# EDGAR Filing Document

**Accession Number:** 0001352280
**File Stem:** 0001410368-26-033310
**Filing Date:** 2026-3
**Character Count:** 165161
**Document Hash:** ea637e410ab6cadcc97b3d56ee3f36a1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-033310.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001410368-26-033310

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Series Trust II
- **CENTRAL INDEX KEY:** 0001352280

**ORGANIZATION NAME:**
- **EIN:** 204384176
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21852
- **FILM NUMBER:** 26804490

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVERSOURCE SERIES TRUST
- **DATE OF NAME CHANGE:** 20070928

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVERSOURCE RETIREMENT SERIES TRUST
- **DATE OF NAME CHANGE:** 20060801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Retirement Series Trust
- **DATE OF NAME CHANGE:** 20060206

## Series and Classes Contracts Data

### Columbia Global Opportunities Fund (Series ID: S000031367)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000097525 | Columbia Global Opportunities Fund Class A             | IMRFX           |
| C000097531 | Columbia Global Opportunities Fund Institutional Class | CSAZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-21852

- **c. CIK number of Registrant:** 0001352280

- **d. LEI of Registrant:** 549300ETFU8G7TK7WT48

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1800-345-6611

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

- **a. Name of Series:** Columbia Global Opportunities Fund

- **b. EDGAR series identifier (if any):** S000031367

- **c. LEI of Series:** JKEYY58WCBHITQTFIQ96

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $343282138.68

**Total Liabilities:** $22109199.02

**Net Assets:** $321172939.66

**Delayed Delivery Securities:** $19864799.89

**Cash Not Reported:** $1383439.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6956.07000000 | **1-Year:** 0.00000000 | **5-Year:** 1289.15000000 | **10-Year:** 4955.82000000 | **30-Year:** 2731.93000000

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

- **3-Month:** 20798.61000000 | **1-Year:** 0.00000000 | **5-Year:** 9885.97000000 | **10-Year:** 3836.31000000 | **30-Year:** 1290.10000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000097525 | 0.45%                | 0.39%                | 2.26%                |
| Class ID C000097531 | 0.44%                | 0.46%                | 2.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $87406.32                | $1182345.67                                |
| Month 2  | $1131999.69              | $126319.09                                 |
| Month 3  | $3844674.41              | $2979646.81                                |

**Designated Index Information**

- **Index Name:** Global Opportunities BM - 0% Hedged 1

- **Index Identifier:** LGASACWDAN

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABM Industries Inc                                  | ABM Industries Inc                                  | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |        2930 | NS      | $134897.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                        | AES Corp                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       14912 | NS      | $218460.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                            | AT&T Inc                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       53544 | NS      | $1403388.24   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                          | ACADIA Pharmaceuticals Inc                          | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |        4910 | NS      | $123388.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                              | Advance Auto Parts Inc                              | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        1863 | NS      | $89442.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                      | Albemarle Corp                                      | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |         523 | NS      | $89239.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                             | ATI Inc                                             | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |        1144 | NS      | $137623.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA               | CUSIP: 01F022428<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1450000 | PA      | $1369076.31   | 0.43%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA               | CUSIP: 01F030421<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1450000 | PA      | $1392378.71   | 0.43%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA               | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1025000 | PA      | $907621.05    | 0.28%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA               | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1150000 | PA      | $1062344.08   | 0.33%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA               | CUSIP: 01F040636<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1025000 | PA      | $977802.90    | 0.30%             | 2056-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA               | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      900000 | PA      | $880635.48    | 0.27%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA               | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3200000 | PA      | $3194618.40   | 0.99%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                        | Alphabet Inc                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       19183 | NS      | $6494020.99   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amano Corp                                          | Amano Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        6600 | NS      | $167505.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com Inc                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       19128 | NS      | $4577330.40   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                         | Ameren Corp                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       12497 | NS      | $1290690.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                         | Cencora Inc                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        2321 | NS      | $833749.62    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                           | Apple Inc                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       17198 | NS      | $4462537.04   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                | ASM International NV                                | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |         927 | NS      | $778525.98    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                     | AstraZeneca PLC                                     | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        9741 | NS      | $903672.57    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                      | Atlantic Union Bankshares Corp                      | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8324 | NS      | $323304.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atour Lifestyle Holdings Ltd                        | Atour Lifestyle Holdings Ltd                        | CUSIP: 04965M106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        3182 | NS      | $113724.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                         | Avient Corp                                         | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |        3399 | NS      | $122873.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                              | AXA SA                                              | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       13071 | NS      | $596026.38    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                          | BOC Hong Kong Holdings Ltd                          | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |      105500 | NS      | $555562.03    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       37165 | NS      | $1977178.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharti Airtel Ltd                                   | Bharti Airtel Ltd                                   | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |       12835 | NS      | $275271.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd                              | Bharat Electronics Ltd                              | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |       23041 | NS      | $112566.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar AS                           | BIM Birlesik Magazalar AS                           | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |        8006 | NS      | $122177.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                              | Boston Scientific Corp                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        9953 | NS      | $930904.09    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                          | Brixmor Property Group Inc                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |        9676 | NS      | $259220.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                        | Broadcom Inc                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       10492 | NS      | $3475999.60   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                              | Cie de Saint-Gobain SA                              | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |        3761 | NS      | $371231.52    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                             | Canada Government Bonds                             | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4870000 | PA      | $3498536.95   | 1.09%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                             | Canada Government Bonds                             | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $619917.11    | 0.19%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                             | Canada Government Bonds                             | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3833000 | PA      | $2785495.11   | 0.87%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Buzzi SpA                                           | Buzzi SpA                                           | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |        9060 | NS      | $515709.72    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Cargurus Inc                                        | Cargurus Inc                                        | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |        2361 | NS      | $76496.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                               | Carriage Services Inc                               | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2337 | NS      | $100280.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                           | Casella Waste Systems Inc                           | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |        1290 | NS      | $130135.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                       | Celestica Inc                                       | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |         362 | NS      | $101718.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp                        | China Construction Bank Corp                        | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | NUSS              | CN        |      155000 | NS      | $156508.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                      | CMOC Group Ltd                                      | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |       72000 | NS      | $202360.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Ltd                            | China Resources Land Ltd                            | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | NUSS              | KY        |       45000 | NS      | $176228.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                         | Cintas Corp                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5778 | NS      | $1105851.42   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                       | Citigroup Inc                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       17419 | NS      | $2015552.49   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                | Colgate-Palmolive Co                                | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        6629 | NS      | $598532.41    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia High Yield Bond Fund                       | Columbia High Yield Bond Fund                       | CUSIP: 19766C495<br>LEI: D0A8CA0QT3K0EUQM7B46 | Long             | EC               | RF                | US        |      834316 | NS      | $9327658.24   | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                       | COLUMBIA SHORT TERM CASH FUND                       | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    65077825 | NS      | $65058301.21  | 20.26%            |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA COMMODITY STRATEGY FUND                    | COLUMBIA COMMODITY STRATEGY FUND                    | CUSIP: 19766J623<br>LEI: N/A                  | Long             | EC               | RF                | US        |      649821 | NS      | $7583415.32   | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc                           | Construction Partners Inc                           | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |        1278 | NS      | $140426.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae                                          | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1950000 | PA      | $1786099.98   | 0.56%             | 2056-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae                                          | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1330000 | PA      | $1257489.70   | 0.39%             | 2056-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cosan SA                                            | Cosan SA                                            | CUSIP: 000000000<br>LEI: 549300PGFCX2JMKKLC96 | Long             | EC               | CORP              | BR        |       75489 | NS      | $85203.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                                         | Coupang Inc                                         | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |        8157 | NS      | $164445.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                       | DTE Energy Co                                       | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        9644 | NS      | $1295960.72   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co Ltd                              | SCREEN Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |        2100 | NS      | $267441.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                               | Delta Electronics Inc                               | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |        5000 | NS      | $190811.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Energy Co                               | Diversified Energy Co                               | CUSIP: 25520W107<br>LEI: 529900XTQ3OKXR6P0H74 | Long             | EC               | CORP              | US        |       14737 | NS      | $197328.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                            | Domo Inc                                            | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |       12996 | NS      | $76286.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duerr AG                                            | Duerr AG                                            | CUSIP: 000000000<br>LEI: 5299003APZ54EDTSRO20 | Long             | EC               | CORP              | DE        |        4801 | NS      | $127963.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Doximity Inc                                        | Doximity Inc                                        | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2717 | NS      | $101805.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                          | Eiffage SA                                          | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |        3319 | NS      | $492232.16    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Embraer SA                                          | Embraer SA                                          | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |        5447 | NS      | $400136.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                       | Empire State Realty Trust Inc                       | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |       24027 | NS      | $159299.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                           | Endesa SA                                           | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |       14873 | NS      | $548107.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                             | Energy Fuels Inc/Canada                             | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |       12129 | NS      | $272174.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                                 | Energy Recovery Inc                                 | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |       12889 | NS      | $188050.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                        | Entergy Corp                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       13645 | NS      | $1308419.05   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                    | EPAM Systems Inc                                    | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         674 | NS      | $140596.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                         | Equinix Inc                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |        1422 | NS      | $1167362.46   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                       | EverQuote Inc                                       | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2338 | NS      | $53072.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                            | Figs Inc                                            | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14194 | NS      | $153437.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                  | Meta Platforms Inc                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        4408 | NS      | $3158332.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Finning International Inc                           | Finning International Inc                           | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |        6131 | NS      | $384479.19    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                     | First Bancorp/Southern Pines NC                     | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5272 | NS      | $305406.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstRand Ltd                                       | FirstRand Ltd                                       | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |       31850 | NS      | $181667.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FormFactor Inc                                      | FormFactor Inc                                      | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |        4052 | NS      | $285625.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                           | Fresenius Medical Care AG                           | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |        6108 | NS      | $274976.17    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Freshpet Inc                                        | Freshpet Inc                                        | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |        1966 | NS      | $137030.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Ltd                                   | Futu Holdings Ltd                                   | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |        1013 | NS      | $164683.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Galapagos NV                                        | Galapagos NV                                        | CUSIP: 36315X101<br>LEI: 549300QKJ78IY0IOV655 | Long             | EC               | CORP              | BE        |        3569 | NS      | $120917.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Digital Inc                                  | Galaxy Digital Inc                                  | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Long             | EC               | CORP              | US        |        3066 | NS      | $86645.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                         | Gap Inc/The                                         | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       41033 | NS      | $1148103.34   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                               | General Dynamics Corp                               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        4390 | NS      | $1541285.10   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                   | General Motors Co                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       14457 | NS      | $1214388.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab Inc                                          | Gitlab Inc                                          | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |        3236 | NS      | $113195.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                        | Glaukos Corp                                        | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |        1765 | NS      | $210705.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                         | Goldman Sachs Group Inc/The                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        1953 | NS      | $1826855.73   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                       | HDFC Bank Ltd                                       | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |        2107 | NS      | $68224.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                     | Hanover Insurance Group Inc/The                     | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |         891 | NS      | $155158.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SPA                                      | BPER Banca SPA                                      | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |       15678 | NS      | $220800.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                    | Hartford Insurance Group Inc/The                    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       12126 | NS      | $1637737.56   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                               | Helmerich & Payne Inc                               | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |        2705 | NS      | $91645.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                   | Herc Holdings Inc                                   | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |         383 | NS      | $54899.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                       | Hilton Worldwide Holdings Inc                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        2927 | NS      | $873738.77    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                         | Hitachi Ltd                                         | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |       12400 | NS      | $430281.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                  | Hong Kong Exchanges & Clearing Ltd                  | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |        2600 | NS      | $143340.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                    | Roche Holding AG                                    | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         603 | NS      | $274208.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc                                        | SK hynix Inc                                        | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |        2069 | NS      | $1291836.99   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                      | ICICI Bank Ltd                                      | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       11249 | NS      | $329483.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                         | IDACORP Inc                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        1675 | NS      | $222423.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                        | Illumina Inc                                        | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        6588 | NS      | $954008.28    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Impala Platinum Holdings Ltd                        | Impala Platinum Holdings Ltd                        | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |       12561 | NS      | $234127.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                 | Imperial Brands PLC                                 | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |        8354 | NS      | $351851.94    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Impinj Inc                                          | Impinj Inc                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |        1159 | NS      | $160057.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                          | Insmed Inc                                          | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        4168 | NS      | $653834.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                     | Installed Building Products Inc                     | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |         634 | NS      | $182680.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                              | Intuitive Surgical Inc                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        1595 | NS      | $804230.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Canada ETF                             | iShares MSCI Canada ETF                             | CUSIP: 464286509<br>LEI: 549300DXCD53F4JK3H45 | Long             | EC               | RF                | US        |       94586 | NS      | $5132236.36   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF   | iShares J.P. Morgan USD Emerging Markets Bond ETF   | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |       83138 | NS      | $8029468.04   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF       | iShares iBoxx $ High Yield Corporate Bond ETF       | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |       81237 | NS      | $6589945.44   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp                                            | IHI Corp                                            | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |        8400 | NS      | $194344.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                            | Itau Unibanco Holding SA                            | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |       54079 | NS      | $464538.61    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                         | ITOCHU Corp                                         | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |       35300 | NS      | $451930.84    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        8970 | NS      | $2743833.30   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T AG                                              | Kontron AG                                          | CUSIP: 000000000<br>LEI: 5299002PSXXMVHB26433 | Long             | EC               | CORP              | AT        |       10243 | NS      | $284183.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JBT Marel Corp                                      | JBT Marel Corp                                      | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |         610 | NS      | $95959.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                            | JUMBO SA                                            | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |       14666 | NS      | $435303.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakaku.com Inc                                      | Kakaku.com Inc                                      | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |       14000 | NS      | $191074.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                        | Kaspi.KZ JSC                                        | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        3510 | NS      | $267356.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc                              | KB Financial Group Inc                              | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        1982 | NS      | $185513.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinden Corp                                         | Kinden Corp                                         | CUSIP: 000000000<br>LEI: 35380008T6JUN5TU9T34 | Long             | EC               | CORP              | JP        |        7200 | NS      | $318599.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                   | Lam Research Corp                                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        4109 | NS      | $959287.14    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                    | Latham Group Inc                                    | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9512 | NS      | $59830.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Inc                                          | Lazard Inc                                          | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |        2449 | NS      | $131560.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                           | Lear Corp                                           | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |        1090 | NS      | $127628.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                     | LendingTree Inc                                     | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |        5392 | NS      | $305510.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                        | Life Time Group Holdings Inc                        | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2798 | NS      | $81617.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightspeed Commerce Inc                             | Lightspeed Commerce Inc                             | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Long             | EC               | CORP              | CA        |        6955 | NS      | $75114.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                      | Eli Lilly & Co                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        1992 | NS      | $2066002.80   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                              | Liquidity Services Inc                              | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |        3031 | NS      | $96992.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithium Americas Corp                               | Lithium Americas Corp                               | CUSIP: 53681J103<br>LEI: 529900Q9ENG7EHHZ5R75 | Long             | EC               | CORP              | CA        |       19353 | NS      | $94249.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc                   | Maravai LifeSciences Holdings Inc                   | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9025 | NS      | $30324.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group PLC                           | Marks & Spencer Group PLC                           | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |      134795 | NS      | $676024.04    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                      | Mastercard Inc                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        3184 | NS      | $1715507.36   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MatsukiyoCocokara & Co                              | MatsukiyoCocokara & Co                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       28600 | NS      | $457940.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                         | Matthews International Corp                         | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |        4181 | NS      | $109918.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek Inc                                        | MediaTek Inc                                        | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |        4000 | NS      | $221882.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                    | MercadoLibre Inc                                    | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         164 | NS      | $352237.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia OYJ                                           | Nokia OYJ                                           | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |       33871 | NS      | $218160.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       14102 | NS      | $6067949.58   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                               | Micron Technology Inc                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        3964 | NS      | $1644584.32   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                   | Middleby Corp/The                                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        1028 | NS      | $151290.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corp                              | Accton Technology Corp                              | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |       10753 | NS      | $375959.87    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                  | Mitsubishi UFJ Financial Group Inc                  | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |       38300 | NS      | $693627.12    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Moelis & Co                                         | Moelis & Co                                         | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |        3348 | NS      | $239951.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Circuit Electronics Ltd                        | Gold Circuit Electronics Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        8000 | NS      | $174696.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chroma ATE Inc                                      | Chroma ATE Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        4000 | NS      | $122825.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co Ltd                                      | Niterra Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |        9600 | NS      | $419730.02    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Enerbility Co Ltd                            | Doosan Enerbility Co Ltd                            | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |        1709 | NS      | $106686.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NOV Inc                                             | NOV Inc                                             | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |        4827 | NS      | $88575.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elite Material Co Ltd                               | Elite Material Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        4000 | NS      | $216970.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Furuno Electric Co Ltd                              | Furuno Electric Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        2600 | NS      | $119994.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                           | Nestle SA                                           | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |        1983 | NS      | $189230.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd                           | Capitec Bank Holdings Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |        1722 | NS      | $462346.27    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NPK International Inc                               | NPK International Inc                               | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |       20390 | NS      | $281585.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NexGen Energy Ltd                                   | NexGen Energy Ltd                                   | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |       21436 | NS      | $269450.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                            | NIKE Inc                                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       16233 | NS      | $1003361.73   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                                 | Nomura Holdings Inc                                 | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |       37200 | NS      | $337119.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                     | Norsk Hydro ASA                                     | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |       31345 | NS      | $278277.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Co Ltd                                       | Doosan Co Ltd                                       | CUSIP: 000000000<br>LEI: 988400GNQKLXZRRQQE60 | Long             | EC               | CORP              | KR        |         223 | NS      | $130690.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                         | NVIDIA Corp                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       40318 | NS      | $7705979.34   | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                         | Novartis AG                                         | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        2859 | NS      | $424189.32    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                         | Northern Star Resources Ltd                         | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |       38787 | NS      | $713033.03    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                 | Ollie's Bargain Outlet Holdings Inc                 | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |         653 | NS      | $72032.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                         | OneSpan Inc                                         | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |        7868 | NS      | $92685.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        6118 | NS      | $1006900.44   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corp                                         | Otsuka Corp                                         | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |       13000 | NS      | $257744.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Accendra Health Inc                                 | Accendra Health Inc                                 | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |       40974 | NS      | $90552.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paladin Energy Ltd                                  | Paladin Energy Ltd                                  | CUSIP: 000000000<br>LEI: 549300M44UTJAP8J6B37 | Long             | EC               | CORP              | AU        |       50312 | NS      | $471716.69    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                              | Palo Alto Networks Inc                              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        8230 | NS      | $1456463.10   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                            | Pan American Silver Corp                            | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |        3900 | NS      | $212940.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                | Parker-Hannifin Corp                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        1846 | NS      | $1727560.64   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc                                      | Personalis Inc                                      | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |       26104 | NS      | $244594.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                  | Petroleo Brasileiro SA - Petrobras                  | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |        4340 | NS      | $66575.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA         | Powszechna Kasa Oszczednosci Bank Polski SA         | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |       37093 | NS      | $964821.14    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Primo Brands Corp                                   | Primo Brands Corp                                   | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |       38293 | NS      | $725269.42    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                             | Procter & Gamble Co/The                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        6726 | NS      | $1020805.02   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                         | Progyny Inc                                         | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10648 | NS      | $254167.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Power Corp SA                                | Public Power Corp SA                                | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |        3819 | NS      | $90266.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanex Building Products Corp                       | Quanex Building Products Corp                       | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |        9506 | NS      | $177952.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                      | Quanterix Corp                                      | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10014 | NS      | $63488.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc                               | Quantum Computing Inc                               | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3660 | NS      | $33928.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                               | Republic Services Inc                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        4461 | NS      | $959516.49    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc                            | Revolution Medicines Inc                            | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |        8028 | NS      | $778314.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanwa Holdings Corp                                 | Sanwa Holdings Corp                                 | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |       11000 | NS      | $249164.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                             | Hanwha Aerospace Co Ltd                             | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |         412 | NS      | $370874.68    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                          | Samsung Electronics Co Ltd                          | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       15513 | NS      | $1713795.25   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                          | Samsung Electronics Co Ltd                          | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |        4582 | NS      | $371146.92    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co Ltd                                       | Sankyo Co Ltd                                       | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |       32500 | NS      | $508382.44    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                           | Sanofi SA                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |        5546 | NS      | $523119.42    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd                                          | Santos Ltd                                          | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      102189 | NS      | $498350.07    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                             | Charles Schwab Corp/The                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       15187 | NS      | $1578233.04   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                           | Scotts Miracle-Gro Co/The                           | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |        2910 | NS      | $186880.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                             | Sea Ltd                                             | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        1359 | NS      | $158309.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Serve Robotics Inc                                  | Serve Robotics Inc                                  | CUSIP: 81758H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2554 | NS      | $26638.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                      | ServiceNow Inc                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        9890 | NS      | $1157228.90   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimamura Co Ltd                                    | Shimamura Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        6000 | NS      | $402150.24    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                                 | Shift4 Payments Inc                                 | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1481 | NS      | $87438.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                          | Siemens AG                                          | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |         805 | NS      | $243375.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SiTime Corp                                         | SiTime Corp                                         | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         649 | NS      | $235658.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                              | Sirius XM Holdings Inc                              | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |        4067 | NS      | $82763.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                        | Six Flags Entertainment Corp                        | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |        7437 | NS      | $133940.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                                  | Champion Homes Inc                                  | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2064 | NS      | $161776.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                             | SkyWater Technology Inc                             | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5200 | NS      | $164632.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                         | Starwood Property Trust Inc                         | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |        6114 | NS      | $109624.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Structure Therapeutics Inc                          | Structure Therapeutics Inc                          | CUSIP: 86366E106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         590 | NS      | $52185.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                                       | Sumitomo Corp                                       | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |        4700 | NS      | $190862.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                        | Sumitomo Metal Mining Co Ltd                        | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |        6100 | NS      | $344701.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                          | Suzuken Co Ltd/Aichi Japan                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       11800 | NS      | $475654.08    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd           | Taiwan Semiconductor Manufacturing Co Ltd           | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       60530 | NS      | $3347063.07   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                     | TJX Cos Inc/The                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        9547 | NS      | $1430236.07   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp                                         | Taisei Corp                                         | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |        2500 | NS      | $249370.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                | Tencent Holdings Ltd                                | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |       16300 | NS      | $1252847.47   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                   | Tencent Music Entertainment Group                   | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |        4293 | NS      | $72036.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                           | Tesla Inc                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        1479 | NS      | $636576.39    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                              | TETRA Technologies Inc                              | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |       28024 | NS      | $319473.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TBS Holdings Inc                                    | TBS Holdings Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       13700 | NS      | $531189.36    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                                 | TOPPAN Holdings Inc                                 | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |        9600 | NS      | $296541.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                  | Toyota Tsusho Corp                                  | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |        8600 | NS      | $313205.46    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                  | Trip.com Group Ltd                                  | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |        1724 | NS      | $105801.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                    | UniFirst Corp/MA                                    | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |         352 | NS      | $75680.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unimicron Technology Corp                           | Unimicron Technology Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       36000 | NS      | $427925.63    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                              | U.S. Treasury Inflation-Indexed Notes               | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      968729 | PA      | $965739.07    | 0.30%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | U.S. Treasury Notes                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $587531.25    | 0.18%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | U.S. Treasury Notes                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1060000 | PA      | $1064803.13   | 0.33%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | U.S. Treasury Notes                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1273000 | PA      | $1246943.28   | 0.39%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                          | U.K. Gilts                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      900000 | PA      | $1240915.40   | 0.39%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                     | UPM-Kymmene Oyj                                     | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |       14239 | NS      | $392827.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Uranium Energy Corp                                 | Uranium Energy Corp                                 | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |        3379 | NS      | $58253.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| USS Co Ltd                                          | USS Co Ltd                                          | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |       24300 | NS      | $268498.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Utz Brands Inc                                      | Utz Brands Inc                                      | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |       11038 | NS      | $116340.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                  | Valero Energy Corp                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        5441 | NS      | $987160.63    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corp Ltd                                    | Venture Corp Ltd                                    | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |       24400 | NS      | $313323.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc                                | Vermilion Energy Inc                                | CUSIP: 923725105<br>LEI: 8945009D1HGCJC8M8A68 | Long             | EC               | CORP              | CA        |       17876 | NS      | $173039.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                          | Vertex Pharmaceuticals Inc                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1937 | NS      | $910196.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc                             | Viking Therapeutics Inc                             | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |        4593 | NS      | $133380.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Energy SAB de CV                              | Vista Energy SAB de CV                              | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |         962 | NS      | $58191.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                  | Voya Financial Inc                                  | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        2043 | NS      | $156616.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                         | Walmart Inc                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       14251 | NS      | $1697864.14   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitehaven Coal Ltd                                 | Whitehaven Coal Ltd                                 | CUSIP: 000000000<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |       18610 | NS      | $113700.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Xometry Inc                                         | Xometry Inc                                         | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |        4617 | NS      | $263769.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Youngone Corp                                       | Youngone Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        4355 | NS      | $275023.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                     | Zurn Elkay Water Solutions Corp                     | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |        1093 | NS      | $50398.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd             | Ping An Insurance Group Co of China Ltd             | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |      121500 | NS      | $1126955.21   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                               | Emaar Properties PJSC                               | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |      189979 | NS      | $777146.02    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Ship Healthcare Holdings Inc                        | Ship Healthcare Holdings Inc                        | CUSIP: 000000000<br>LEI: 353800BIFUE1L527TH13 | Long             | EC               | CORP              | JP        |       11500 | NS      | $189564.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Mills Ltd/The                               | Phoenix Mills Ltd/The                               | CUSIP: 000000000<br>LEI: 33580037PCXCE5PNQU51 | Long             | EC               | CORP              | IN        |       12283 | NS      | $223274.27    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                    | TotalEnergies SE                                    | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |        3976 | NS      | $289169.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                          | Salmar ASA                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |        4921 | NS      | $293146.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| eMemory Technology Inc                              | eMemory Technology Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        1000 | NS      | $57594.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jentech Precision Industrial Co Ltd                 | Jentech Precision Industrial Co Ltd                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        3000 | NS      | $265800.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                             | Sweden Government Bonds                             | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     3910000 | PA      | $466449.87    | 0.15%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc                              | Whitecap Resources Inc                              | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |       58084 | NS      | $529800.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| China Hongqiao Group Ltd                            | China Hongqiao Group Ltd                            | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |       23500 | NS      | $107481.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PRADA SpA                                           | PRADA SpA                                           | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |       63700 | NS      | $326486.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LUKOIL PJSC                                         | LUKOIL PJSC                                         | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |        2750 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Parade Technologies Ltd                             | Parade Technologies Ltd                             | CUSIP: 000000000<br>LEI: 529900D9FDQHQKAQLY02 | Long             | EC               | CORP              | KY        |       14000 | NS      | $234122.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    12500000 | PA      | $697427.40    | 0.22%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                             | Sweden Government Bonds                             | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    12000000 | PA      | $1330905.83   | 0.41%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASPEED Technology Inc                               | ASPEED Technology Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        1000 | NS      | $279655.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UK TSY 3 1/4% 2044                                  | U.K. Gilts                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1362297 | PA      | $1450079.15   | 0.45%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bonds OAT                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       44000 | PA      | $46502.79     | 0.01%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                              | CHINA DEVELOPMENT BANK                              | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     2300000 | PA      | $353139.38    | 0.11%             | 2032-07-18      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                               | CHINA GOVERNMENT BOND                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $460949.68    | 0.14%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                 | Kingdom of Belgium Government Bonds                 | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1025000 | PA      | $1057913.52   | 0.33%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                | French Republic Government Bonds OAT                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $484221.05    | 0.15%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                          | U.K. Gilts                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      405000 | PA      | $553266.38    | 0.17%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                        | Netherlands Government Bonds                        | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1400000 | PA      | $1603648.23   | 0.50%             | 2035-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe            | Bundesrepublik Deutschland Bundesanleihe            | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1100000 | PA      | $1159649.99   | 0.36%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    42500000 | PA      | $2292511.29   | 0.71%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                               | China Government Bond                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    16000000 | PA      | $2306637.37   | 0.72%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | TRSWAP: RU10VATR INDEX                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |    -6503008 | OU      | $-16364.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | TRSWAP: RU10GRTR INDEX                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |     6501304 | OU      | $50558.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                       | KION Group AG                                       | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |        5149 | NS      | $363698.94    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                              | US DOLLARS                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | XX        |           1 | NC      | $961.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                              | US DOLLARS                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | XX        |           1 | NC      | $12572.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                              | SWISS FRANC                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | CH        |           1 | NC      | $16462.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                              | CZECH KORUNA                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | CZ        |           1 | NC      | $-1017.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                              | EURO COUNTRIES                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | XX        |           1 | NC      | $-34900.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                              | BRITISH POUND                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | GB        |           1 | NC      | $28396.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                       | Koninklijke Ahold Delhaize NV                       | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |        9181 | NS      | $358978.58    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co Ltd                          | HD Hyundai Electric Co Ltd                          | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |         620 | NS      | $379839.76    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Co Ltd                                   | HD Hyundai Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         603 | NS      | $97859.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sieyuan Electric Co Ltd                             | Sieyuan Electric Co Ltd                             | CUSIP: 000000000<br>LEI: 836800H6UQQUWN4PSZ32 | Long             | EC               | CORP              | CN        |       11200 | NS      | $297958.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                    | ASR Nederland NV                                    | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |        7330 | NS      | $532383.06    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                       | AIB Group PLC                                       | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |       43195 | NS      | $482839.90    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Landis+Gyr Group AG                                 | Landis+Gyr Group AG                                 | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |        2909 | NS      | $204354.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Technological & Commercial Joint Stock Bank | Vietnam Technological & Commercial Joint Stock Bank | CUSIP: 000000000<br>LEI: 5493001XNKHV3FNIUD50 | Long             | EC               | CORP              | VN        |      117000 | NS      | $161942.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Thirty Year Bonds                  | Japan Government Thirty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    57650000 | PA      | $217914.71    | 0.07%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                          | National Bank of Greece SA                          | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |       50262 | NS      | $887347.73    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd              | Contemporary Amperex Technology Co Ltd              | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |        6400 | NS      | $322925.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cholamandalam Investment and Finance Co Ltd         | Cholamandalam Investment and Finance Co Ltd         | CUSIP: 000000000<br>LEI: 3358008DNPV45O4EII52 | Long             | EC               | CORP              | IN        |        3141 | NS      | $55780.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                           | Prosus NV                                           | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |       11965 | NS      | $688002.73    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.        | 10YR MINI JGB MAR 26                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |           3 | NC      | $-3841.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hansoh Pharmaceutical Group Co Ltd                  | Hansoh Pharmaceutical Group Co Ltd                  | CUSIP: 000000000<br>LEI: 254900Q6MR00EBXTPF42 | Long             | EC               | CORP              | KY        |       26000 | NS      | $128132.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12104000000 | PA      | $756639.20    | 0.24%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                           | Alibaba Group Holding Ltd                           | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       38200 | NS      | $812651.01    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                             | ISS A/S                                             | CUSIP: 000000000<br>LEI: 213800LEZA58SZNCBN19 | Long             | EC               | CORP              | DK        |       11197 | NS      | $424642.79    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                        | Netherlands Government Bonds                        | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      435000 | PA      | $449951.52    | 0.14%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                               | China Government Bond                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20220000 | PA      | $3108234.09   | 0.97%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                               | China Government Bond                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $755454.94    | 0.24%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Eternal Ltd                                         | Eternal Ltd                                         | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |       40464 | NS      | $120613.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilibili Inc                                        | Bilibili Inc                                        | CUSIP: 000000000<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |        4200 | NS      | $143891.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                        | WH Group Ltd                                        | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |      276546 | NS      | $326350.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                              | China Development Bank                              | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1063863.39   | 0.33%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | MEXICAN BONOS                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    15000000 | PA      | $808661.81    | 0.25%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                               | JD Sports Fashion PLC                               | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |      220911 | NS      | $247227.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lodha Developers Ltd                                | Lodha Developers Ltd                                | CUSIP: 000000000<br>LEI: 254900B5QCN52ETNU557 | Long             | EC               | CORP              | IN        |        9783 | NS      | $103478.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe            | Bundesrepublik Deutschland Bundesanleihe            | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1108000 | PA      | $1300484.88   | 0.40%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd                  | HD Hyundai Heavy Industries Co Ltd                  | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |         181 | NS      | $72043.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group PLC                                   | TP ICAP Group PLC                                   | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |      125705 | NS      | $438510.91    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                  | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    12000000 | PA      | $54198.48     | 0.02%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co Ltd              | Jiangsu Hengrui Pharmaceuticals Co Ltd              | CUSIP: 000000000<br>LEI: 2549003BT1XS3SE3E448 | Long             | EC               | CORP              | CN        |        7200 | NS      | $63116.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bonds OAT                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1635000 | PA      | $1229975.71   | 0.38%             | 2040-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ADNOC Drilling Co PJSC                              | ADNOC Drilling Co PJSC                              | CUSIP: 000000000<br>LEI: 254900JPRSQL1PM0JV19 | Long             | EC               | CORP              | AE        |       71338 | NS      | $103534.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic Government Bonds OAT                | French Republic Government Bonds OAT                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1825000 | PA      | $2161508.56   | 0.67%             | 2031-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                        | New Zealand Government Bonds                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3000000 | PA      | $1782860.81   | 0.56%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anycolor Inc                                        | Anycolor Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        8600 | NS      | $245500.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Securities Co Ltd                             | CITIC Securities Co Ltd                             | CUSIP: 000000000<br>LEI: 300300E1006744000068 | Long             | EC               | NUSS              | CN        |       17400 | NS      | $70256.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co Ltd                   | Fuyao Glass Industry Group Co Ltd                   | CUSIP: 000000000<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |       14000 | NS      | $124354.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                    | Novo Nordisk A/S                                    | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |        5312 | NS      | $315422.55    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                           | Shell PLC                                           | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       17890 | NS      | $687682.86    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastroc Beverage Group Co Ltd                       | Eastroc Beverage Group Co Ltd                       | CUSIP: 000000000<br>LEI: 836800LQ338417RCIL29 | Long             | EC               | CORP              | CN        |        3630 | NS      | $130676.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                                 | U.K. Gilts                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      257000 | PA      | $304676.98    | 0.09%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                        | New Zealand Government Bonds                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2170000 | PA      | $1302739.76   | 0.41%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Pictures Group Ltd                          | Damai Entertainment Holdings Ltd                    | CUSIP: 000000000<br>LEI: 213800DWTSI7ACSGHN32 | Long             | EC               | CORP              | BM        |      440000 | NS      | $55540.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi XDC Cayman Inc                                 | WuXi XDC Cayman Inc                                 | CUSIP: 000000000<br>LEI: 549300BV0TP5RVPBYO24 | Long             | EC               | CORP              | KY        |       30500 | NS      | $245040.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| 360 ONE WAM Ltd                                     | 360 ONE WAM Ltd                                     | CUSIP: 000000000<br>LEI: 335800DDYMCDBO5OLL32 | Long             | EC               | CORP              | IN        |       17875 | NS      | $220502.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                 | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2005000 | PA      | $2323595.34   | 0.72%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Marine Solution Co Ltd                   | HD Hyundai Marine Solution Co Ltd                   | CUSIP: 000000000<br>LEI: 988400NV4TGR7O3GJM74 | Long             | EC               | CORP              | KR        |        1419 | NS      | $179917.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                     | Japan Government Ten Year Bonds                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   140850000 | PA      | $843797.74    | 0.26%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                     | Japan Government Ten Year Bonds                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    68000000 | PA      | $420424.61    | 0.13%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd                                   | Bajaj Finance Ltd                                   | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |       12584 | NS      | $127316.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Detsky Mir PJSC                                     | Detsky Mir PJSC                                     | CUSIP: 000000000<br>LEI: 25340094SFG83VJ0YP24 | Long             | EC               | CORP              | RU        |      290936 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Japan Government Twenty Year Bonds                  | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   166000000 | PA      | $972379.23    | 0.30%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp                              | Lionsgate Studios Corp                              | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       10430 | NS      | $98459.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Bank SA                                     | Piraeus Bank SA                                     | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | EC               | CORP              | GR        |       40577 | NS      | $409313.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                               | Japan Government Thirty Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   110000000 | PA      | $610118.32    | 0.19%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Macnica Fuji Electronics Holdi                      | Macnica Holdings Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       24000 | NS      | $411494.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                               | Japan Government Thirty Year Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    78850000 | PA      | $474241.09    | 0.15%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                         | Eurobank SA                                         | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |       84133 | NS      | $411156.18    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Huatai Securities Co Ltd                            | Huatai Securities Co Ltd                            | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |       33000 | NS      | $78680.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Biologics Co Ltd                            | Samsung Biologics Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |          84 | NS      | $101514.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                  | Japan Government Thirty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   149700000 | PA      | $605976.77    | 0.19%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                        | ING Groep NV                                        | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       31380 | NS      | $925425.22    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BTG Pactual SA                                | Banco BTG Pactual SA                                | CUSIP: 000000000<br>LEI: ZXLTQRYIK6IJH3R0IK66 | Long             | EC               | CORP              | BR        |        8272 | NS      | $93930.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext Paris Matif                                | CAC40 10 EURO FEB 26                                | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               |  | FR        |          79 | NC      | $-211789.88   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal          | CAN 10YR BOND MAR 26                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          31 | NC      | $-25904.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nyse American Options.                              | PAAS US 02/20/26 C70                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |          -8 | NC      | $-560.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nyse American Options.                              | GLXY US 02/20/26 C35                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -13 | NC      | $-1066.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Global Markets, Inc.                           | VIX US 02/18/26 C20                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |          74 | NC      | $11692.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nyse American Options.                              | NXE US 02/20/26 C15                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         -61 | NC      | $-1525.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Global Markets, Inc.                           | UUUU US 02/20/26 C25                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | CA        |         -26 | NC      | $-3562.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Global Markets, Inc.                           | VIX US 03/18/26 C20                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |          34 | NC      | $8772.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nyse American Options.                              | PAAS US 02/20/26 C80                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |          -7 | NC      | $-227.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets, Inc.                      | US DOLLARS                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CA        |           1 | NC      | $-10065.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                      | US DOLLARS                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | SE        |           1 | NC      | $-22715.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                      | US DOLLARS                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | SG        |           1 | NC      | $-3246.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                      | JAPANESE YEN                                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | JP        |           1 | NC      | $-103598.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                      | THAI BAHT                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TH        |           1 | NC      | $-3982.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe            | Bundesrepublik Deutschland Bundesanleihe            | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1100000 | PA      | $1276212.97   | 0.40%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | S&P500 EMINI MAR 26                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          30 | NC      | $38758.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                         | S&P500 EMINI MAR 26                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          14 | NC      | $-26453.47    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 5YR NOTE MAR 26                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          77 | NC      | $-55466.72    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc                                     | Amer Sports Inc                                     | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | KY        |        2953 | NS      | $108168.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc                               | Anglogold Ashanti Plc                               | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |        3642 | NS      | $338232.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BBB Foods Inc                                       | BBB Foods Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |        6184 | NS      | $215759.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Ltd                                 | Burford Capital Ltd                                 | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |       21698 | NS      | $210253.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                      | Eaton Corp PLC                                      | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        2571 | NS      | $903500.82    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                           | Flutter Entertainment PLC                           | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |        2286 | NS      | $377532.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                            | Jazz Pharmaceuticals PLC                            | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        2252 | NS      | $370431.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marex Group PLC                                     | Marex Group PLC                                     | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |        1574 | NS      | $62141.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                         | Nordic American Tankers Ltd                         | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |       20527 | NS      | $85392.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                      | NU Holdings Ltd/Cayman Islands                      | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |       36004 | NS      | $639071.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                  | nVent Electric PLC                                  | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | EC               | CORP              | IE        |       11311 | NS      | $1269772.86   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                 | TE Connectivity PLC                                 | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        5955 | NS      | $1326654.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                         | US DOLLARS                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CH        |           1 | NC      | $-991.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | US DOLLARS                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $-837.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | SWISS FRANC                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CH        |           1 | NC      | $250.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | EURO COUNTRIES                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $1960.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | MALAYSIAN RINGGIT                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |           1 | NC      | $2527.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                           | US DOLLARS                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | ID        |           1 | NC      | $-605.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                           | US DOLLARS                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-18466.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                           | AUSTRALIA DOLLAR                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | AU        |           1 | NC      | $63983.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                           | CHINESE YUAN RENMINBI                               | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | CN        |           1 | NC      | $4323.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                           | KOREAN WON                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | KW        |           1 | NC      | $-6319.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                           | NEW ZEALAND DOLLAR                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | NZ        |           1 | NC      | $19100.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                           | SINGAPORE DOLLAR                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | SG        |           1 | NC      | $-742.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | BBG HY CREDIT FUT MAR 26                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          58 | NC      | $718.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | BBG IG CREDIT FUT MAR 26                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         114 | NC      | $12497.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                      | JPN 10YR BOND (OSE) MAR 26                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |           4 | NC      | $-50510.68    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                             | US DOLLARS                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |           1 | NC      | $-3446.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                             | US DOLLARS                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | CA        |           1 | NC      | $-16172.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                             | US DOLLARS                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | CH        |           1 | NC      | $-3215.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                             | US DOLLARS                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | DK        |           1 | NC      | $656.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                             | US DOLLARS                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | GB        |           1 | NC      | $15206.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                             | US DOLLARS                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | JP        |           1 | NC      | $-4741.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                             | US DOLLARS                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | NZ        |           1 | NC      | $-15661.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                             | CANADIAN DOLLAR                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | CA        |           1 | NC      | $10686.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                             | EURO COUNTRIES                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $4357.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                             | BRITISH POUND                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | GB        |           1 | NC      | $-1415.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                   | BB EURO CORP SRI MAR 26                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          37 | NC      | $49851.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd               | Check Point Software Technologies Ltd               | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        3774 | NS      | $677470.74    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                              | MSCI EMER MKT INDEX (ICE) MAR 26                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         201 | NC      | $417706.29    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                              | MSCI EAFE INDEX MAR 26                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |          22 | NC      | $72523.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                            | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |           1 | NC      | $-2436.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                            | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KW        |           1 | NC      | $2965.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                            | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KW        |           1 | NC      | $-15055.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                            | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |           1 | NC      | $35049.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                            | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |           1 | NC      | $-1363.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                            | ISRAELI SHEKEL                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IL        |           1 | NC      | $1031.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                            | NORWAY KRONA                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NO        |           1 | NC      | $10647.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                            | NORWAY KRONA                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NO        |           1 | NC      | $101124.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                            | POLISH ZLOTY                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | PL        |           1 | NC      | $-905.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV                                              | JBS NV                                              | CUSIP: 000000000<br>LEI: 254900JSFON4WL81TW77 | Long             | EC               | CORP              | NL        |       21065 | NS      | $331773.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                   | EURO-OAT MAR 26                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          34 | NC      | $35693.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                   | EURO-BOBL MAR 26                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           4 | NC      | $-228.66      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal            | S&P/TSE 60 INDEX MAR 26                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |          60 | NC      | $-312903.27   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                         | RUSSELL 2000 EMINI CME MAR 26                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          16 | NC      | $-12930.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                       | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-3944.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $-4086.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $-2642.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | CANADIAN DOLLAR                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $2990.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | BRITISH POUND                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $1426.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | NORWAY KRONA                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $3330.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | SWEDISH KRONA                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $12287.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                          | FTSE/MIB INDEX MAR 26                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |         -26 | NC      | $-216077.62   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR NOTE MAR 26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          22 | NC      | $-26621.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                  | AUSTRALIA DOLLAR                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | AU        |           1 | NC      | $11034.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | EURO COUNTRIES                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | XX        |           1 | NC      | $4544.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US LONG BOND MAR 26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          30 | NC      | $-53261.64    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA 10YR NOTE MAR 26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          25 | NC      | $-40191.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                         | Royal Caribbean Cruises Ltd                         | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |        3511 | NS      | $1139846.15   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                   | EURO STOXX 50 MAR 26                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -58 | NC      | $-116850.79   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Sweden Government Bonds                             | Sweden Government Bonds                             | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    34000000 | PA      | $3670406.83   | 1.14%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Securities LLC                          | DANISH KRONA                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              |  | DK        |           1 | NC      | $-722.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Securities LLC                          | SWEDISH KRONA                                       | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              |  | SE        |           1 | NC      | $-626.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA T-BOND MAR 26                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          23 | NC      | $-65446.09    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                 | AUST 10YR BOND MAR 26                               | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          -9 | NC      | $511.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nyse American Options.                              | NXE US 02/20/26 C14                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         -73 | NC      | $-2920.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                            | ICE: (CDX.EM.44.V1)                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    -2300000 | OU      | $23327.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                            | ICE: (ITRAXX.EUR.44.V1)                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    -9550000 | OU      | $37905.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                            | ICE: (CDX.NA.IG.45.V1)                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    -6300000 | OU      | $12998.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nyse American Options.                              | NXE US 02/20/26 C16                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         -49 | NC      | $-612.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nyse American Options.                              | CLS US 02/20/26 C350                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |          -2 | NC      | $-640.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nyse American Options.                              | PAAS US 02/20/26 C75                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         -10 | NC      | $-550.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Global Markets, Inc.                           | UUUU US 02/20/26 C30                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | CA        |         -69 | NC      | $-3829.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-19

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

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager