# EDGAR Filing Document

**Accession Number:** 0000909221
**File Stem:** 0001752724-23-045141
**Filing Date:** 2023-2
**Character Count:** 349324
**Document Hash:** 55652cf6dfe4216517f86ef2ba5c4c65
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045141.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045141

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000909221
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07874
- **FILM NUMBER:** 23680453

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JPMORGAN INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20050504

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19930716

## Series and Classes Contracts Data

### JPMorgan Insurance Trust Global Allocation Portfolio (Series ID: S000047318)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000148505 | Class 1      |  |
| C000148506 | Class 2      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMORGAN INSURANCE TRUST

- **b. Investment Company Act file number:** 811-07874

- **c. CIK number of Registrant:** 0000909221

- **d. LEI of Registrant:** 549300J0V5HLQCPT0O05

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

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

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

- **a. Name of Series:** JPMorgan Insurance Trust Global Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000047318

- **c. LEI of Series:** 549300T1ZGBJZ222LZ91

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $119637512.80

**Total Liabilities:** $9764949.31

**Net Assets:** $109872563.49

**Cash Not Reported:** $102053.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 46.10044000 | **1-Year:** 597.89333000 | **5-Year:** 1587.25285000 | **10-Year:** 2165.18559000 | **30-Year:** 1296.14321000

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

- **3-Month:** 0.00000000 | **1-Year:** 14.39749000 | **5-Year:** 18.44015000 | **10-Year:** -359.49636000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000148505 | 3.14%                | 6.15%                | -2.43%               |
| Class ID C000148506 | 3.08%                | 6.18%                | -2.50%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1067785.88             | $5036787.48                                |
| Month 2  | $-315513.17              | $7940051.71                                |
| Month 3  | $-139087.11              | $-3016765.47                               |

**Designated Index Information**

- **Index Name:** 60% ACWIRNRUSD0, 40% 38TRUSD0

- **Index Identifier:** IBXUSD000152

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                     | CBRE Group, Inc., Class A                                                       | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       466 | NS      | $35863.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co. Ltd.                                    | MonotaRO Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $2817.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                               | SKF AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |      1305 | NS      | $19931.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co. Ltd.                        | Square Enix Holdings Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |       200 | NS      | $9285.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-248.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     73000 | PA      | $47665.63     | 0.04%             | 2051-07-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Partners Group Holding AG                            | Partners Group Holding AG                                                       | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |         8 | NS      | $7083.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                | Kraft Heinz Co. (The)                                                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      1264 | NS      | $51457.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTO Ltd.                                            | TOTO Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $3391.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                       | Entegris, Inc.                                                                  | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       678 | NS      | $44470.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                      | Eaton Corp. plc                                                                 | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      1713 | NS      | $268855.35    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                         | Mizuho Financial Group, Inc.                                                    | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      1130 | NS      | $15919.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    405030 | PA      | $354438.88    | 0.32%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| LB-UBS Commercial Mortgage Trust                     | LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ                      | CUSIP: 50179MAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32106 | PA      | $14040.23     | 0.01%             | 2039-09-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                    | Mitsui & Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |       500 | NS      | $14562.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    166000 | PA      | $166521.26    | 0.15%             | 2028-12-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                            | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        98 | NS      | $17160.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                     | JPMorgan Prime Money Market Fund, Class Institutional                           | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |   3400145 | NS      | $3401845.43   | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian plc                                         | Experian plc                                                                    | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |       199 | NS      | $6739.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.          | Taiwan Semiconductor Manufacturing Co. Ltd.                                     | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      6910 | NS      | $514725.90    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Australia                            | Commonwealth of Australia                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      3000 | PA      | $1630.81      | 0.00%             | 2030-12-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Korea Development Bank (The)                         | Korea Development Bank (The)                                                    | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | USGA              | KR        |    100000 | PA      | $105660.11    | 0.10%             | 2023-07-17      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    310000 | PA      | $382400.56    | 0.35%             | 2029-04-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CME Group, Inc.                                      | CME Group, Inc.                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3455 | NS      | $580992.80    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7790.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     16000 | PA      | $11064.77     | 0.01%             | 2053-07-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                      | Ontario Teachers' Finance Trust                                                 | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $324275.94    | 0.30%             | 2026-05-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                           | Crowdstrike Holdings, Inc., Class A                                             | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       303 | NS      | $31902.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                 | SoftBank Group Corp.                                                            | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       700 | NS      | $29605.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                           | Woodside Energy Group Ltd.                                                      | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      1256 | NS      | $30229.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  37450000 | PA      | $284684.49    | 0.26%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Kingdom of the Netherlands                           | Kingdom of Netherlands                                                          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     60000 | PA      | $62258.75     | 0.06%             | 2033-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Loews Corp.                                          | Loews Corp.                                                                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1488 | NS      | $86795.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                         | AMETEK, Inc.                                                                    | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       758 | NS      | $105907.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| T&D Holdings, Inc.                                   | T&D Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |      1200 | NS      | $17177.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                           | Chubb Ltd.                                                                      | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       173 | NS      | $38163.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG        | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       221 | NS      | $71487.04     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Foreign Exchange CAD/USD                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        28 | NC      | $1766.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 10 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -16 | NC      | $14093.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Qatar                                       | State of Qatar                                                                  | CUSIP: 74727PAW1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $199300.00    | 0.18%             | 2023-04-23      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     23000 | PA      | $13921.06     | 0.01%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | EURO STOXX 50 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       -50 | NC      | $95402.31     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Alberta Canada                           | Province of Alberta                                                             | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    130000 | PA      | $79915.44     | 0.07%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                       | Rio Tinto Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |       258 | NS      | $20362.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Odakyu Electric Railway Co. Ltd.                     | Odakyu Electric Railway Co. Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $2590.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                         | NVIDIA Corp.                                                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      1040 | NS      | $151985.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                         | Mirvac Group                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3596 | NS      | $5202.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                        | Equifax, Inc.                                                                   | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       250 | NS      | $48590.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                           | PG&E Corp.                                                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      2086 | NS      | $33918.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     19533 | NS      | $1640772.00   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                        | Daiwa House Industry Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $18429.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                  | Carlisle Cos., Inc.                                                             | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       118 | NS      | $27806.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                             | Sea Ltd.                                                                        | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       135 | NS      | $7024.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                                     | Timken Co. (The)                                                                | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       281 | NS      | $19858.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $790.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-601.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FleetCor Technologies, Inc.                          | FleetCor Technologies, Inc.                                                     | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       128 | NS      | $23511.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     30000 | PA      | $19191.11     | 0.02%             | 2046-01-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Atlas Copco AB                                       | Atlas Copco AB, Class B                                                         | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       720 | NS      | $7682.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                 | FREMF Mortgage Trust, Series 2017-KF38, Class B                                 | CUSIP: 30305MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2959 | PA      | $2898.27      | 0.00%             | 2024-09-25      | Floating      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                  | Ajinomoto Co., Inc.                                                             | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |       500 | NS      | $15281.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     34000 | PA      | $24497.16     | 0.02%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Anglo American plc                                   | Anglo American plc                                                              | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      2573 | NS      | $100758.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1003.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                        | Banc of America Funding Trust, Series 2006-A, Class 1A1                         | CUSIP: 058927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6602 | PA      | $6133.87      | 0.01%             | 2036-02-20      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    277000 | PA      | $278781.89    | 0.25%             | 2025-02-01      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| Horizon Therapeutics plc                             | Horizon Therapeutics plc                                                        | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |      1246 | NS      | $141794.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    101000 | PA      | $107512.17    | 0.10%             | 2045-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                      | Hilton Worldwide Holdings, Inc.                                                 | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       705 | NS      | $89083.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     53000 | PA      | $50572.55     | 0.05%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                         | ING Groep NV                                                                    | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      1143 | NS      | $13923.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                           | Symrise AG                                                                      | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |       179 | NS      | $19440.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10598.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  29650000 | PA      | $221765.01    | 0.20%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                               | Northrop Grumman Corp.                                                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        60 | NS      | $32736.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                          | NN Group NV                                                                     | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       884 | NS      | $36148.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                               | RWE AG                                                                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      8892 | NS      | $393095.14    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                           | Zalando SE                                                                      | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |       414 | NS      | $14574.80     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                 | ENEOS Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      2500 | NS      | $8513.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals plc                             | Jazz Pharmaceuticals plc                                                        | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |       380 | NS      | $60537.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.              | Mid-America Apartment Communities, Inc.                                         | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       233 | NS      | $36578.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    155000 | PA      | $143457.54    | 0.13%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of Korea                          | Export-Import Bank of Korea                                                     | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |    100000 | PA      | $103117.79    | 0.09%             | 2024-03-26      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                     | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      2134 | NS      | $138174.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Sweden                                    | Kingdom of Sweden                                                               | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     95000 | PA      | $9019.53      | 0.01%             | 2032-06-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                              | Vestas Wind Systems A/S                                                         | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |       781 | NS      | $22782.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  78550000 | PA      | $584977.25    | 0.53%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                     | Sony Group Corp.                                                                | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      2200 | NS      | $167687.56    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Newcrest Mining Ltd.                                 | Newcrest Mining Ltd.                                                            | CUSIP: N/A<br>LEI: 5299006MN50OZJUJI655       | Long             | EC               | CORP              | AU        |       308 | NS      | $4318.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                             | Bristol-Myers Squibb Co.                                                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     11017 | NS      | $792673.15    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd.                                             | CSL Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       224 | NS      | $43678.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       290 | NS      | $106093.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    300000 | PA      | $311234.41    | 0.28%             | 2024-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Atlas Copco AB                                       | Atlas Copco AB, Class A                                                         | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     12581 | NS      | $149064.70    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                          | Federal Republic of Germany                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    115000 | PA      | $123865.97    | 0.11%             | 2046-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Link REIT                                            | Link                                                                            | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |      1000 | NS      | $7317.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT, Inc.                           | Nippon Prologis REIT, Inc.                                                      | CUSIP: N/A<br>LEI: 353800PHBMSDLAFURY41       | Long             | EC               | CORP              | JP        |         4 | NS      | $9378.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                             | Adyen NV                                                                        | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |        18 | NS      | $24988.50     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd.                      | CK Infrastructure Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |       500 | NS      | $2609.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class C                                                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4028 | NS      | $357404.44    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                        | Goodman Group                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       957 | NS      | $11254.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     35000 | PA      | $43265.72     | 0.04%             | 2040-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |       655 | NS      | $45492.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexia Credit Local SA                                | Dexia Credit Local SA                                                           | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $106966.22    | 0.10%             | 2023-01-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                       | Nissin Foods Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |       100 | NS      | $7919.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                                   | Kingdom of Denmark                                                              | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     10000 | PA      | $1296.40      | 0.00%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                              | Boston Scientific Corp.                                                         | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     13681 | NS      | $633019.87    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                         | Intuit, Inc.                                                                    | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1307 | NS      | $508710.54    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                | International Business Machines Corp.                                           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       223 | NS      | $31418.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Class A                                           | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      3601 | NS      | $536152.89    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-20680.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong & China Gas Co. Ltd.                       | Hong Kong & China Gas Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |      2462 | NS      | $2334.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                               | Julius Baer Group Ltd.                                                          | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |       327 | NS      | $19031.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                                 | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        61 | NS      | $36241.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                           | Constellation Brands, Inc., Class A                                             | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       370 | NS      | $85747.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                          | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       481 | NS      | $50062.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                          | Healthpeak Properties, Inc.                                                     | CUSIP: 42250RNX3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | STIV             | CORP              | US        |    250000 | PA      | $248944.67    | 0.23%             | 2023-01-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                    | Asahi Kasei Corp.                                                               | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |      1300 | NS      | $9254.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                       | BHP Group Ltd.                                                                  | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      6007 | NS      | $186678.32    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                               | Sanofi                                                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       597 | NS      | $57566.67     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                   | Oversea-Chinese Banking Corp. Ltd.                                              | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |      1300 | NS      | $11824.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Next plc                                             | Next plc                                                                        | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       293 | NS      | $20530.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toshiba Corp.                                        | Toshiba Corp.                                                                   | CUSIP: N/A<br>LEI: 549300LBHTST91VKHO68       | Long             | EC               | CORP              | JP        |       200 | NS      | $6949.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd.                          | Fortescue Metals Group Ltd.                                                     | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       332 | NS      | $4640.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                     | Bank of Montreal                                                                | CUSIP: 06369MY64<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |    210000 | PA      | $200680.63    | 0.18%             | 2023-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GSK plc                                              | GSK plc                                                                         | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      1683 | NS      | $29087.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                        | Brambles Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       833 | NS      | $6831.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                          | Berkeley Group Holdings plc                                                     | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |       675 | NS      | $30772.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                   | Mettler-Toledo International, Inc.                                              | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        48 | NS      | $69381.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp.                                       | Sumitomo Corp.                                                                  | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |       100 | NS      | $1662.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Foreign Exchange JPY/USD                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        82 | NC      | $309612.95    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co. Ltd.                              | Japan Airlines Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |       300 | NS      | $6110.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5982 | NS      | $777241.26    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                         | British American Tobacco plc                                                    | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       929 | NS      | $36749.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT, Inc.                         | Apple Hospitality REIT, Inc.                                                    | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      1152 | NS      | $18178.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Euro-Schatz                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         2 | NC      | $-2906.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Denmark                                   | Kingdom of Denmark                                                              | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    173000 | PA      | $31035.98     | 0.03%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                           | Province of Ontario                                                             | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |    170000 | PA      | $139870.41    | 0.13%             | 2030-11-25      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    154000 | PA      | $137744.12    | 0.13%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma plc                                   | Royalty Pharma plc, Class A                                                     | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |      1802 | NS      | $71215.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                 | NextEra Energy, Inc.                                                            | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6751 | NS      | $564383.60    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp.                                          | TELUS Corp.                                                                     | CUSIP: 87974WNA2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |    250000 | PA      | $249648.99    | 0.23%             | 2023-01-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank plc                                    | Barclays Bank plc                                                               | CUSIP: 06742T3C8<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |    250000 | PA      | $250228.73    | 0.23%             | 2023-12-07      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                            | Recruit Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      1000 | NS      | $31301.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                              | Kirin Holdings Co. Ltd.                                                         | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       500 | NS      | $7620.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                         | Komatsu Ltd.                                                                    | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |       800 | NS      | $17291.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                            | adidas AG                                                                       | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |       670 | NS      | $90802.71     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  14250000 | PA      | $118033.74    | 0.11%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Budweiser Brewing Co. APAC Ltd.                      | Budweiser Brewing Co. APAC Ltd.                                                 | CUSIP: N/A<br>LEI: 549300YF1MR4GTF18132       | Long             | EC               | CORP              | KY        |      2200 | NS      | $6877.19      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sika AG                                              | Sika AG (Registered)                                                            | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       255 | NS      | $61302.82     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                | Sun Communities, Inc.                                                           | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      1115 | NS      | $159445.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                         | Dai-ichi Life Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       100 | NS      | $2258.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     33000 | PA      | $29778.29     | 0.03%             | 2033-07-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Boerse AG                                   | Deutsche Boerse AG                                                              | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |       431 | NS      | $74213.97     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                   | National Securities Clearing Corp.                                              | CUSIP: 63763QPF8<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |    250000 | PA      | $248553.45    | 0.23%             | 2023-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                   | SBI Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |       300 | NS      | $5715.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                    | Compass Group plc                                                               | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |       709 | NS      | $16372.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                    | Nitto Denko Corp.                                                               | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |       200 | NS      | $11518.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $890.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                            | Commonwealth of Australia                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    413000 | PA      | $218178.95    | 0.20%             | 2031-11-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | 3 Month SOFR                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $880.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitaland Investment Ltd.                           | Capitaland Investment Ltd.                                                      | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |      2800 | NS      | $7738.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                | Cheniere Energy, Inc.                                                           | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       517 | NS      | $77529.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                               | AP Moller - Maersk A/S, Class B                                                 | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |         2 | NS      | $4477.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                               | Mercedes-Benz Group AG                                                          | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       127 | NS      | $8305.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                | Westpac Banking Corp.                                                           | CUSIP: 961214EJ8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    154000 | PA      | $153905.89    | 0.14%             | 2023-01-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    135000 | PA      | $109826.73    | 0.10%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Ross Stores, Inc.                                    | Ross Stores, Inc.                                                               | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      4552 | NS      | $528350.64    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa OYJ                                            | Elisa OYJ                                                                       | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |       227 | NS      | $12032.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                | Albertsons Cos., Inc., Class A                                                  | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       731 | NS      | $15160.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                                      | Adecco Group AG (Registered)                                                    | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |       225 | NS      | $7401.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     49000 | PA      | $48988.14     | 0.04%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                            | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2444 | NS      | $361101.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                  | EssilorLuxottica SA                                                             | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |        97 | NS      | $17550.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     54000 | PA      | $68318.97     | 0.06%             | 2060-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                              | Uber Technologies, Inc.                                                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     16122 | NS      | $398697.06    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     35000 | PA      | $23471.91     | 0.02%             | 2071-10-22      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                 | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       387 | NS      | $24620.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                        | Coloplast A/S, Class B                                                          | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |       571 | NS      | $66894.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                | MGIC Investment Corp.                                                           | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      1321 | NS      | $17173.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                    | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       409 | NS      | $72249.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Sweden                                    | Kingdom of Sweden                                                               | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     40000 | PA      | $3429.67      | 0.00%             | 2029-11-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Endeavour Group Ltd.                                 | Endeavour Group Ltd.                                                            | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |      1440 | NS      | $6266.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                   | Tokyo Gas Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |       600 | NS      | $11747.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       375 | NS      | $41606.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc., Class A                                                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3031 | NS      | $1053969.63   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                         | Barclays plc                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     29432 | NS      | $56003.58     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                             | Lloyds Banking Group plc                                                        | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |     95454 | NS      | $52090.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    187000 | PA      | $209734.87    | 0.19%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                | American Homes 4 Rent, Class A                                                  | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      1124 | NS      | $33877.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    244000 | PA      | $244207.27    | 0.22%             | 2026-06-01      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Akzo Nobel NV                                        | Akzo Nobel NV                                                                   | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       160 | NS      | $10736.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                     | Delivery Hero SE                                                                | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |      1250 | NS      | $59987.20     | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      1001 | NS      | $56996.13     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                               | Canada Government Bond                                                          | CUSIP: 135087H98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $14527.18     | 0.01%             | 2023-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     35000 | PA      | $21184.23     | 0.02%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Zscaler, Inc.                                        | Zscaler, Inc.                                                                   | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       240 | NS      | $26856.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                | NXP Semiconductors NV                                                           | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       130 | NS      | $20543.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                                      | Confluent, Inc., Class A                                                        | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      2042 | NS      | $45414.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | SPI 200 Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         3 | NC      | $-9083.04     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                            | Argenx SE                                                                       | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        15 | NS      | $5637.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                           | EastGroup Properties, Inc.                                                      | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |        84 | NS      | $12437.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                        | Industria de Diseno Textil SA                                                   | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      1365 | NS      | $36255.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                       | Lasertec Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $16327.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                 | FREMF Mortgage Trust, Series 2018-KF49, Class B                                 | CUSIP: 30307PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2231 | PA      | $2100.60      | 0.00%             | 2025-06-25      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium                                   | Kingdom of Belgium                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     20000 | PA      | $18952.70     | 0.02%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     32000 | PA      | $41061.75     | 0.04%             | 2042-12-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Middleby Corp. (The)                                 | Middleby Corp. (The)                                                            | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       164 | NS      | $21959.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings, Inc.                 | Sumitomo Mitsui Trust Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |       300 | NS      | $10468.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                  | Cie de Saint-Gobain                                                             | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       180 | NS      | $8805.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp. Ltd. (The)                             | Lottery Corp. Ltd. (The)                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       772 | NS      | $2353.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                          | Tesla, Inc.                                                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2005 | NS      | $246975.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO, Inc.                                           | ZOZO, Inc.                                                                      | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |       200 | NS      | $4939.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                               | Canada Government Bond                                                          | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     48000 | PA      | $31212.05     | 0.03%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kering SA                                            | Kering SA                                                                       | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |        73 | NS      | $37151.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                                   | Kingdom of Denmark                                                              | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     36000 | PA      | $5132.13      | 0.00%             | 2023-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Sweden                                    | Kingdom of Sweden                                                               | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     90000 | PA      | $8567.71      | 0.01%             | 2025-05-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Post AG                                     | Deutsche Post AG (Registered)                                                   | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      1307 | NS      | $48916.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                | Arista Networks, Inc.                                                           | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       287 | NS      | $34827.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $568.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $643.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                      | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |       289 | NS      | $29200.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group, Inc.                                   | Dentsu Group, Inc.                                                              | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |       400 | NS      | $12548.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  69650000 | PA      | $531296.19    | 0.48%             | 2024-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                         | Sun Hung Kai Properties Ltd.                                                    | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      1000 | NS      | $13659.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                       | Alimentation Couche-Tard, Inc.                                                  | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      1954 | NS      | $85866.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co. Ltd.                                 | Honda Motor Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |      1400 | NS      | $31932.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                           | Mitsubishi Estate Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |       300 | NS      | $3886.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                         | Dai Nippon Printing Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |       100 | NS      | $2008.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                               | Trane Technologies plc                                                          | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        50 | NS      | $8404.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | 3 Month SONIA                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $1205.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                          | United Parcel Service, Inc., Class B                                            | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2700 | NS      | $469368.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     32000 | PA      | $42077.83     | 0.04%             | 2038-12-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      1425 | NS      | $26485.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                             | Marvell Technology, Inc.                                                        | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1149 | NS      | $42558.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ING US Funding LLC                                   | ING US Funding LLC                                                              | CUSIP: 45685RWM5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    250000 | PA      | $240807.81    | 0.22%             | 2023-09-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Louisville Gas and Electric Co.                      | Louisville Gas and Electric Co.                                                 | CUSIP: 54667UNA8<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249650.22    | 0.23%             | 2023-01-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vinci SA                                             | Vinci SA                                                                        | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      7757 | NS      | $773272.16    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                              | Aramark                                                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      1644 | NS      | $67962.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                  | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      1638 | NS      | $1191961.59   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| First Republic Bank                                  | First Republic Bank                                                             | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       388 | NS      | $47293.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp.                             | Panasonic Holdings Corp.                                                        | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |       600 | NS      | $5021.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                             | RELX plc                                                                        | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      2420 | NS      | $66908.24     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon M&A Center Holdings, Inc.                      | Nihon M&A Center Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $1230.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                       | Prudential plc                                                                  | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |      1457 | NS      | $19866.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd.                                | Mitsui OSK Lines Ltd.                                                           | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |       500 | NS      | $12493.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      5000 | PA      | $5342.08      | 0.00%             | 2044-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The)        | Hartford Financial Services Group, Inc. (The)                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       378 | NS      | $28663.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium                                   | Kingdom of Belgium                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     31000 | PA      | $23651.40     | 0.02%             | 2047-06-22      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp. (The)                              | Progressive Corp. (The)                                                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      4427 | NS      | $574226.17    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co., Inc.                          | CommScope Holding Co., Inc.                                                     | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       994 | NS      | $7305.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                  | Rakuten Group, Inc.                                                             | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |       500 | NS      | $2253.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1100000 | PA      | $6933.08      | 0.01%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Glencore plc                                         | Glencore plc                                                                    | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      5051 | NS      | $33683.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                               | CK Asset Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |      1052 | NS      | $6452.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group, Inc.                            | Nexstar Media Group, Inc.                                                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |        88 | NS      | $15402.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Germany                          | Federal Republic of Germany                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    276000 | PA      | $215421.36    | 0.20%             | 2035-05-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Trade Desk, Inc. (The)                               | Trade Desk, Inc. (The), Class A                                                 | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       741 | NS      | $33219.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                   | Koninklijke KPN NV                                                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     11919 | NS      | $36892.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                             | Bayer AG (Registered)                                                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       429 | NS      | $22080.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        61 | NS      | $19267.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd.                             | QBE Insurance Group Ltd.                                                        | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |      1349 | NS      | $12237.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                            | Airbus SE                                                                       | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |      3224 | NS      | $383341.67    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                              | Daiichi Sankyo Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      1300 | NS      | $41842.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    265000 | PA      | $359033.32    | 0.33%             | 2028-12-07      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                               | AXA SA                                                                          | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      1068 | NS      | $29749.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IAC, Inc.                                            | IAC, Inc.                                                                       | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |       647 | NS      | $28726.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10000 | PA      | $8337.64      | 0.01%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd.                                 | HKT Trust & HKT Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      2000 | NS      | $2448.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                       | Exelixis, Inc.                                                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      2181 | NS      | $34983.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                | Schneider Electric SE                                                           | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      1162 | NS      | $163185.06    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                           | Natixis SA                                                                      | CUSIP: 63873KW11<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |    250000 | PA      | $241210.63    | 0.22%             | 2023-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    210000 | PA      | $234276.33    | 0.21%             | 2025-07-30      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                  | Tokyo Electron Ltd.                                                             | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       800 | NS      | $235062.98    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                   | Telstra Group Ltd.                                                              | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |      2738 | NS      | $7404.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                               | Trane Technologies plc                                                          | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      1699 | NS      | $285584.91    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     25000 | PA      | $21358.96     | 0.02%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     20000 | PA      | $24813.66     | 0.02%             | 2027-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of the Netherlands                           | Kingdom of Netherlands                                                          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     48000 | PA      | $35417.34     | 0.03%             | 2040-01-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                            | Williams Cos., Inc. (The)                                                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1361 | NS      | $44776.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1129.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                                   | Kingdom of Denmark                                                              | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     28000 | PA      | $3922.84      | 0.00%             | 2025-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     53465 | PA      | $39046.84     | 0.04%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                              | ANZ Group Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1255 | NS      | $20216.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       391 | NS      | $61754.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                 | Hermes International                                                            | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |         9 | NS      | $13930.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                     | Weyerhaeuser Co.                                                                | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      1727 | NS      | $53537.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     50000 | PA      | $40698.95     | 0.04%             | 2035-07-31      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Bank Central Asia Tbk. PT                            | Bank Central Asia Tbk. PT                                                       | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |    167700 | NS      | $91956.33     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                         | Hitachi Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       800 | NS      | $40253.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                   | Banco Santander SA                                                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      4295 | NS      | $12842.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                           | Travelers Cos., Inc. (The)                                                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       345 | NS      | $64684.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                             | Enel SpA                                                                        | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      2034 | NS      | $10939.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     33000 | PA      | $40882.68     | 0.04%             | 2039-09-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                       | Eisai Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |       200 | NS      | $13190.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                | Westpac Banking Corp.                                                           | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |      1702 | NS      | $26945.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                       | Air Liquide SA                                                                  | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       608 | NS      | $86296.75     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  29350000 | PA      | $181619.34    | 0.17%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     44500 | PA      | $57437.73     | 0.05%             | 2055-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Nidec Corp.                                          | Nidec Corp.                                                                     | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |       300 | NS      | $15437.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                        | Canadian National Railway Co.                                                   | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      1256 | NS      | $149198.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     71000 | PA      | $73048.81     | 0.07%             | 2025-07-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-104.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.                           | Power Assets Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |       500 | NS      | $2732.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                              | Aristocrat Leisure Ltd.                                                         | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       233 | NS      | $4801.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                    | Wolters Kluwer NV                                                               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       352 | NS      | $36831.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                               | General Dynamics Corp.                                                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       165 | NS      | $40938.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co. Ltd.                                  | Shionogi & Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |       300 | NS      | $14967.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                 | Dollar General Corp.                                                            | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        79 | NS      | $19453.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7484.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                   | Ralph Lauren Corp.                                                              | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       278 | NS      | $29376.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                         | Wal-Mart de Mexico SAB de CV                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     17430 | NS      | $61610.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                          | Deere & Co.                                                                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1639 | NS      | $702737.64    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       274 | NS      | $20947.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                         | Royal Caribbean Cruises Ltd.                                                    | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |       717 | NS      | $35441.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $348.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp.                                                    | CUSIP: 02665KP35<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |    250000 | PA      | $248853.99    | 0.23%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shiseido Co. Ltd.                                    | Shiseido Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |       400 | NS      | $19605.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Income Fund                                 | JPMorgan Income Fund, Class R6                                                  | CUSIP: 46637K216<br>LEI: 549300J9G10ZQTTAFU03 | Long             |  | RF                | US        |    576008 | NS      | $4734782.32   | 4.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco plc                                            | Tesco plc                                                                       | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      8848 | NS      | $23844.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                                          | FANUC Corp.                                                                     | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |      1400 | NS      | $209505.21    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                         | Iberdrola SA                                                                    | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     16877 | NS      | $197013.71    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                          | Cie Financiere Richemont SA (Registered)                                        | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       196 | NS      | $25413.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     35000 | PA      | $15059.29     | 0.01%             | 2061-10-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Kyocera Corp.                                        | Kyocera Corp.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $14891.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                  | CNA Financial Corp.                                                             | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       377 | NS      | $15939.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    295000 | PA      | $278730.70    | 0.25%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                  | Newell Brands, Inc.                                                             | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      2022 | NS      | $26447.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                               | Freeport-McMoRan, Inc.                                                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1584 | NS      | $60192.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                         | Natera, Inc.                                                                    | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       726 | NS      | $29163.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $249385.09    | 0.23%             | 2023-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Kimco Realty Corp.                                   | Kimco Realty Corp.                                                              | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      2258 | NS      | $47824.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       678 | NS      | $30665.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group plc                                         | 3i Group plc                                                                    | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |      2960 | NS      | $47736.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-865.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                                   | Kingdom of Denmark                                                              | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     60000 | PA      | $4631.21      | 0.00%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BP plc                                               | BP plc                                                                          | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    102656 | NS      | $592319.15    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                      | Ontario Teachers' Finance Trust                                                 | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |    230000 | PA      | $205611.93    | 0.19%             | 2028-05-19      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                          | Federal Republic of Germany                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     75000 | PA      | $41948.62     | 0.04%             | 2050-08-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                    | Singapore Telecommunications Ltd.                                               | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |      1100 | NS      | $2109.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  40400000 | PA      | $232186.10    | 0.21%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Sweden                                    | Kingdom of Sweden                                                               | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    120000 | PA      | $13423.75     | 0.01%             | 2039-03-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1775.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent, Inc.                                     | CyberAgent, Inc.                                                                | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |       400 | NS      | $3561.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin, Inc.                                 | Hikari Tsushin, Inc.                                                            | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |       100 | NS      | $14075.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                   | Kingspan Group plc                                                              | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |       293 | NS      | $15868.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                                 | Exact Sciences Corp.                                                            | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      1127 | NS      | $55797.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  18600000 | PA      | $97606.07     | 0.09%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                            | Commonwealth of Australia                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     85000 | PA      | $57599.67     | 0.05%             | 2025-04-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  92200000 | PA      | $696965.68    | 0.63%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RELX plc                                             | RELX plc                                                                        | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      4207 | NS      | $116538.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                           | Legrand SA                                                                      | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       241 | NS      | $19323.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                          | Federal Republic of Germany                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    802000 | PA      | $696355.84    | 0.63%             | 2031-08-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Computershare Ltd.                                   | Computershare Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       143 | NS      | $2519.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                      | TD SYNNEX Corp.                                                                 | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       272 | NS      | $25761.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                     | S&P Global, Inc.                                                                | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1372 | NS      | $459537.68    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Australia                            | Commonwealth of Australia                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    250000 | PA      | $158673.80    | 0.14%             | 2029-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Columbia Sportswear Co.                              | Columbia Sportswear Co.                                                         | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       260 | NS      | $22770.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Export-Import Bank of China (The)                    | Export-Import Bank of China (The)                                               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    100000 | PA      | $105974.55    | 0.10%             | 2023-05-28      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Intertek Group plc                                   | Intertek Group plc                                                              | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |       437 | NS      | $21261.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                      | Wesfarmers Ltd.                                                                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |       421 | NS      | $13129.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                       | AutoZone, Inc.                                                                  | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        24 | NS      | $59188.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     25000 | PA      | $31139.99     | 0.03%             | 2046-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                  | Japan Tobacco, Inc.                                                             | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       500 | NS      | $10080.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     44000 | PA      | $32466.84     | 0.03%             | 2057-07-22      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | iShares MSCI EAFE ETF                                                           | CUSIP: 00C9KAZP1<br>LEI: N/A                  | N/A              | DE               |  | US        |       647 | NC      | $162073.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                      | Wolfspeed, Inc.                                                                 | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       450 | NS      | $31068.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.                       | National Vision Holdings, Inc.                                                  | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       874 | NS      | $33876.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd.                                | Tencent Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      3000 | NS      | $127201.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                         | Invesco Ltd.                                                                    | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |       423 | NS      | $7609.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp.                                           | Hoya Corp.                                                                      | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      3400 | NS      | $325647.19    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                               | Canada Government Bond                                                          | CUSIP: 135087K94<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    275000 | PA      | $186169.31    | 0.17%             | 2025-09-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                       | McKesson Corp.                                                                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       268 | NS      | $100532.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                 | Kyowa Kirin Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |       500 | NS      | $11452.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                      | Gap, Inc. (The)                                                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       989 | NS      | $11155.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      6000 | PA      | $6038.60      | 0.01%             | 2025-02-01      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| Ibiden Co. Ltd.                                      | Ibiden Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |       100 | NS      | $3606.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                  | Societe Generale SA                                                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |      1014 | NS      | $25434.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                    | Sumitomo Electric Industries Ltd.                                               | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |      1000 | NS      | $11298.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                             | ABB Ltd. (Registered)                                                           | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       931 | NS      | $28374.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                      | London Stock Exchange Group plc                                                 | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |        34 | NS      | $2921.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                                      | BAE Systems plc                                                                 | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      1741 | NS      | $17981.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                          | Investor AB, Class B                                                            | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       981 | NS      | $17757.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WestRock Co.                                         | WestRock Co.                                                                    | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       677 | NS      | $23803.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp.                                            | Kao Corp.                                                                       | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |       200 | NS      | $7940.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                 | Meta Platforms, Inc., Class A                                                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4068 | NS      | $489543.12    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp.                                  | Toyota Tsusho Corp.                                                             | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |       100 | NS      | $3678.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                        | Medtronic plc                                                                   | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       277 | NS      | $21528.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                        | Koninklijke Ahold Delhaize NV                                                   | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       997 | NS      | $28665.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                          | Capital One Financial Corp.                                                     | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       910 | NS      | $84593.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp.                              | FUJIFILM Holdings Corp.                                                         | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       200 | NS      | $10000.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                               | East Japan Railway Co.                                                          | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |       400 | NS      | $22783.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                       | Nederlandse Waterschapsbank NV                                                  | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |    310000 | PA      | $357386.47    | 0.33%             | 2024-12-16      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Linde plc                                            | Linde plc                                                                       | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |       392 | NS      | $127776.81    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                  | Societe Generale SA                                                             | CUSIP: 83369CWF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | STIV             | CORP              | FR        |    250000 | PA      | $240929.61    | 0.22%             | 2023-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     36000 | PA      | $26538.97     | 0.02%             | 2047-07-22      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HubSpot, Inc.                                        | HubSpot, Inc.                                                                   | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       125 | NS      | $36141.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1646.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-475.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nokia OYJ                                            | Nokia OYJ                                                                       | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |      4083 | NS      | $18968.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                   | Sekisui House Ltd.                                                              | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |       400 | NS      | $7091.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                      | ASML Holding NV                                                                 | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1683 | NS      | $917659.30    | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                          | Keysight Technologies, Inc.                                                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       331 | NS      | $56624.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                    | Philip Morris International, Inc.                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       354 | NS      | $35828.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                  | SVB Financial Group                                                             | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       118 | NS      | $27156.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2654.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                         | Kubota Corp.                                                                    | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |       200 | NS      | $2732.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                      | Ontario Teachers' Finance Trust                                                 | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $399886.72    | 0.36%             | 2025-05-06      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SUMCO Corp.                                          | SUMCO Corp.                                                                     | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Long             | EC               | CORP              | JP        |       300 | NS      | $3974.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                        | Alnylam Pharmaceuticals, Inc.                                                   | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       366 | NS      | $86979.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                              | DBS Group Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      6900 | NS      | $174650.07    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd.                                  | Hang Seng Bank Ltd.                                                             | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |       300 | NS      | $4975.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                          | Reckitt Benckiser Group plc                                                     | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |       877 | NS      | $60790.46     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                          | Canon, Inc.                                                                     | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       400 | NS      | $8657.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corp.                                       | Kikkoman Corp.                                                                  | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |       100 | NS      | $5263.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                         | ITOCHU Corp.                                                                    | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |      1200 | NS      | $37647.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                               | Keurig Dr Pepper, Inc.                                                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       642 | NS      | $22893.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                              | CRH plc                                                                         | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       178 | NS      | $7079.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                   | Kingspan Group plc                                                              | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |       170 | NS      | $9204.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Sweden                                    | Kingdom of Sweden                                                               | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    270000 | PA      | $23615.76     | 0.02%             | 2028-05-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |      3611 | NS      | $7999.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M3, Inc.                                             | M3, Inc.                                                                        | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |       200 | NS      | $5432.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $768.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $255.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                       | Insurance Australia Group Ltd.                                                  | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |      1731 | NS      | $5564.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp.                              | Liberty Broadband Corp., Class C                                                | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       418 | NS      | $31880.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                    | Xcel Energy, Inc.                                                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       694 | NS      | $48656.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                           | Woodside Energy Group Ltd.                                                      | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      1877 | NS      | $45446.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                       | BHP Group Ltd.                                                                  | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      1038 | NS      | $32154.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                         | Otsuka Corp.                                                                    | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |       400 | NS      | $12608.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                | Sumitomo Mitsui Financial Group, Inc.                                           | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |      1200 | NS      | $48278.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                   | Nippon Steel Corp.                                                              | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       400 | NS      | $6940.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                       | Nippon Paint Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |       400 | NS      | $3141.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                | Kansai Electric Power Co., Inc. (The)                                           | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |       300 | NS      | $2913.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                  | Hong Kong Exchanges & Clearing Ltd.                                             | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |      2100 | NS      | $90237.54     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  42250000 | PA      | $322283.41    | 0.29%             | 2024-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2140.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                          | James Hardie Industries plc                                                     | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |       148 | NS      | $2663.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                    | Nintendo Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       900 | NS      | $37841.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                | Public Service Enterprise Group, Inc.                                           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       313 | NS      | $19177.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                            | Flutter Entertainment plc                                                       | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |        53 | NS      | $7262.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                 | FREMF Mortgage Trust, Series 2019-KF63, Class B                                 | CUSIP: 30311FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36612 | PA      | $35436.91     | 0.03%             | 2029-05-25      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                 | Laboratory Corp. of America Holdings                                            | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       161 | NS      | $37912.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                               | SAP SE                                                                          | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       512 | NS      | $52859.26     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                           | CK Hutchison Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |      1552 | NS      | $9297.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone, Inc.                                     | Blackstone, Inc.                                                                | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      1109 | NS      | $82276.71     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo plc                                           | Diageo plc                                                                      | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     21670 | NS      | $948536.53    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $911.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                          | Federal Republic of Germany                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     30000 | PA      | $24977.88     | 0.02%             | 2048-08-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke DSM NV                                   | Koninklijke DSM NV                                                              | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        |       415 | NS      | $50959.77     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                       | Chubu Electric Power Co., Inc.                                                  | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |       600 | NS      | $6204.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                           | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       970 | NS      | $42301.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                 | Dassault Systemes SE                                                            | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |       611 | NS      | $21971.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp.                                        | Olympus Corp.                                                                   | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |       700 | NS      | $12346.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                         | Dexcom, Inc.                                                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       772 | NS      | $87421.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     10743 | NS      | $443578.47    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Euro-OAT                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -3 | NC      | $10473.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  69000000 | PA      | $514687.21    | 0.47%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Z Holdings Corp.                                     | Z Holdings Corp.                                                                | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      1100 | NS      | $2747.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp.                                         | Taisei Corp.                                                                    | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |       300 | NS      | $9673.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of the Netherlands                           | Kingdom of Netherlands                                                          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     52000 | PA      | $62646.93     | 0.06%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Unilever plc                                         | Unilever plc                                                                    | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       637 | NS      | $31962.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     25000 | PA      | $19890.81     | 0.02%             | 2039-01-31      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Rohm Co. Ltd.                                        | Rohm Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | EC               | CORP              | JP        |       200 | NS      | $14337.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                               | Canada Government Bond                                                          | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $24045.20     | 0.02%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                  | Cisco Systems, Inc.                                                             | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       485 | NS      | $23105.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |     19300 | NS      | $129568.94    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     49100 | PA      | $28199.85     | 0.03%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  72850000 | PA      | $480352.61    | 0.44%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BellRing Brands, Inc.                                | BellRing Brands, Inc.                                                           | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       817 | NS      | $20947.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    371000 | PA      | $360687.41    | 0.33%             | 2026-11-25      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                     | Mitsubishi Heavy Industries Ltd.                                                | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       100 | NS      | $3951.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                        | Stellantis NV                                                                   | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |     10779 | NS      | $153173.52    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3070.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    157000 | PA      | $152837.72    | 0.14%             | 2026-02-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     25000 | PA      | $16327.04     | 0.01%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Seven & i Holdings Co. Ltd.                          | Seven & i Holdings Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |       900 | NS      | $38570.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                            | Commonwealth of Australia                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     12000 | PA      | $6488.12      | 0.01%             | 2047-03-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                          | Ono Pharmaceutical Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |       400 | NS      | $9349.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                      | Mitsubishi Chemical Group Corp.                                                 | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |       900 | NS      | $4659.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd.                                        | Cochlear Ltd.                                                                   | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |        19 | NS      | $2624.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                     | Mitsubishi Corp.                                                                | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |       900 | NS      | $29218.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $129.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                   | Kingdom of Belgium                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    182000 | PA      | $158096.01    | 0.14%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Stockland                                            | Stockland                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1110 | NS      | $2733.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $255.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                   | Kingdom of Belgium                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     70000 | PA      | $61957.56     | 0.06%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    172000 | PA      | $165926.97    | 0.15%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| NTT Data Corp.                                       | NTT Data Corp.                                                                  | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |       100 | NS      | $1457.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                   | Kingdom of Belgium                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      5000 | PA      | $4153.57      | 0.00%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     54000 | PA      | $54090.29     | 0.05%             | 2029-08-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     19000 | PA      | $18329.14     | 0.02%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                             | Berkshire Hathaway, Inc., Class B                                               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       405 | NS      | $125104.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                           | Globant SA                                                                      | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |       302 | NS      | $50784.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1392.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                           | Haleon plc                                                                      | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |      2094 | NS      | $8285.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1141 | NS      | $97007.82     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                                | Nomura Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       800 | NS      | $2964.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                         | Unilever plc                                                                    | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       575 | NS      | $29030.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                    | T-Mobile US, Inc.                                                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2129 | NS      | $298060.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                | Quanta Services, Inc.                                                           | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1213 | NS      | $172852.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Co.                            | Central Japan Railway Co.                                                       | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |       200 | NS      | $24555.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                          | Axalta Coating Systems Ltd.                                                     | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |       655 | NS      | $16682.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Australia                            | Commonwealth of Australia                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     26000 | PA      | $14096.54     | 0.01%             | 2041-05-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                           | Vonovia SE                                                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       419 | NS      | $9870.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                         | Advanced Micro Devices, Inc.                                                    | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      5263 | NS      | $340884.51    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust        | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1         | CUSIP: 25151KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         2 | PA      | $1.33         | 0.00%             | 2047-10-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                     | Novo Nordisk A/S, Class B                                                       | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      5141 | NS      | $698227.81    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     14200 | PA      | $17301.26     | 0.02%             | 2055-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                         | Vertex Pharmaceuticals, Inc.                                                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        96 | NS      | $27722.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund, Inc.                           | Nippon Building Fund, Inc.                                                      | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |         2 | NS      | $8943.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd.                            | Hang Lung Properties Ltd.                                                       | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |      2000 | NS      | $3896.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                  | Post Holdings, Inc.                                                             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       410 | NS      | $37006.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                    | Lowe's Cos., Inc.                                                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       217 | NS      | $43235.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                 | Analog Devices, Inc.                                                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3219 | NS      | $528012.57    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of the Netherlands                           | Kingdom of Netherlands                                                          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     18000 | PA      | $9328.27      | 0.01%             | 2052-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  64850000 | PA      | $497522.64    | 0.45%             | 2025-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                   | MISUMI Group, Inc.                                                              | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       400 | NS      | $8693.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                               | Waste Management, Inc.                                                          | CUSIP: 94107NNA8<br>LEI: 549300YX8JIID70NFS41 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249649.61    | 0.23%             | 2023-01-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  17600000 | PA      | $142749.89    | 0.13%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                 | Macquarie Group Ltd.                                                            | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |       142 | NS      | $16030.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group plc                      | Direct Line Insurance Group plc                                                 | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        |      4633 | NS      | $12348.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                     | Roche Holding AG                                                                | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       979 | NS      | $307638.57    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                           | Allianz SE (Registered)                                                         | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      1074 | NS      | $229361.09    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  55900000 | PA      | $371336.32    | 0.34%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     48000 | PA      | $33623.30     | 0.03%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Denso Corp.                                          | Denso Corp.                                                                     | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |       500 | NS      | $24519.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group (The)                                      | GPT Group (The)                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1960 | NS      | $5589.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8421.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-437337.29   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     13000 | PA      | $15499.32     | 0.01%             | 2023-07-22      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $260.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                           | KDDI Corp.                                                                      | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      1100 | NS      | $33359.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                        | Chevron Corp.                                                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3920 | NS      | $703600.80    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                          | Cigna Corp.                                                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       109 | NS      | $36116.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toppan, Inc.                                         | Toppan, Inc.                                                                    | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |       100 | NS      | $1476.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                              | Mohawk Industries, Inc.                                                         | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       305 | NS      | $31177.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                        | Assa Abloy AB, Class B                                                          | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |       479 | NS      | $10302.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                             | European Investment Bank                                                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | AU        |     30000 | PA      | $20116.17     | 0.02%             | 2023-06-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd.                                | Aurizon Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |      1614 | NS      | $4088.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                             | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2478000 | PA      | $2470532.13   | 2.25%             | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                   | Kingdom of Belgium                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     44000 | PA      | $33237.48     | 0.03%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  28050000 | PA      | $213963.54    | 0.19%             | 2025-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Kingdom of the Netherlands                           | Kingdom of Netherlands                                                          | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     50000 | PA      | $54047.02     | 0.05%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Target Corp.                                         | Target Corp.                                                                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1451 | NS      | $216257.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                         | Zimmer Biomet Holdings, Inc.                                                    | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       193 | NS      | $24607.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium                                   | Kingdom of Belgium                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     16000 | PA      | $16713.58     | 0.02%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Insulet Corp.                                        | Insulet Corp.                                                                   | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       227 | NS      | $66826.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     15000 | PA      | $7916.49      | 0.01%             | 2073-10-22      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      3790 | NS      | $447220.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                    | American Electric Power Co., Inc.                                               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       237 | NS      | $22503.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamato Holdings Co. Ltd.                             | Yamato Holdings Co. Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $11092.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                 | FREMF Mortgage Trust, Series 2018-KF45, Class B                                 | CUSIP: 30296TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6404 | PA      | $6209.85      | 0.01%             | 2025-03-25      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     25000 | PA      | $21782.85     | 0.02%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                   | Caisse des Depots et Consignations                                              | CUSIP: 12800BN65<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | NUSS              | FR        |    250000 | PA      | $249793.26    | 0.23%             | 2023-01-06      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      2181 | NS      | $181590.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                       | Chugai Pharmaceutical Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |       200 | NS      | $5101.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MSCI Europe Equity Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $-1051.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shell plc                                            | Shell plc                                                                       | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     14033 | NS      | $395601.75    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                             | Enel Finance America LLC                                                        | CUSIP: 29279HNC5<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249574.88    | 0.23%             | 2023-01-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    191770 | PA      | $218021.67    | 0.20%             | 2026-09-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| GTA Funding LLC                                      | GTA Funding LLC                                                                 | CUSIP: 40060XNR7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    250000 | PA      | $249216.75    | 0.23%             | 2023-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                       | Nomura Research Institute Ltd.                                                  | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |       300 | NS      | $7132.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     46750 | PA      | $39099.92     | 0.04%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Dexia Credit Local SA                                | Dexia Credit Local SA                                                           | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $118198.80    | 0.11%             | 2023-12-08      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | U.S. Treasury Ultra Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        47 | NC      | $-139110.73   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos., Inc. (The)                              | Cooper Cos., Inc. (The)                                                         | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       241 | NS      | $79691.47     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp.                                       | Marubeni Corp.                                                                  | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |      1300 | NS      | $14892.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                           | TransCanada PipeLines Ltd.                                                      | CUSIP: 89355QP26<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | STIV             | CORP              | CA        |    250000 | PA      | $248883.43    | 0.23%             | 2023-02-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                 | Royal Bank of Canada                                                            | CUSIP: 78015DZ86<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |    250000 | PA      | $237887.81    | 0.22%             | 2023-12-08      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd.                         | Suntory Beverage & Food Ltd.                                                    | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |       100 | NS      | $3405.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                   | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      9819 | NS      | $59142.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     45000 | PA      | $40755.98     | 0.04%             | 2031-07-31      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                              | Veolia Environnement SA                                                         | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |      1789 | NS      | $45967.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                   | Kingdom of Belgium                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     33000 | PA      | $34471.76     | 0.03%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DCC plc                                              | DCC plc                                                                         | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |       365 | NS      | $17947.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                          | Tokio Marine Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |      5300 | NS      | $113220.69    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    285000 | PA      | $272743.49    | 0.25%             | 2032-01-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                 | Ingersoll Rand, Inc.                                                            | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1722 | NS      | $89974.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                              | BASF SE                                                                         | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |       251 | NS      | $12358.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                            | T. Rowe Price Group, Inc.                                                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       247 | NS      | $26937.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Denmark                                   | Kingdom of Denmark                                                              | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    356000 | PA      | $44262.21     | 0.04%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                           | Province of Ontario                                                             | CUSIP: 68333ZAF4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     80000 | PA      | $57211.82     | 0.05%             | 2024-09-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                   | Toyota Motor Corp.                                                              | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      6300 | NS      | $85948.03     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                  | Coca-Cola Co. (The)                                                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |         3 | NS      | $190.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                                  | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      9198 | NS      | $629235.18    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                       | Jardine Matheson Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |       100 | NS      | $5087.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-44.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                           | Chubb Ltd.                                                                      | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |        28 | NS      | $6176.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Euro-Buxl 30 Year Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -1 | NC      | $21580.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                           | Genmab A/S                                                                      | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |        77 | NS      | $32555.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                             | Zebra Technologies Corp., Class A                                               | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       190 | NS      | $48717.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co. Ltd.                               | Fuji Electric Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |       400 | NS      | $15095.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                        | WH Group Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |      4000 | NS      | $2332.95      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        59 | NS      | $9763.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| European Union                                       | European Union                                                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |    120000 | PA      | $69850.72     | 0.06%             | 2051-07-06      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Terumo Corp.                                         | Terumo Corp.                                                                    | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |       700 | NS      | $19845.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                  | Province of British Columbia                                                    | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     10000 | PA      | $5826.88      | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                             | Infineon Technologies AG                                                        | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |      1336 | NS      | $40603.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd.                            | Wilmar International Ltd.                                                       | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |      1400 | NS      | $4361.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Euro-Bund                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         1 | NC      | $-3472.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                                      | Welltower, Inc.                                                                 | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |       229 | NS      | $15010.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  72550000 | PA      | $556082.15    | 0.51%             | 2023-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $763.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                 | Coterra Energy, Inc.                                                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      1222 | NS      | $30024.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                         | Japan Post Holdings Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       200 | NS      | $1682.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | 3 Month SOFR                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-939.81      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                     | ServiceNow, Inc.                                                                | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       200 | NS      | $77654.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     40000 | PA      | $44424.85     | 0.04%             | 2045-01-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp.                               | Norfolk Southern Corp.                                                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        88 | NS      | $21684.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                       | Takeda Pharmaceutical Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |      1000 | NS      | $31246.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                   | Morgan Stanley Mortgage Loan Trust, Series 2004-5AR, Class 4A                   | CUSIP: 61748HAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        71 | PA      | $64.17        | 0.00%             | 2034-07-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                   | Kingdom of Belgium                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     60000 | PA      | $58911.57     | 0.05%             | 2027-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Foreign Exchange AUD/USD                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        23 | NC      | $13934.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1049.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                 | Straumann Holding AG (Registered)                                               | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |        52 | NS      | $5962.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                            | Zurich Insurance Group AG                                                       | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       127 | NS      | $60715.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                              | Mitsui Fudosan Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |       900 | NS      | $16449.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                           | Procter & Gamble Co. (The)                                                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       357 | NS      | $54106.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                        | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      2348 | NS      | $33317.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                               | Truist Financial Corp.                                                          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      6600 | NS      | $283998.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     48000 | PA      | $25845.22     | 0.02%             | 2050-10-22      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                | Global Payments, Inc.                                                           | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       568 | NS      | $56413.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered plc                               | Standard Chartered plc                                                          | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |      6790 | NS      | $50643.34     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1805.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-325.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MSCI Emerging Markets E-Mini Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        19 | NC      | $-4019.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co. Ltd.                                       | Secom Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |       100 | NS      | $5705.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                          | Dick's Sporting Goods, Inc.                                                     | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       272 | NS      | $32718.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp.                                       | Obayashi Corp.                                                                  | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |      1000 | NS      | $7553.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                | Astellas Pharma, Inc.                                                           | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       600 | NS      | $9123.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Glass Holdings Ltd.                            | Xinyi Glass Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 52990082YXVVZFK1QJ17       | Long             | EC               | CORP              | KY        |      1000 | NS      | $1847.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                           | Province of Alberta                                                             | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     55000 | PA      | $38520.72     | 0.04%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                        | Hubbell, Inc.                                                                   | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       282 | NS      | $66179.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                             | Universal Music Group NV                                                        | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |       495 | NS      | $11970.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                        | Estee Lauder Cos., Inc. (The), Class A                                          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       295 | NS      | $73192.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.               | Sumitomo Realty & Development Co. Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $4713.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     26000 | PA      | $32579.41     | 0.03%             | 2049-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Siemens AG                                           | Siemens AG (Registered)                                                         | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       446 | NS      | $61481.69     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                         | Verizon Communications, Inc.                                                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      1483 | NS      | $58430.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3088.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA         | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     12974 | NS      | $361420.65    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                        | Stellantis NV                                                                   | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |      2924 | NS      | $41542.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                           | Sandvik AB                                                                      | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |       356 | NS      | $6433.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies, Inc.                         | SolarEdge Technologies, Inc.                                                    | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       317 | NS      | $89796.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     45500 | PA      | $35191.72     | 0.03%             | 2049-01-22      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| REA Group Ltd.                                       | REA Group Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        22 | NS      | $1654.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                      | AstraZeneca plc                                                                 | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      6133 | NS      | $829913.78    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     40000 | PA      | $40576.56     | 0.04%             | 2025-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| TDK Corp.                                            | TDK Corp.                                                                       | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |       100 | NS      | $3253.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                     | Sands China Ltd.                                                                | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |      3200 | NS      | $10496.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                 | FREMF Mortgage Trust, Series 2017-KF32, Class B                                 | CUSIP: 30300WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5862 | PA      | $5778.31      | 0.01%             | 2024-05-25      | Floating      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                          | Amgen, Inc.                                                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       240 | NS      | $63033.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust, Series 2012-GC8, Class D                   | CUSIP: 17318UAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $80000.00     | 0.07%             | 2045-09-10      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen AG                                        | Volkswagen AG (Preference)                                                      | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |      1855 | NS      | $230112.20    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                             | Otsuka Holdings Co. Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $3261.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                          | Federal Republic of Germany                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     70000 | PA      | $70879.95     | 0.06%             | 2027-10-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     10156 | NS      | $2435611.92   | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp.                                           | ORIX Corp.                                                                      | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |      1400 | NS      | $22409.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                            | Renesas Electronics Corp.                                                       | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |       700 | NS      | $6186.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-928.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                       | Nexon Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |       100 | NS      | $2245.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Express Holdings, Inc.                        | Nippon Express Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $5710.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     26883 | NS      | $890364.96    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                           | Orsted A/S                                                                      | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |       331 | NS      | $29924.27     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-156742.59   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                       | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |        72 | NS      | $20173.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium                                   | Kingdom of Belgium                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     17000 | PA      | $14122.14     | 0.01%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Inpex Corp.                                          | Inpex Corp.                                                                     | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       300 | NS      | $3223.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                       | Prologis, Inc.                                                                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      4702 | NS      | $530056.46    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                        | Rio Tinto plc                                                                   | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      4919 | NS      | $346219.10    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | S&P/TSX 60 Index                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         5 | NC      | $-30076.09    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                           | NIKE, Inc., Class B                                                             | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      5025 | NS      | $587975.25    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp.                                       | Unicharm Corp.                                                                  | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |       500 | NS      | $19143.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Development Bank                               | China Development Bank                                                          | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    200000 | PA      | $208577.18    | 0.19%             | 2024-01-24      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Safran SA                                            | Safran SA                                                                       | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      1414 | NS      | $177109.15    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group plc                                    | Ashtead Group plc                                                               | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |       104 | NS      | $5907.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class X1 | CUSIP: 3137FJXX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14502633 | PA      | $59159.14     | 0.05%             | 2028-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                     | Murphy USA, Inc.                                                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        85 | NS      | $23760.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $419.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  60050000 | PA      | $430210.39    | 0.39%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Santos Ltd.                                          | Santos Ltd.                                                                     | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |      2326 | NS      | $11439.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     70000 | PA      | $81203.87     | 0.07%             | 2025-09-07      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Aeon Co. Ltd.                                        | Aeon Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |       200 | NS      | $4223.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                       | Techtronic Industries Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |      1000 | NS      | $11106.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                       | SoftBank Corp.                                                                  | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |       900 | NS      | $10182.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier, Inc.                                       | Rayonier, Inc.                                                                  | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      1087 | NS      | $35827.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                          | Covestro AG                                                                     | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |       674 | NS      | $26256.38     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                   | Nippon Telegraph & Telephone Corp.                                              | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |      4000 | NS      | $114074.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                             | Volvo AB, Class B                                                               | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     31132 | NS      | $562355.92    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co. Ltd.                             | Nitori Holdings Co. Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $13066.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     29000 | PA      | $33548.48     | 0.03%             | 2068-07-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MTR Corp. Ltd.                                       | MTR Corp. Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |      1000 | NS      | $5288.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                       | AIA Group Ltd.                                                                  | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     35600 | NS      | $393144.74    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  35200000 | PA      | $322542.40    | 0.29%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                  | Province of British Columbia                                                    | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     25000 | PA      | $19308.53     | 0.02%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                        | Carlsberg A/S, Class B                                                          | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |      1832 | NS      | $243009.24    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                        | Honeywell International, Inc.                                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       186 | NS      | $39859.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                            | ITT, Inc.                                                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       239 | NS      | $19382.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Foreign Exchange GBP/USD                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        38 | NC      | $-34456.59    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10000 | PA      | $4963.57      | 0.00%             | 2071-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies SE                                     | TotalEnergies SE                                                                | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      4152 | NS      | $260634.35    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                | Woolworths Group Ltd.                                                           | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       746 | NS      | $17035.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                             | Kone OYJ, Class B                                                               | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |       457 | NS      | $23659.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                             | Engie SA                                                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      2114 | NS      | $30243.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                            | Commonwealth of Australia                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      7000 | PA      | $3784.74      | 0.00%             | 2047-03-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Large Cap Value Fund                        | JPMorgan Large Cap Value Fund, Class R6                                         | CUSIP: 48121L833<br>LEI: 549300JPSGHFE3RK0F55 | Long             |  | RF                | US        |    203582 | NS      | $3654304.62   | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    475000 | PA      | $392692.66    | 0.36%             | 2031-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lonza Group AG                                       | Lonza Group AG (Registered)                                                     | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |       140 | NS      | $68722.57     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Corporate Bond Fund                         | JPMorgan Corporate Bond Fund, Class R6                                          | CUSIP: 46637K547<br>LEI: 549300A4UMYKC7JGN025 | Long             |  | RF                | US        |    653800 | NS      | $5295780.11   | 4.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                            | Nestle SA (Registered)                                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      3924 | NS      | $453259.02    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                               | SGS SA (Registered)                                                             | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        15 | NS      | $34940.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                     | Transurban Group                                                                | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |       974 | NS      | $8569.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1864.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                     | Coles Group Ltd.                                                                | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |       564 | NS      | $6393.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                              | DSV A/S                                                                         | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |       100 | NS      | $15813.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                         | KBC Group NV                                                                    | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |      4590 | NS      | $295528.66    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                           | Japan Exchange Group, Inc.                                                      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       700 | NS      | $10088.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                      | Martin Marietta Materials, Inc.                                                 | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       164 | NS      | $55427.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                           | Boliden AB                                                                      | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |       628 | NS      | $23589.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                          | Raytheon Technologies Corp.                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       648 | NS      | $65396.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.                      | Old Dominion Freight Line, Inc.                                                 | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       143 | NS      | $40580.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                                 | HCA Healthcare, Inc.                                                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       197 | NS      | $47272.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                             | Intuitive Surgical, Inc.                                                        | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1362 | NS      | $361406.70    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P 500 E-Mini Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -15 | NC      | $61780.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC, Inc.                                            | AGC, Inc.                                                                       | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |       300 | NS      | $9955.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                 | Northern Trust Corp.                                                            | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       361 | NS      | $31944.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      6244 | NS      | $1009092.84   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                               | Canada Government Bond                                                          | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     29000 | PA      | $19344.97     | 0.02%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5959.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                          | BOC Hong Kong Holdings Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      3000 | NS      | $10184.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                          | Federal Republic of Germany                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    155000 | PA      | $141272.70    | 0.13%             | 2029-08-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                      | Nordea Bank Abp                                                                 | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     31555 | NS      | $338015.77    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                  | Union Pacific Corp.                                                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2184 | NS      | $452240.88    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd.                                    | CLP Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |       500 | NS      | $3642.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBG SMITH Properties                                 | JBG SMITH Properties                                                            | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       785 | NS      | $14899.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp.                                       | Shimadzu Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $11323.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co. Ltd.                               | Oriental Land Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Long             | EC               | CORP              | JP        |       100 | NS      | $14552.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  55650000 | PA      | $421483.88    | 0.38%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| South32 Ltd.                                         | South32 Ltd.                                                                    | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |      1547 | NS      | $4241.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                | NXP Semiconductors NV                                                           | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      4938 | NS      | $780352.14    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                               | Daikin Industries Ltd.                                                          | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       200 | NS      | $30342.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     90000 | PA      | $98451.71     | 0.09%             | 2024-01-31      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Canada                                               | Canada Government Bond                                                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     63000 | PA      | $32766.05     | 0.03%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                     | Baker Hughes Co.                                                                | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9167 | NS      | $270701.51    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                      | Regeneron Pharmaceuticals, Inc.                                                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       863 | NS      | $622645.87    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10280.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                               | Booking Holdings, Inc.                                                          | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       251 | NS      | $505835.28    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon, Inc.                                          | Alcon, Inc.                                                                     | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |       195 | NS      | $13380.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                   | Cellnex Telecom SA                                                              | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |       652 | NS      | $21627.66     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-16208.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                   | Tractor Supply Co.                                                              | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       328 | NS      | $73790.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                | Nissan Motor Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |       600 | NS      | $1877.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                          | Heineken NV                                                                     | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |        81 | NS      | $7629.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Development Bank                               | Asian Development Bank                                                          | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | AU        |    140000 | PA      | $91126.04     | 0.08%             | 2027-09-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    103000 | PA      | $100458.46    | 0.09%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Fujitsu Ltd.                                         | Fujitsu Ltd.                                                                    | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |       200 | NS      | $26663.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart, Inc.                                         | Copart, Inc.                                                                    | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1731 | NS      | $105400.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                              | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       262 | NS      | $16568.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                  | EOG Resources, Inc.                                                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1366 | NS      | $176924.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd.                                    | Medibank Pvt Ltd.                                                               | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |      2908 | NS      | $5801.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                         | National Australia Bank Ltd.                                                    | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |      1029 | NS      | $20892.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Health Care Ltd.                              | Ramsay Health Care Ltd.                                                         | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Long             | EC               | CORP              | AU        |        76 | NS      | $3337.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Video Communications, Inc.                      | Zoom Video Communications, Inc., Class A                                        | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       864 | NS      | $58527.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     40000 | PA      | $42837.19     | 0.04%             | 2044-01-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1710 | NS      | $906607.80    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Emerging Markets Equity Fund                | JPMorgan Emerging Markets Equity Fund, Class R6                                 | CUSIP: 48121L122<br>LEI: YGO3SVACG8PL3FXK2G86 | Long             |  | RF                | US        |    168793 | NS      | $4743088.61   | 4.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                          | Givaudan SA (Registered)                                                        | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |         3 | NS      | $9188.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bumble, Inc.                                         | Bumble, Inc., Class A                                                           | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2027 | NS      | $42668.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       191 | NS      | $105181.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                  | Deutsche Telekom AG (Registered)                                                | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      6741 | NS      | $134122.89    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                          | FedEx Corp.                                                                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       180 | NS      | $31176.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                         | DNB Bank ASA                                                                    | CUSIP: 2332K1ZK9<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |    250000 | PA      | $237735.38    | 0.22%             | 2023-12-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Canada                                               | Canada Government Bond                                                          | CUSIP: 135087H98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    192000 | PA      | $139460.92    | 0.13%             | 2023-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                       | Synopsys, Inc.                                                                  | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       286 | NS      | $91316.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                          | Novartis AG (Registered)                                                        | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      1582 | NS      | $143166.97    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                 | Sompo Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |       100 | NS      | $4424.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp.                                          | Dover Corp.                                                                     | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       366 | NS      | $49560.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                            | Prosus NV                                                                       | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       508 | NS      | $35074.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB, Inc.                                        | MongoDB, Inc.                                                                   | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       236 | NS      | $46454.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    190000 | PA      | $190596.62    | 0.17%             | 2028-12-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| BNG Bank NV                                          | BNG Bank NV                                                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     90000 | PA      | $57221.35     | 0.05%             | 2025-11-26      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Australia                            | Commonwealth of Australia                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     45000 | PA      | $17755.17     | 0.02%             | 2051-06-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                 | BlueScope Steel Ltd.                                                            | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |       106 | NS      | $1208.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  28100000 | PA      | $162681.96    | 0.15%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.              | Tokyo Electric Power Co. Holdings, Inc.                                         | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |       300 | NS      | $1080.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                                        | Keyence Corp.                                                                   | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       800 | NS      | $310595.82    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                     | McDonald's Corp.                                                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       844 | NS      | $222419.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                           | Procter & Gamble Co. (The)                                                      | CUSIP: 74271UQ37<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |    250000 | PA      | $248050.06    | 0.23%             | 2023-03-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                  | Kinder Morgan, Inc.                                                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      2614 | NS      | $47261.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.              | Singapore Technologies Engineering Ltd.                                         | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |       900 | NS      | $2252.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Roadhouse, Inc.                                | Texas Roadhouse, Inc.                                                           | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       275 | NS      | $25011.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Real Estate Investment Corp.                   | Japan Real Estate Investment Corp.                                              | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |         2 | NS      | $8784.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     48000 | PA      | $36787.19     | 0.03%             | 2041-10-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                | Leidos Holdings, Inc.                                                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       217 | NS      | $22826.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                           | Anheuser-Busch InBev SA/NV                                                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |       232 | NS      | $13973.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co. (The)                                       | Toro Co. (The)                                                                  | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       530 | NS      | $59996.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                    | Yum! Brands, Inc.                                                               | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      2293 | NS      | $293687.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampol Ltd.                                           | Ampol Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | EC               | CORP              | AU        |       118 | NS      | $2268.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                         | Charter Communications, Inc., Class A                                           | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       840 | NS      | $284844.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Australia                            | Commonwealth of Australia                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     40000 | PA      | $25704.27     | 0.02%             | 2037-04-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     39660 | PA      | $35859.52     | 0.03%             | 2065-07-22      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8299.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                              | Bath & Body Works, Inc.                                                         | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       646 | NS      | $27222.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium                                   | Kingdom of Belgium                                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     20000 | PA      | $13053.75     | 0.01%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                            | Asahi Group Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |       600 | NS      | $18676.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     39977 | PA      | $22334.73     | 0.02%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  32500000 | PA      | $214981.90    | 0.20%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd.                                        | DBS Bank Ltd.                                                                   | CUSIP: 23305EQL0<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |    250000 | PA      | $247438.89    | 0.23%             | 2023-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                     | CVS Health Corp.                                                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       663 | NS      | $61784.97     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-46811.28    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     50000 | PA      | $62490.63     | 0.06%             | 2036-03-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                          | FinecoBank Banca Fineco SpA                                                     | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |      1927 | NS      | $31999.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp.                                   | Konami Group Corp.                                                              | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |       100 | NS      | $4536.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                         | Capgemini SE                                                                    | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |       787 | NS      | $131567.67    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp.                                        | Entergy Corp.                                                                   | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       207 | NS      | $23287.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                   | Suzuki Motor Corp.                                                              | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       400 | NS      | $12810.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                       | QUALCOMM, Inc.                                                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       829 | NS      | $91140.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MINEBEA MITSUMI, Inc.                                | MINEBEA MITSUMI, Inc.                                                           | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |       300 | NS      | $4444.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                               | Canada Government Bond                                                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    222000 | PA      | $141132.32    | 0.13%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | MSCI EAFE E-Mini Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -45 | NC      | $75536.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                                               | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      8257 | NS      | $51173.08     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                   | Lam Research Corp.                                                              | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       138 | NS      | $58001.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                          | Shin-Etsu Chemical Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      3500 | NS      | $427392.75    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                      | Inter-American Development Bank                                                 | CUSIP: 458182CZ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | CA        |     16000 | PA      | $11934.18     | 0.01%             | 2026-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mitsui Chemicals, Inc.                               | Mitsui Chemicals, Inc.                                                          | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |       300 | NS      | $6738.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                     | Fortune Brands Innovations, Inc.                                                | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       538 | NS      | $30725.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                           | L'Oreal SA                                                                      | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |       519 | NS      | $185852.74    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Japan 10 Year Bond Mini                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |         7 | NC      | $-15950.73    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                        | Centene Corp.                                                                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       521 | NS      | $42727.21     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       571 | NS      | $82829.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp.                              | AmerisourceBergen Corp.                                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       414 | NS      | $68603.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Foreign Exchange EUR/USD                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        86 | NC      | $128686.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                               | Canada Government Bond                                                          | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    110000 | PA      | $72929.03     | 0.07%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                       | Citizens Financial Group, Inc.                                                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1449 | NS      | $57047.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Housing Trust No. 1                           | Canada Housing Trust No. 1                                                      | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $67706.06     | 0.06%             | 2026-06-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Eastman Chemical Co.                                 | Eastman Chemical Co.                                                            | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1763 | NS      | $143578.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                         | Brixmor Property Group, Inc.                                                    | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      1625 | NS      | $36838.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  40700000 | PA      | $308140.31    | 0.28%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                           | Packaging Corp. of America                                                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       342 | NS      | $43745.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     45000 | PA      | $40923.38     | 0.04%             | 2037-09-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  18650000 | PA      | $141981.01    | 0.13%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                              | Burlington Stores, Inc.                                                         | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       459 | NS      | $93066.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     34000 | PA      | $39590.05     | 0.04%             | 2052-07-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments, Inc.                              | Texas Instruments, Inc.                                                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       318 | NS      | $52539.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                             | Energizer Holdings, Inc.                                                        | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       646 | NS      | $21673.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nederlandse Waterschapsbank NV                       | Nederlandse Waterschapsbank NV                                                  | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     40000 | PA      | $25927.76     | 0.02%             | 2027-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic                                      | French Republic                                                                 | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     98150 | PA      | $71914.24     | 0.07%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Ferrari NV                                           | Ferrari NV                                                                      | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |        55 | NS      | $11794.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank NV                                          | BNG Bank NV                                                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     15000 | PA      | $10236.01     | 0.01%             | 2023-03-06      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bridgestone Corp.                                    | Bridgestone Corp.                                                               | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |       600 | NS      | $21244.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                              | SSE plc                                                                         | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      1341 | NS      | $27580.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                    | PSP Capital, Inc.                                                               | CUSIP: 69370BN65<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |    250000 | PA      | $249790.00    | 0.23%             | 2023-01-06      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                    | InterContinental Hotels Group plc                                               | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |       757 | NS      | $43435.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                            | Mitsubishi Electric Corp.                                                       | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       400 | NS      | $3963.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                          | Garmin Ltd.                                                                     | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       426 | NS      | $39315.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd.                                            | Xero Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |        59 | NS      | $2813.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd.                              | Singapore Exchange Ltd.                                                         | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |       700 | NS      | $4680.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                                           | CUSIP: 254687CP9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45513.63     | 0.04%             | 2023-04-26      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Euro-Bobl                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         5 | NC      | $-21712.58    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson plc                                         | Ferguson plc                                                                    | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |       734 | NS      | $92149.20     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Advertising Co.                                | Lamar Advertising Co., Class A                                                  | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       277 | NS      | $26148.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                        | Murata Manufacturing Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       500 | NS      | $24657.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                       | Sumitomo Metal Mining Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |       400 | NS      | $14055.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                     | Pernod Ricard SA                                                                | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       232 | NS      | $45639.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                      | Inter-American Development Bank                                                 | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | CA        |     63000 | PA      | $45859.96     | 0.04%             | 2023-05-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                          | Export-Import Bank of Korea                                                     | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |    270000 | PA      | $269207.11    | 0.25%             | 2024-10-19      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                         | Samsung Electronics Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      4064 | NS      | $178382.14    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust               | CapitaLand Integrated Commercial Trust                                          | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |      1633 | NS      | $2490.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF                                                | FREMF, Series 2018-KF46, Class B                                                | CUSIP: 302955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3018 | PA      | $2882.55      | 0.00%             | 2028-03-25      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Merck KGaA                                           | Merck KGaA                                                                      | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       177 | NS      | $34150.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                            | United Overseas Bank Ltd.                                                       | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |       500 | NS      | $11452.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                    | Taylor Wimpey plc                                                               | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |      8955 | NS      | $10967.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                            | APA Group                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       366 | NS      | $2675.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                   | Origin Energy Ltd.                                                              | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |      1135 | NS      | $5940.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                             | Palo Alto Networks, Inc.                                                        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       718 | NS      | $100189.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM                 | Liberty Media Corp.-Liberty SiriusXM, Class C                                   | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       868 | NS      | $33964.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-268597.16   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| LendLease Corp. Ltd.                                 | LendLease Corp. Ltd.                                                            | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |       458 | NS      | $2431.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                              | Toyota Industries Corp.                                                         | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |       300 | NS      | $16297.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                   | Best Buy Co., Inc.                                                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       248 | NS      | $19892.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    450000 | PA      | $359398.24    | 0.33%             | 2031-12-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** JPMORGAN INSURANCE TRUST

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer