                        | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17140000 | PA      | $15701421.80   | 0.66%             | 2054-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                       | UMBS  30YR TBA(REG A)                                        | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12330000 | PA      | $11627835.48   | 0.49%             | 2054-06-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                                  | American Assets Trust Inc                                    | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7300 | NS      | $145562.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                      | American Homes 4 Rent                                        | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |        17100 | NS      | $647235.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |         8700 | NS      | $1867455.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNTEC REAL ESTATE INVESTMENT TR                           | Suntec Real Estate Investment Trust                          | CUSIP: 000000000<br>LEI: 549300C46QFXSI2F4K13 | Long             | EC               | CORP              | SG        |       237100 | NS      | $207116.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNSTONE HOTEL                                             | Sunstone Hotel Investors Inc                                 | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |        18300 | NS      | $163968.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRECINCT PROPERTIES NEW ZEALAND LTD                        | Precinct Properties Group                                    | CUSIP: 000000000<br>LEI: 9845001BD9S8C9A04510 | Long             | EC               | CORP              | NZ        |       278153 | NS      | $192803.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE HOSPITALITY REIT INC                                 | Apple Hospitality REIT Inc                                   | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |         2000 | NS      | $23180.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS PRIME SITE AG                                        | Swiss Prime Site AG                                          | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |        35203 | NS      | $5006316.16    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO TATEMONO CO LTD                                      | Tokyo Tatemono Co Ltd                                        | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |        18600 | NS      | $329437.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITALAND ASCOTT TRUST                                    | CapitaLand Ascott Trust                                      | CUSIP: 000000000<br>LEI: 549300W6RTG7Y32IWY65 | Long             | EC               | CORP              | SG        |       287000 | NS      | $190066.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITALAND ASCENDAS REIT                                   | CapitaLand Ascendas REIT                                     | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |       383300 | NS      | $786615.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                  | AvalonBay Communities Inc                                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |         9380 | NS      | $1939502.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYU REIT                                                 | Tokyu REIT Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |           90 | NS      | $115568.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWA SECURITIES LIVING INVESTMENT CORP                    | Daiwa Securities Living Investments Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          166 | NS      | $108450.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR INC                                                    | UDR Inc                                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |        30854 | NS      | $1278281.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UOL GROUP LTD                                              | UOL Group Ltd                                                | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |        61600 | NS      | $272433.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                       | FRANCE 3.15% 7/25/2032 (FTIPS)                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     12125993 | PA      | $15921111.80   | 0.67%             | 2032-07-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MONTEA NV                                                  | Montea NV                                                    | CUSIP: 000000000<br>LEI: 5493006K5LQDD0GK1T60 | Long             | EC               | CORP              | BE        |         8177 | NS      | $604185.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AEDIFICA SA                                                | Aedifica SA                                                  | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               | CORP              | BE        |         3118 | NS      | $235698.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                     | Sirius Real Estate Ltd                                       | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | EC               | CORP              | GG        |       143933 | NS      | $185323.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                        | SWEDEN (KINGDOM OF)                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     51500000 | PA      | $6006315.45    | 0.25%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST HEALTHCARE PROPERTIES REIT                       | NorthWest Healthcare Properties Real Estate Investment Trust | CUSIP: 000000000<br>LEI: 254900P6YIXMWDQDD912 | Long             | EC               | CORP              | CA        |        35700 | NS      | $125386.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLETREE PAN ASIA COMMERCIAL                              | Mapletree Pan Asia Commercial Trust                          | CUSIP: 000000000<br>LEI: 549300BF18K4IC5LZ208 | Long             | EC               | CORP              | SG        |       236500 | NS      | $216537.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC LTD                                                 | NEXTDC Ltd                                                   | CUSIP: 000000000<br>LEI: 529900RTERU3X7G3D672 | Long             | EC               | CORP              | AU        |        76755 | NS      | $649360.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AZRIELI GROUP LTD                                          | Azrieli Group Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         3614 | NS      | $276330.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE REAL ESTATE INVESTMENT TRUST                       | Fortune Real Estate Investment Trust                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |       120000 | NS      | $68343.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties                                           | Swire Properties Ltd                                         | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |       114200 | NS      | $250191.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DREAM INDUSTRIAL REAL ESTATE INVESTMENT TRUST              | Dream Industrial Real Estate Investment Trust                | CUSIP: 000000000<br>LEI: 549300QOI0TM3CBYUH79 | Long             | EC               | CORP              | CA        |        23000 | NS      | $187372.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UK TREASURY                                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6710000 | PA      | $6911346.07    | 0.29%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ACTIVIA PROPERTIES INC                                     | Activia Properties Inc                                       | CUSIP: 000000000<br>LEI: 353800RPGYN3ML8CXV54 | Long             | EC               | CORP              | JP        |          228 | NS      | $182062.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMFORIA RESIDENTIAL REIT INC                              | Comforia Residential REIT Inc                                | CUSIP: 000000000<br>LEI: 353800BJ2SV3UPG9JU05 | Long             | EC               | CORP              | JP        |           69 | NS      | $135716.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-REIT                                                 | GLP J-Reit                                                   | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               | CORP              | JP        |          505 | NS      | $445472.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON PROLOGIS REIT INC                                   | Nippon Prologis REIT Inc                                     | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               | CORP              | JP        |          804 | NS      | $429557.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                          | LEG Immobilien SE                                            | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |         7884 | NS      | $669395.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UK .125% 3/22/2029 (FTIPS)                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     11928364 | PA      | $15823371.64   | 0.67%             | 2029-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | GB        |     -1281000 | OU      | $-13112.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | JP        |   -311440000 | OU      | $28880.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIMARIS REAL ESTATE INVESTMENT TRUST                      | Primaris Real Estate Investment Trust                        | CUSIP: 000000000<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               | CORP              | CA        |         8100 | NS      | $90541.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                       | FRANCE (REPUBLIC OF)                                         | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     19800000 | PA      | $22625601.03   | 0.95%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WIHLBORGS FASTIGHETER AB                                   | Wihlborgs Fastigheter AB                                     | CUSIP: 000000000<br>LEI: 549300RC1YDJPITF8X06 | Long             | EC               | CORP              | SE        |       393423 | NS      | $3955467.94    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                       | Fastighets AB Balder                                         | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |       379335 | NS      | $2659700.35    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVT OF) #180                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    613850000 | PA      | $3410043.45    | 0.14%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UNITED KINGDOM OF GREAT BRITAIN AN                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6500000 | PA      | $7478983.45    | 0.32%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intea Fastigheter AB                                       | Intea Fastigheter AB                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |       156929 | NS      | $1211160.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY BUONI POLIENNALI DEL TESORO                          | ITALY (REPUBLIC OF)                                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5220805 | PA      | $5889562.93    | 0.25%             | 2036-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVT OF) 40YR #16                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    209250000 | PA      | $888340.38     | 0.04%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVERNMENT OF) 40YR #17                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     42600000 | PA      | $237683.40     | 0.01%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STAR ASIA INVESTMENT CORP                                  | Star Asia Investment Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          337 | NS      | $131686.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KILLAM APARTMENT REIT                                      | Killam Apartment Real Estate Investment Trust                | CUSIP: 000000000<br>LEI: 2549001RZSL75H60JE41 | Long             | EC               | CORP              | CA        |        11100 | NS      | $157398.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI FUDOSAN LOGISTICS PARK INC                          | Mitsui Fudosan Logistics Park Inc                            | CUSIP: 000000000<br>LEI: 353800DN63EIYS760S59 | Long             | EC               | CORP              | JP        |          260 | NS      | $183477.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PANDOX AB                                                  | Pandox AB                                                    | CUSIP: 000000000<br>LEI: 549300K4HA8EBLSL3B97 | Long             | EC               | CORP              | SE        |         8205 | NS      | $137620.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                | 16809 GS SWAP SECURITY                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |    128580233 | OU      | $100000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | SWISS FRANC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CH        |       746000 | OU      | $6437.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | MEXICAN PESO                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | MX        |      2489000 | OU      | $2780.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                   | EURO-OAT JUN 25                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          495 | NC      | $514073.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                   | EURO-BOBL JUN 25                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |           30 | NC      | $9259.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                   | S&P/TSE 60 INDEX JUN 25                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | CA        |          215 | NC      | $2897153.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                   | EURO-BUND JUN 25                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          146 | NC      | $-608.42       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street                                               | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | AU        |    -21675000 | OU      | $58739.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                               | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | CH        |     -4883000 | OU      | $5832.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                               | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | XX        |     -1201000 | OU      | $-17750.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                               | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | SE        |   -629951000 | OU      | $163359.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                               | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | SE        |     -6014000 | OU      | $1206.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                               | AUSTRALIA DOLLAR                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | AU        |     72542000 | OU      | $-196588.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                               | JAPANESE YEN                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | JP        |   3441701000 | OU      | $144547.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                   | US 10YR NOTE SEP 25                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         1283 | NC      | $1371598.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                   | EURO BUXL 30YR BOND JUN 25                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          176 | NC      | $-744993.25    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS                                                        | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | XX        |   -256264288 | OU      | $497152.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                   | US ULTRA 10YR NOTE SEP 25                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         2586 | NC      | $3874746.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                   | EURO STOXX 50 JUN 25                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | DE        |         -595 | NC      | $-92108.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                     | CHINA DEVELOPMENT BANK                                       | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     50950000 | PA      | $7637567.35    | 0.32%             | 2032-07-18      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                     | CHINA PEOPLES REPUBLIC OF (GOVERNM                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     27130000 | PA      | $4041610.05    | 0.17%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                     | CHINA PEOPLES REPUBLIC OF (GOVERNM                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     25000000 | PA      | $4292549.63    | 0.18%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF (GOVERNMENT)                            | BELGIUM (KINGDOM OF)                                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      7000000 | PA      | $7893146.27    | 0.33%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF (GOVERNMENT)                            | BELGIUM (KINGDOM OF)                                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      5000000 | PA      | $5346382.69    | 0.23%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                     | CHINA (PEOPLES REPUBLIC OF)                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     45000000 | PA      | $6542569.03    | 0.28%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                         | SPAIN (KINGDOM OF)                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     15000000 | PA      | $17598937.04   | 0.74%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF (GOVERNMENT)                            | BELGIUM KINGDOM OF (GOVERNMENT)                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      5000000 | PA      | $5716868.01    | 0.24%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                         | SPAIN (KINGDOM OF)                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     33700000 | PA      | $38445353.63   | 1.62%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                      | AUSTRIA (REPUBLIC OF)                                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      4500000 | PA      | $5137095.28    | 0.22%             | 2035-02-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOSHINO RESORTS REIT INC                                   | Hoshino Resorts REIT Inc                                     | CUSIP: 000000000<br>LEI: 353800DF2MUZWFL4IL56 | Long             | EC               | CORP              | JP        |           64 | NS      | $105382.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REAL ESTATE IN                           | Choice Properties Real Estate Investment Trust               | CUSIP: 000000000<br>LEI: 5493007MYGFSLOZGT937 | Long             | EC               | CORP              | CA        |        23700 | NS      | $258526.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays                                                   | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | JP        | -11733043988 | OU      | $1102809.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                   | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | NO        |   -242476000 | OU      | $47218.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                   | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | SG        |     -2975000 | OU      | $5128.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                   | JAPANESE YEN                                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | JP        |      7913000 | OU      | $-743.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SOCIMI SA                            | Inmobiliaria Colonial Socimi SA                              | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | EC               | CORP              | ES        |        32419 | NS      | $225732.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | MX        |   -645477000 | OU      | $-721183.03    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NZ        |     -1017000 | OU      | $874.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | SE        |   -117166000 | OU      | $-39523.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITY DEVELOPMENTS LIMITED                                  | City Developments Ltd                                        | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |        50100 | NS      | $187712.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COFINIMMO SA                                               | Cofinimmo SA                                                 | CUSIP: 000000000<br>LEI: 549300TM914CSF6KI389 | Long             | EC               | CORP              | BE        |        39124 | NS      | $3370740.06    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                              | COLUMBIA SHORT TERM CASH FUND                                | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1001288292 | NS      | $1000987905.09 | 42.24%            |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA COMMODITY STRATEGY FUND                           | Columbia Commodity Strategy Fund                             | CUSIP: 19766J623<br>LEI: N/A                  | Long             | EC               | RF                | US        |     19278621 | NS      | $185653119.53  | 7.83%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                 | GNMA2 30YR TBA(REG C)                                        | CUSIP: 21H030666<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11950000 | PA      | $10409090.76   | 0.44%             | 2055-06-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                 | GNMA2 30YR TBA(REG C)                                        | CUSIP: 21H032662<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9650000 | PA      | $8584191.18    | 0.36%             | 2055-06-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                 | GNMA2 30YR TBA(REG C)                                        | CUSIP: 21H040665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6620000 | PA      | $6061209.64    | 0.26%             | 2055-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                    | COPT Defense Properties                                      | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |        12200 | NS      | $334890.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC                                     | Cousins Properties Inc                                       | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |        17800 | NS      | $499646.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIWA REAL ESTATE REIT INC                                 | Heiwa Real Estate REIT Inc                                   | CUSIP: 000000000<br>LEI: 3538003GH25628YW4R98 | Long             | EC               | CORP              | JP        |          129 | NS      | $114331.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROMBIE REAL ESTATE INVESTMENT T                           | Crombie Real Estate Investment Trust                         | CUSIP: 000000000<br>LEI: 549300OGQML2MCFAPT83 | Long             | EC               | CORP              | CA        |         9900 | NS      | $106837.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                                  | CubeSmart                                                    | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68500 | NS      | $2929060.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXUS PROPERTY GROUP                                       | Dexus                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       100340 | NS      | $453173.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWA OFFICE INVESTMENT CORP                               | Daiwa Office Investment Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |           50 | NS      | $104726.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY                                             | Digital Realty Trust Inc                                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        18500 | NS      | $3173120.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC                         | Easterly Government Properties Inc                           | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |         7160 | NS      | $155586.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                                   | EastGroup Properties Inc                                     | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |         4900 | NS      | $830795.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE STATE REALTY TRUST INC                              | Empire State Realty Trust Inc                                | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |       177600 | NS      | $1360416.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        12880 | NS      | $11448001.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA HOUSE REIT INVESTMENT CORP                           | Daiwa House REIT Investment Corp                             | CUSIP: 000000000<br>LEI: 3538001FWU534P8JMO05 | Long             | EC               | CORP              | JP        |          242 | NS      | $402824.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| H&R REAL ESTATE INVESTMENT TRUST                           | H&R Real Estate Investment Trust                             | CUSIP: 000000000<br>LEI: 549300TGNP6B6GUVGW10 | Long             | EC               | CORP              | CA        |        36900 | NS      | $280443.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boardwalk Real                                             | Boardwalk Real Estate Investment Trust                       | CUSIP: 000000000<br>LEI: 549300RMNRTTJRCOYW23 | Long             | EC               | CORP              | CA        |         3400 | NS      | $173598.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CDL HOSPITALITY TRUSTS                                     | CDL Hospitality Trusts                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |        90700 | NS      | $53414.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                      | Camden Property Trust                                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        21600 | NS      | $2537784.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTCENTRES REAL ESTATE INVESTMENT TRUST                  | SmartCentres Real Estate Investment Trust                    | CUSIP: 000000000<br>LEI: 549300HKEP2IYWZ14H97 | Long             | EC               | CORP              | CA        |        11800 | NS      | $222354.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN APARTMENT PROPERTIES REAL ESTATE INVESTMENT TRUST | Canadian Apartment Properties REIT                           | CUSIP: 000000000<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |        16800 | NS      | $547941.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                     | CANADA (GOVERNMENT OF)                                       | CUSIP: 135087M43<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2692150 | PA      | $1357359.46    | 0.06%             | 2054-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                     | CANADA (GOVERNMENT OF)                                       | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     15000000 | PA      | $10786863.04   | 0.46%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                     | CANADA 4.00% 12/01/2031 (FTIPS)                              | CUSIP: 135087WV2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3499304 | PA      | $3018403.92    | 0.13%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                     | CANADA 3.00% 12/01/2036 (FTIPS)                              | CUSIP: 135087XQ2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1284166 | PA      | $1095314.77    | 0.05%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                     | CANADA 2.00% 12/01/2041 (FTIPS)                              | CUSIP: 135087YK4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1935898 | PA      | $1519222.33    | 0.06%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MAPLETREE INDUSTRIAL TRUST                                 | Mapletree Industrial Trust                                   | CUSIP: 000000000<br>LEI: 549300R7WZFHXNKDJF41 | Long             | EC               | CORP              | SG        |       349700 | NS      | $523060.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPLETREE LG TR                                            | Mapletree Logistics Trust                                    | CUSIP: 000000000<br>LEI: 549300M9EBZIYH387075 | Long             | EC               | CORP              | SG        |       365300 | NS      | $314566.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDICAL PROP                                               | Medical Properties Trust Inc                                 | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |        62400 | NS      | $285168.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIE                           | Mid-America Apartment Communities Inc                        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |         1000 | NS      | $156650.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRVAC GROUP                                               | Mirvac Group                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       542859 | NS      | $808802.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                                   | Mitsubishi Estate Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |       130700 | NS      | $2375341.13    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                                      | Mitsui Fudosan Co Ltd                                        | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |       306600 | NS      | $2936457.77    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MORI HILLS REIT INV CORP                                   | Mori Hills REIT Investment Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          137 | NS      | $124206.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORI TRUST SOGO REIT INC                                   | Mori Trust Reit Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          379 | NS      | $174495.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL HLTH INVESTORS INC.                               | National Health Investors Inc                                | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |         4700 | NS      | $340797.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITALAND INTEGRATED COMMERCIAL TRUST                     | CapitaLand Integrated Commercial Trust                       | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |       620587 | NS      | $1005208.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON ACCOMMODATIONS FD INC                               | Nippon Accommodations Fund Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          270 | NS      | $215480.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON BUILD FUN                                           | Nippon Building Fund Inc                                     | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               | CORP              | JP        |          917 | NS      | $838040.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA REAL ESTATE HOLD INC                                | Nomura Real Estate Holdings Inc                              | CUSIP: 000000000<br>LEI: 353800UZ91CT24OL9P59 | Long             | EC               | CORP              | JP        |        52000 | NS      | $304492.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCE RESIDENCE INV CORP                                 | Advance Residence Investment Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          226 | NS      | $232204.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN HOTEL REIT INV CORP                                  | Japan Hotel REIT Investment Corp                             | CUSIP: 000000000<br>LEI: 353800L8KG849FP1JI68 | Long             | EC               | CORP              | JP        |          545 | NS      | $282433.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS INC                               | Omega Healthcare Investors Inc                               | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |        30100 | NS      | $1113700.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX JREIT                                                 | Orix JREIT Inc                                               | CUSIP: 000000000<br>LEI: 353800WVNTBIU65TA247 | Long             | EC               | CORP              | JP        |          260 | NS      | $323168.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK HOTELS & RESORTS INC                                  | Park Hotels & Resorts Inc                                    | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |       187900 | NS      | $1946644.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKWAY LIFE REAL ESTATE INVESTMENT TRUST                  | Parkway Life Real Estate Investment Trust                    | CUSIP: 000000000<br>LEI: 549300I4DKVD2OF5LW91 | Long             | EC               | CORP              | SG        |        46400 | NS      | $146349.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON & COMPANY INC                              | Phillips Edison & Co Inc                                     | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |        12700 | NS      | $450342.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty                                            | Piedmont Office Realty Trust Inc                             | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       198200 | NS      | $1411184.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT UD REIT INVESTMENT CORP                                | NTT UD REIT Investment Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          208 | NS      | $189622.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | AU        |      -806000 | OU      | $253.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CA        |    -25955853 | OU      | $-61850.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CH        |      -391000 | OU      | $-464.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                            | Equity LifeStyle Properties Inc                              | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |        25700 | NS      | $1633749.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                         | Equity Residential                                           | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |        49300 | NS      | $3457902.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                                   | Essex Property Trust Inc                                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |         3500 | NS      | $993650.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                    | Extra Space Storage Inc                                      | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |         5000 | NS      | $755750.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HYSAN DEVELOPMENT CO LTD                                   | Hysan Development Co Ltd                                     | CUSIP: 000000000<br>LEI: 5299007BABFLKIH9HL03 | Long             | EC               | CORP              | HK        |        62000 | NS      | $101869.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORP           | Industrial & Infrastructure Fund Investment Corp             | CUSIP: 000000000<br>LEI: 353800WCHFY04YKYCI19 | Long             | EC               | CORP              | JP        |          253 | NS      | $207157.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC                       | Innovative Industrial Properties Inc                         | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |         3100 | NS      | $171182.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PROPERTIES CORP                                 | InvenTrust Properties Corp                                   | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |        74100 | NS      | $2081469.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                                       | Invitation Homes Inc                                         | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               | CORP              | US        |       122420 | NS      | $4125554.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                          | Iron Mountain Inc                                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        31500 | NS      | $3109365.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN LOGISTICS FUND INC                                   | Japan Logistics Fund Inc                                     | CUSIP: 000000000<br>LEI: 3538004KZWISCQO70151 | Long             | EC               | CORP              | JP        |          285 | NS      | $181104.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN METROPOLITAN FUND INVESTMENT CORP                    | Japan Metropolitan Fund Invest                               | CUSIP: 000000000<br>LEI: 353800QDHNIP60E1LQ93 | Long             | EC               | CORP              | JP        |          890 | NS      | $609264.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN REAL ESTATE INV CORP                                 | Japan Real Estate Investment Corp                            | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               | CORP              | JP        |          624 | NS      | $506639.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN PRIME REALTY INVEST                                  | Japan Prime Realty Investment Corp                           | CUSIP: 000000000<br>LEI: 353800NJOQJAY1ODEX72 | Long             | EC               | CORP              | JP        |          116 | NS      | $289423.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCELLENT INC                                        | Japan Excellent Inc                                          | CUSIP: 000000000<br>LEI: 35380015J62221TE0D86 | Long             | EC               | CORP              | JP        |          130 | NS      | $117980.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEPPEL REIT                                                | Keppel REIT                                                  | CUSIP: 000000000<br>LEI: 549300ZD5HZLQCF55J25 | Long             | EC               | CORP              | SG        |       288800 | NS      | $190080.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KDX REALTY INVESTMENT CORP                                 | KDX Realty Investment Corp                                   | CUSIP: 000000000<br>LEI: 353800FFT483NCIHFY42 | Long             | EC               | CORP              | JP        |          438 | NS      | $461445.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                          | Kimco Realty Corp                                            | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |        99600 | NS      | $2117496.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GRP                                            | Kite Realty Group Trust                                      | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48300 | NS      | $1068396.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KIWI PROPERTY GROUP LTD                                    | Kiwi Property Group Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |       219516 | NS      | $118054.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                                       | Lamar Advertising Co                                         | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |         1000 | NS      | $120540.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                       | LXP Industrial Trust                                         | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |       224800 | NS      | $1928784.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LINK REAL ESTATE INVESTMENT TRUST                          | Link REIT                                                    | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |       281300 | NS      | $1488706.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MACERICH CO (THE)                                          | Macerich Co/The                                              | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |        74600 | NS      | $1207028.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL INC                                      | Veris Residential Inc                                        | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |         9300 | NS      | $141360.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODMAN GROUP                                              | Goodman Group                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       223484 | NS      | $4740144.83    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| INVINCIBLE INVESTMENT CORP                                 | Invincible Investment Corp                                   | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               | CORP              | JP        |          723 | NS      | $307657.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UK .125% 03/22/2044 (FTIPS)                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      8739212 | PA      | $8102883.75    | 0.34%             | 2044-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UK .25% 03/22/2052 (FTIPS)                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      5269562 | PA      | $4267504.31    | 0.18%             | 2052-03-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UK .125% 03/22/2068 (FTIPS)                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      3024979 | PA      | $1881792.80    | 0.08%             | 2068-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND (GOVERNMENT OF)                                | NEW ZEALAND 3% 9/20/2030 (FTIPS)                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     12153000 | PA      | $10124509.20   | 0.43%             | 2030-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LENDLEASE GLOBAL COMMERCIAL REIT                           | Lendlease Global Commercial REIT                             | CUSIP: 000000000<br>LEI: 2549002B9UHG224VCA80 | Long             | EC               | CORP              | SG        |       339900 | NS      | $125187.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                     | CHINA (PEOPLES REPUBLIC OF)                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     52400000 | PA      | $7818790.05    | 0.33%             | 2032-05-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                       | FRANCE (GOVT OF)                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      8757000 | PA      | $8117538.60    | 0.34%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UK .125% 11/22/2065 (FTIPS)                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      5236164 | PA      | $3338959.08    | 0.14%             | 2065-11-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WHARF REAL ESTATE INVESTMENT COMPANY LTD                   | Wharf Real Estate Investment Co Ltd                          | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |       137000 | NS      | $341618.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD NV                               | Unibail-Rodamco-Westfield                                    | CUSIP: 000000000<br>LEI: 7245002R31EKBDW59H93 | Long             | EC               | CORP              | NL        |         6362 | NS      | $603373.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ESTATE LOGISTICS REIT INVESTMENT CORP           | Mitsubishi Estate Logistics REIT Investment Corp             | CUSIP: 000000000<br>LEI: 353800YYSGZU31ICQK38 | Long             | EC               | CORP              | JP        |          144 | NS      | $116866.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYFOSA AB                                                  | Nyfosa AB                                                    | CUSIP: 000000000<br>LEI: 5493000YR2B83SILCJ50 | Long             | EC               | CORP              | SE        |       119010 | NS      | $1082072.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                       | FRANCE .10% 7/25/2036 (FTIPS)                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      8817435 | PA      | $8767146.70    | 0.37%             | 2036-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AEON REIT INVESTMENT CORP                                  | AEON REIT Investment Corp                                    | CUSIP: 000000000<br>LEI: 353800P59F8MJB4FE788 | Long             | EC               | CORP              | JP        |          198 | NS      | $172016.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOJAMO PLC                                                 | Kojamo Oyj                                                   | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |        33081 | NS      | $397095.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                         | SPAIN .70% 11/30/2033 (FTIPS)                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      6243800 | PA      | $6846387.62    | 0.29%             | 2033-11-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL STORAGE REIT                                      | National Storage REIT                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       185014 | NS      | $275554.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PLATZER FASTIGHETER HOLDING AB PUBL                        | Platzer Fastigheter Holding AB                               | CUSIP: 000000000<br>LEI: 5493009KPII4BZE70820 | Long             | EC               | CORP              | SE        |       306920 | NS      | $2417367.16    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HULIC REIT INC                                             | Hulic Reit Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          101 | NS      | $106104.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRISH RESIDENTIAL PROPERTIES REIT PLC                      | Irish Residential Properties REIT PLC                        | CUSIP: 000000000<br>LEI: 635400EOPACLULRENY18 | Long             | EC               | CORP              | IE        |      2698935 | NS      | $3290617.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WAREHOUSES DE PAUW NV                                      | Warehouses De Pauw CVA                                       | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |       111271 | NS      | $2714592.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON REIT INVESTMENT CORP                                | NIPPON REIT Investment Corp                                  | CUSIP: 000000000<br>LEI: 3538004O49OJ90PEXX85 | Long             | EC               | CORP              | JP        |          144 | NS      | $86619.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP NV                                                     | CTP NV                                                       | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | EC               | CORP              | NL        |        30761 | NS      | $585555.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                              | GERMANY .50% 4/15/2030 (FTIPS)                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     11561440 | PA      | $13151678.77   | 0.55%             | 2030-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                              | GERMANY (FEDERAL REPUBLIC OF)                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      5243764 | PA      | $5711965.00    | 0.24%             | 2033-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                | MEXICO (UNITED MEXICAN STATES)                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    702000000 | PA      | $32621213.14   | 1.38%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP                                              | Scentre Group                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       640782 | NS      | $1517183.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW WORLD DEVELOPMENT CO LTD                               | New World Development Co Ltd                                 | CUSIP: 000000000<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |       176000 | NS      | $106994.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                       | FRANCE (REPUBLIC OF)                                         | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     15428000 | PA      | $15272581.98   | 0.64%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                                         | CareTrust REIT Inc                                           | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |        19000 | NS      | $546440.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERSPACE                                                | Centerspace                                                  | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |         1800 | NS      | $114750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTWELL RETIREMENT RESIDENCES                            | Chartwell Retirement Residences                              | CUSIP: 000000000<br>LEI: 549300M7UBEIZBWP4069 | Long             | EC               | CORP              | CA        |        33600 | NS      | $455638.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER HALL GROUP                                         | Charter Hall Group                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        60826 | NS      | $713149.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | US TII .75% 02/15/2045 (TIPS)                                | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6230366 | PA      | $4501439.70    | 0.19%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | US TII .25 02/15/2050 (TIPS)                                 | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8893170 | PA      | $5073970.35    | 0.21%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | TREASURY (CPI) NOTE                                          | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4087926 | PA      | $3187783.86    | 0.13%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | US TII .375 07/15/2027 (TIPS)                                | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17804609 | PA      | $17550058.53   | 0.74%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | US TII .50 01/15/2028 (TIPS)                                 | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20427217 | PA      | $20003512.06   | 0.84%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | US TII .875 01/15/2029 (TIPS)                                | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22724820 | PA      | $22296954.17   | 0.94%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | US TII .25 07/15/2029 (TIPS)                                 | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13142617 | PA      | $12560439.84   | 0.53%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | US TII .125 07/15/2030 (TIPS)                                | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19860731 | PA      | $18548836.88   | 0.78%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | TREASURY NOTE                                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11479000 | PA      | $9675541.48    | 0.41%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | TREASURY NOTE                                                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20693000 | PA      | $17681198.52   | 0.75%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | TREASURY NOTE                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19572000 | PA      | $16532223.75   | 0.70%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | TREASURY NOTE                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8966000 | PA      | $7572767.66    | 0.32%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | TREASURY NOTE                                                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    113380000 | PA      | $106754356.25  | 4.50%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | TREASURY NOTE                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     47000000 | PA      | $47146875.00   | 1.99%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | TREASURY (CPI) NOTE                                          | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8577765 | PA      | $8512426.26    | 0.36%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | TREASURY NOTE                                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000000 | PA      | $4818750.00    | 0.20%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | TREASURY NOTE                                                | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3039810 | PA      | $3062964.80    | 0.13%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED URBAN INVESTMENT CORP                               | United Urban Investment Corp                                 | CUSIP: 000000000<br>LEI: 353800GYZWBD7BDCN841 | Long             | EC               | CORP              | JP        |          290 | NS      | $304353.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| URBAN EDGE PROPERTIES                                      | Urban Edge Properties                                        | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11400 | NS      | $207024.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                                 | Ventas Inc                                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        27800 | NS      | $1786984.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INTERIM REAL ESTATE INVESTMENT TRUST        | Federal Realty Investment Trust                              | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |        25044 | NS      | $2391201.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CAPITAL REAL ESTATE INVESTMENT TRUST                 | First Capital Real Estate Investment Trust                   | CUSIP: 000000000<br>LEI: 54930042UG2WCIIAQZ39 | Long             | EC               | CORP              | CA        |        17900 | NS      | $231518.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST IND REALTY TRUST INC                                 | First Industrial Realty Trust Inc                            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52300 | NS      | $2585189.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICHIGO OFFICE REIT INVESTMENT CORP                         | Ichigo Office REIT Investment Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          103 | NS      | $61590.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC                            | Four Corners Property Trust Inc                              | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |         9500 | NS      | $262295.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRASERS CENTREPOINT TRUST                                  | Frasers Centrepoint Trust                                    | CUSIP: 000000000<br>LEI: 5493002RGQ266FKERZ83 | Long             | EC               | CORP              | SG        |       121200 | NS      | $206758.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER REAL ESTATE INVESTMENT CORP                       | Frontier Real Estate Investment Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          550 | NS      | $314846.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUKUOKA REIT CORP                                          | Fukuoka REIT Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |           62 | NS      | $70693.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT GROUP                                                  | GPT Group/The                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       285245 | NS      | $883214.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GETTY REALTY CORP.                                         | Getty Realty Corp                                            | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |         9000 | NS      | $263340.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ONE REIT CORP                                       | Global One Real Estate Investment Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |           86 | NS      | $74309.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Prop Trst                                          | Goodman Property Trust                                       | CUSIP: 000000000<br>LEI: 213800EWCLT1H1U94486 | Long             | EC               | CORP              | NZ        |       108356 | NS      | $123668.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HEALTHCARE REIT INC                               | American Healthcare REIT Inc                                 | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |        14700 | NS      | $513618.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC (TENNESSEE)                    | Healthcare Realty Trust Inc                                  | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |        34800 | NS      | $504600.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                  | Healthpeak Properties Inc                                    | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |       141061 | NS      | $2455872.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIWA REAL ESTATE CO LTD                                   | Heiwa Real Estate Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         4700 | NS      | $145151.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HONGKONG LAND HOLDINGS LTD                                 | Hongkong Land Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |       147300 | NS      | $760908.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                  | Host Hotels & Resorts Inc                                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |        16200 | NS      | $250938.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC                              | Hudson Pacific Properties Inc                                | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14300 | NS      | $26598.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                     | US TII 3.375 04/15/32 (TIPS)                                 | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20357515 | PA      | $22535610.06   | 0.95%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | US TII .75 02/15/42 (TIPS)                                   | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9352925 | PA      | $7167043.84    | 0.30%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                     | US TII .625 02/15/2043 (TIPS)                                | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5631633 | PA      | $4131330.50    | 0.17%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVT OF) #73                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    506900000 | PA      | $2157223.92    | 0.09%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVERNMENT OF) 30YR #83                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     83300000 | PA      | $504344.38     | 0.02%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVT OF) 20YR #184                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    868150000 | PA      | $4988487.71    | 0.21%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                       | FRANCE (REPUBLIC OF)                                         | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1141195 | PA      | $1166895.13    | 0.05%             | 2043-07-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ITALY BUONI POLIENNALI DEL TESORO                          | BUONI POLIENNALI DEL TES                                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4850000 | PA      | $5752058.69    | 0.24%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                       | FRANCE 1.80% 7/25/2040 (FTIPS)                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      7465045 | PA      | $8820482.08    | 0.37%             | 2040-07-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UK .50% 3/22/2050 (FTIPS)                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      5028696 | PA      | $4543858.58    | 0.19%             | 2050-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UK .75% 03/22/2034 (FTIPS)                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      9245373 | PA      | $11858753.72   | 0.50%             | 2034-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UK I/L GILT                                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      5794461 | PA      | $6161644.59    | 0.26%             | 2039-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                      | JAPAN (GOVT OF) 30YR #78                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    678750000 | PA      | $3426507.02    | 0.14%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GRANITE REAL ESTATE INVESTMENT TRUST                       | Granite Real Estate Investment Trust                         | CUSIP: 000000000<br>LEI: 549300A6I7CLE0ZC0396 | Long             | EC               | CORP              | CA        |         5600 | NS      | $286865.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI HOUSE REIT INC                                     | Sekisui House Reit Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          550 | NS      | $294584.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NP3 FASTIGHETER AB                                         | NP3 Fastigheter AB                                           | CUSIP: 000000000<br>LEI: 549300MGVITW8GYJHZ50 | Long             | EC               | CORP              | SE        |        64606 | NS      | $1745388.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KEPPEL DC REIT                                             | Keppel DC REIT                                               | CUSIP: 000000000<br>LEI: 254900L7YDIFLO15BD60 | Long             | EC               | CORP              | SG        |       176300 | NS      | $299066.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ESR REIT                                                   | ESR-REIT                                                     | CUSIP: 000000000<br>LEI: 5493008PFX3JN1RMMD48 | Long             | EC               | CORP              | SG        |        65090 | NS      | $111959.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                         | SPAIN 1.0% 11/30/2030 (FTIPS)                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      4190406 | PA      | $4817633.50    | 0.20%             | 2030-11-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES RE LTD                                    | Vicinity Ltd                                                 | CUSIP: 000000000<br>LEI: 549300S7GOEVR0EGFN47 | Long             | EC               | CORP              | AU        |       586890 | NS      | $932103.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA REAL ESTATE MASTER FUND INC                         | Nomura Real Estate Master Fund Inc                           | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               | CORP              | JP        |          480 | NS      | $481986.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                             | UK .125% 11/22/2056 (FTIPS)                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6638798 | PA      | $4814342.48    | 0.20%             | 2056-11-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CIBUS NORDIC REAL ESTATE AB (PUBL)                         | Cibus Nordic Real Estate AB publ                             | CUSIP: 000000000<br>LEI: 549300PW36MFK96GCR23 | Long             | EC               | CORP              | SE        |         5204 | NS      | $97734.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                       | FRANCE .10% 07/25/2047 (FTIPS)                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1332576 | PA      | $1082218.49    | 0.05%             | 2047-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ITALY BUONI POLIENNALI DEL TESORO                          | ITALY 1.30% 5/15/2028 (FTIPS)                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     11082417 | PA      | $12798213.61   | 0.54%             | 2028-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FRASERS LOGISTICS & COMMERCIAL TRUST                       | Frasers Logistics & Commercial Trust                         | CUSIP: 000000000<br>LEI: 25490039A7FZFHHURL81 | Long             | EC               | CORP              | SG        |       388300 | NS      | $239451.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                       | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | AU        |    -35372000 | OU      | $-74104.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                       | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NO        |    -20112000 | OU      | $-21706.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                       | NORWAY KRONA                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NO        |    484217000 | OU      | $522594.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | 16809 MS SWAP SECURITY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |      5906008 | OU      | $210000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                        | 16809 UBS SWAP SECURITY                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | ES        |      6580656 | OU      | $-34000.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                   | CAN 10YR BOND SEP 25                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | CA        |          414 | NC      | $451447.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LASALLE LOGIPORT REIT                                      | LaSalle Logiport REIT                                        | CUSIP: 000000000<br>LEI: 353800II3DI1RPKBB314 | Long             | EC               | CORP              | JP        |          252 | NS      | $234934.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                   | S&P500 EMINI JUN 25                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1889 | NC      | $21461942.91   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                   | US 5YR NOTE SEP 25                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         -371 | NC      | $-238183.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                   | LONG GILT SEP 25                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |          226 | NC      | $195183.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC                                                       | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |    -17567000 | OU      | $24090.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                       | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CA        |     -4891000 | OU      | $-17975.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                       | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CN        |   -244545164 | OU      | $37268.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                       | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | GB        |   -115108265 | OU      | $-981654.39    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                       | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | HK        |    -26966000 | OU      | $40571.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                       | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | HK        |    -31783000 | OU      | $45927.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                       | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |  -2413219000 | OU      | $171133.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                       | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | SG        |     -7106000 | OU      | $10839.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                       | SWEDISH KRONA                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | SE        |     52688000 | OU      | $55838.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                       | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | ZA        |    -13870000 | OU      | $-12647.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                   | EURO-BTP (ITALY GOVT) JUN 25                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          365 | NC      | $694729.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                   | JPN 10YR BOND (OSE) JUN 25                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | JP        |           25 | NC      | $217157.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                   | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     -1370000 | OU      | $-13043.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                   | MSCI EMER MKT INDEX (ICE) JUN 25                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1951 | NC      | $456748.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                   | MSCI EAFE INDEX JUN 25                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1462 | NC      | $7972870.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                             | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | AU        |      -781000 | OU      | $-2763.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CA        |    -32620000 | OU      | $-181038.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CH        |    -14784000 | OU      | $59800.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CH        |    -19648000 | OU      | $-110866.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | US DOLLARS                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CH        |      -496000 | OU      | $-8590.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-24

**Name of Applicant:** Columbia Funds Series Trust I

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer