# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035927
**Filing Date:** 2023-2
**Character Count:** 1273903
**Document Hash:** 00663f177632d29ae80825f5c7e3a16f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035927.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035927

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657634

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST PRUDENTIAL GROWTH ALLOCATION PORTFOLIO (Series ID: S000006796)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000018404 | AST PRUDENTIAL GROWTH ALLOCATION PORTFOLIO |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST Prudential Growth Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000006796

- **c. LEI of Series:** K27HID1DPWFC3M3VU702

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

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

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11112250290.31

**Total Liabilities:** $301527280.30

**Net Assets:** $10810723010.01

**Cash Not Reported:** $26736096.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4243.44796000 | **1-Year:** 84978.21727000 | **5-Year:** 267086.09694000 | **10-Year:** 153028.42690000 | **30-Year:** 42701.78175000

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

- **3-Month:** 287.95604000 | **1-Year:** 20254.35946000 | **5-Year:** 72572.09933000 | **10-Year:** 28829.34587000 | **30-Year:** 1391.62112000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018404 | 4.91%                | 5.56%                | -3.76%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-106680447.51           | $552553532.85                              |
| Month 2  | $-23146133.39            | $518188745.08                              |
| Month 3  | $11227.12                | $-357631773.55                             |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                              | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Diamondback Energy Inc                            | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       41923 | NS      | $5734227.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Portland Estates PLC                        | Great Portland Estates PLC                                                      | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               | CORP              | GB        |       12719 | NS      | $75804.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico SAB d                    | Kimberly-Clark de Mexico SAB de CV                                              | CUSIP: 000000000<br>LEI: 549300JGHL56QT00KT54 | Long             | EC               | CORP              | MX        |        9000 | NS      | $15273.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO internet group Inc                            | GMO internet group Inc                                                          | CUSIP: 000000000<br>LEI: 529900BFZEY3BESHBW90 | Long             | EC               | CORP              | JP        |       47000 | NS      | $877955.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Motors Corp                            | Mitsubishi Motors Corp                                                          | CUSIP: 000000000<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |      352400 | NS      | $1338273.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16497.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $1645658.61    | 0.02%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF CYPRUS                                | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     5500000 | PA      | $3839001.67    | 0.04%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10530.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1650875.17    | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70594.18      | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                        | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      707170 | NS      | $36235390.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      585000 | PA      | $473850.00     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mabanee Co KPSC                                   | Mabanee Co KPSC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |        3318 | NS      | $9211.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                              | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |       26600 | NS      | $1127849.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2326521.03    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                   | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6358 | NS      | $846631.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol                    | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       42711 | NS      | $4262984.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                            | Peoples Bancorp Inc/OH                                                          | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8400 | NS      | $237300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka AS                                 | Komercni Banka AS                                                               | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |         396 | NS      | $11443.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCJ Co Ltd                                        | MCJ Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      193900 | NS      | $1395211.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glanbia PLC                                       | Glanbia PLC                                                                     | CUSIP: 000000000<br>LEI: 635400SRMCBHVMSKJS84 | Long             | EC               | CORP              | IE        |       15479 | NS      | $196047.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA JINMAO                                      | China Jinmao Holdings Group Ltd                                                 | CUSIP: 000000000<br>LEI: 3003000CW9WBO3PJ7R66 | Long             | EC               | CORP              | HK        |     2088000 | NS      | $446719.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1070000 | PA      | $875418.35     | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Transcosmos Inc                                   | Transcosmos Inc                                                                 | CUSIP: 000000000<br>LEI: 353800AAR1GYRFDRTV97 | Long             | EC               | CORP              | JP        |       71700 | NS      | $1760727.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co Ltd                                  | Shimamura Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       36200 | NS      | $3607480.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coastal Financial Corp/WA                         | Coastal Financial Corp/WA                                                       | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |        7300 | NS      | $346896.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EG FINCO LTD                                      | EG Finco Ltd                                                                    | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |     2836627 | PA      | $2744207.69    | 0.03%             | 2025-02-05      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                  | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       27600 | NS      | $540402.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                 | Hyatt Hotels Corp                                                               | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |         530 | NS      | $47938.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                     | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      100795 | NS      | $4421876.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                         | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       81556 | NS      | $27446040.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                           | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      980312 | NS      | $9746270.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bright Health Group Inc                           | Bright Health Group Inc                                                         | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      164000 | NS      | $106583.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fujitsu Ltd                                       | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |        9900 | NS      | $1319844.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bally's Corp                                      | Bally's Corp                                                                    | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |        1369 | NS      | $26531.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Orion Corp/Republic of Korea                      | Orion Corp/Republic of Korea                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        3681 | NS      | $374746.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lions Gate Entertainment Corp                     | Lions Gate Entertainment Corp                                                   | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |      159300 | NS      | $864999.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Oportun Funding LLC                               | Oportun Funding XIV LLC                                                         | CUSIP: 68377BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $277850.94     | 0.00%             | 2028-03-08      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Prestige Consumer Healthcare I                    | Prestige Consumer Healthcare Inc                                                | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24600 | NS      | $1539960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                        | Preformed Line Products Co                                                      | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |        1700 | NS      | $141593.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                       | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      850000 | PA      | $659027.17     | 0.01%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| Eni SpA                                           | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      207073 | NS      | $2944467.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| lu'an EED                                         | Shanxi Lu'an Environmental Energy Development Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       22800 | NS      | $55355.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      251439 | PA      | $247984.48     | 0.00%             | 2034-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                    | COSCO SHIPPING Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |      204950 | NS      | $208340.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    26160000 | OU      | $108665.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                           | Standard Industries Inc/NJ                                                      | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1552305.45    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $760045.45     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Medical Properties Trust Inc                      | Medical Properties Trust Inc                                                    | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |       52811 | NS      | $588314.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Indofood Sukses Makmur Tbk PT                     | Indofood Sukses Makmur Tbk PT                                                   | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |       22700 | NS      | $9812.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                         | Teledyne Technologies Inc                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        1185 | NS      | $473893.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                       | Enhabit Inc                                                                     | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |         467 | NS      | $6145.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2405512.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2003-HE3                                 | CUSIP: 61746REH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      176311 | PA      | $172438.42     | 0.00%             | 2033-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912833LY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14000000 | PA      | $12293750.00   | 0.11%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                              | Fastighets AB Balder                                                            | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |       14350 | NS      | $66975.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                         | Reply SpA                                                                       | CUSIP: 000000000<br>LEI: 815600DAEFB0388F3521 | Long             | EC               | CORP              | IT        |       16336 | NS      | $1874033.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis Inc                                      | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |         465 | NS      | $7458.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        8503 | NS      | $4646039.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                      | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9384.40       | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Woori Financial Group Inc                         | Woori Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      484129 | NS      | $4422678.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PNM Resources Inc                                 | PNM Resources Inc                                                               | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |        2771 | NS      | $135197.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                    | AutoNation Inc                                                                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         390 | NS      | $41847.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Payment Gateway Inc                           | GMO Payment Gateway Inc                                                         | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |        7249 | NS      | $599485.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trigano SA                                        | Trigano SA                                                                      | CUSIP: 000000000<br>LEI: 969500KLZPNMO8TUM811 | Long             | EC               | CORP              | FR        |       11634 | NS      | $1588252.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                          | MarketAxess Holdings Inc                                                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |         600 | NS      | $167334.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                         | Ambac Financial Group Inc                                                       | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       10000 | NS      | $174400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-38527.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp                                    | Air Lease Corp                                                                  | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |        1055 | NS      | $40533.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                             | Element Solutions Inc                                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |        2340 | NS      | $42564.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      151249 | NS      | $12039420.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Steel Ltd                                    | Kobe Steel Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |      165600 | NS      | $803181.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                               | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       80485 | NS      | $6186881.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -19370000 | OU      | $-34235.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2359749.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                         | Partners Group Holding AG                                                       | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        2623 | NS      | $2322624.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      268890 | NS      | $39295584.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                       | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      224900 | NS      | $7055732.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-78530.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services Inc                               | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        2860 | NS      | $407550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                | Sonoco Products Co                                                              | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |         995 | NS      | $60406.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                        | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       23275 | NS      | $1464695.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Engineering Co Ltd                        | Samsung Engineering Co Ltd                                                      | CUSIP: 000000000<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |        5530 | NS      | $97829.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                              | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       47474 | NS      | $7447721.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirae Asset Securities Co Ltd                     | Mirae Asset Securities Co Ltd                                                   | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | EC               | CORP              | KR        |      486265 | NS      | $2349392.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corp                                      | Vontier Corp                                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |         615 | NS      | $11887.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                               | Upland Software Inc                                                             | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      117000 | NS      | $834210.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2894.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                       | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |       99147 | NS      | $1686398.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                         | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 000000000<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |        2800 | NS      | $18951.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     2400000 | PA      | $2229310.80    | 0.02%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28776.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                               | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        1617 | NS      | $292677.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                      | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       43200 | NS      | $13793328.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd                           | Reliance Industries Ltd                                                         | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       23231 | NS      | $713205.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |        9600 | NS      | $299968.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                          | Patterson-UTI Energy Inc                                                        | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |       58810 | NS      | $990360.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1900000 | PA      | $1635660.60    | 0.02%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Sprout Social Inc                                 | Sprout Social Inc                                                               | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10460 | NS      | $590571.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                        | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22245.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      336420 | NS      | $5369263.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                            | Progress Software Corp                                                          | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       20500 | NS      | $1034225.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                            | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     1333211 | NS      | $7692549.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashland Inc                                       | Ashland Inc                                                                     | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |         530 | NS      | $56990.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eMemory Technology Inc                            | eMemory Technology Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       13755 | NS      | $594003.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                                | POSCO Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |         399 | NS      | $87321.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-707010.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                              | Booking Holdings Inc                                                            | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      900000 | PA      | $976757.12     | 0.01%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     1435772 | NS      | $26432562.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       75150 | NS      | $7342155.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| CTS Eventim AG & Co KGaA                          | CTS Eventim AG & Co KGaA                                                        | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |        4980 | NS      | $316125.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 360 DigiTech Inc                                  | 360 DigiTech Inc                                                                | CUSIP: 88557W101<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |         600 | NS      | $12216.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                               | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       15615 | NS      | $1499976.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CPFL Energia SA                                   | CPFL Energia SA                                                                 | CUSIP: 000000000<br>LEI: 529900GBWSBDXN8GGM28 | Long             | EC               | CORP              | BR        |       17100 | NS      | $107469.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| On Holding AG                                     | On Holding AG                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       27009 | NS      | $463474.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STRIP PRINC                                       | United States Treasury Strip Principal                                          | CUSIP: 912803FG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      295000 | PA      | $105047.66     | 0.00%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA1                                         | CUSIP: 35564KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90000 | PA      | $80924.55      | 0.00%             | 2051-01-25      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| PZU                                               | Powszechny Zaklad Ubezpieczen SA                                                | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |       19793 | NS      | $160736.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EG FINCO LTD                                      | EG Finco Ltd                                                                    | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |     5200000 | PA      | $4745304.85    | 0.04%             | 2027-04-30      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     1690000 | PA      | $1971330.85    | 0.02%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -20330000 | OU      | $-1456.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                      | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        5505 | NS      | $619312.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                         | AGCO Corp                                                                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       30874 | NS      | $4281915.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RAT9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1415000 | PA      | $1379399.59    | 0.01%             | 2024-03-28      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Kohl's Corp                                       | Kohl's Corp                                                                     | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |        1310 | NS      | $33077.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Realty Trust Inc                          | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       16640 | NS      | $1668492.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      735000 | PA      | $751567.12     | 0.01%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                   | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      165195 | NS      | $5121045.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                         | ANSYS Inc                                                                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        1935 | NS      | $467476.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corp                        | Invincible Investment Corp                                                      | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               | CORP              | JP        |        2513 | NS      | $973766.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Health Investors Inc                     | National Health Investors Inc                                                   | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |        3900 | NS      | $203658.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chartwell Retirement Residence                    | Chartwell Retirement Residences                                                 | CUSIP: 16141A103<br>LEI: 549300M7UBEIZBWP4069 | Long             | EC               | CORP              | CA        |       26916 | NS      | $167777.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                      | RCI Hospitality Holdings Inc                                                    | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |        7100 | NS      | $661649.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellation Energy Corp                         | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        8539 | NS      | $736147.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      321146 | NS      | $57642495.54   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                       | Wix.com Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |         120 | NS      | $9219.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-889161.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                  | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       19481 | NS      | $513950.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                             | Jackson Financial Inc                                                           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |        4900 | NS      | $170471.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Industrial Bank of Korea                          | Industrial Bank of Korea                                                        | CUSIP: 000000000<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | CORP              | KR        |      364609 | NS      | $2833744.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $254453.75     | 0.00%             | 2026-03-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $866365.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                               | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       22940 | NS      | $3389385.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                           | Herbalife Nutrition Ltd                                                         | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |       35400 | NS      | $526752.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Unipol Gruppo SpA                                 | Unipol Gruppo SpA                                                               | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      183322 | NS      | $892558.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                    | EPR Properties                                                                  | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |         805 | NS      | $30364.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Mining & Smelting Co Lt                    | Mitsui Mining & Smelting Co Ltd                                                 | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |       87800 | NS      | $2054943.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies Holding P                    | Sensata Technologies Holding PLC                                                | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |        1570 | NS      | $63396.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      230000 | PA      | $178576.81     | 0.00%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                           | Maruti Suzuki India Ltd                                                         | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |         630 | NS      | $63734.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      164600 | NS      | $16328320.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1795200 | PA      | $1454112.00    | 0.01%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                            | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      265565 | NS      | $5472180.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| YITAI COAL                                        | Inner Mongolia Yitai Coal Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900OW9OHPX81B0T69 | Long             | EC               | CORP              | CN        |       10800 | NS      | $14239.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vector Group Ltd                                  | Vector Group Ltd                                                                | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |       41900 | NS      | $496934.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                         | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        9356 | NS      | $4472891.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corp                                        | SUMCO Corp                                                                      | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |      368700 | NS      | $4884757.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $114320.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                    | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       36393 | NS      | $7892185.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       27803 | NS      | $15310834.07   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                      | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      141543 | NS      | $3266900.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                        | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        5885 | NS      | $274652.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 3M Co                                             | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       98125 | NS      | $11767150.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| KBR Inc                                           | KBR Inc                                                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       45365 | NS      | $2395272.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        3760 | NS      | $911010.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokuetsu Corp                                     | Hokuetsu Corp                                                                   | CUSIP: 000000000<br>LEI: 549300CBTMD053ZJ7C79 | Long             | EC               | CORP              | JP        |       94300 | NS      | $544567.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp                        | Lattice Semiconductor Corp                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       30400 | NS      | $1972352.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17000000 | PA      | $12781875.00   | 0.12%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                       | Lennar Corp                                                                     | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |         150 | NS      | $11217.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                             | CommVault Systems Inc                                                           | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       30100 | NS      | $1891484.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-131498.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                 | Remy Cointreau SA                                                               | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |       11944 | NS      | $2013920.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                         | Caesars Entertainment Inc                                                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        4095 | NS      | $170352.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25661.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koshidaka Holdings Co Ltd                         | Koshidaka Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       35000 | NS      | $262444.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TTM Technologies Inc                              | TTM Technologies Inc                                                            | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       17700 | NS      | $266916.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                               | Eastman Chemical Co                                                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        3152 | NS      | $256698.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66 CO                                    | Phillips 66 Co                                                                  | CUSIP: 718547AC6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      265000 | PA      | $256533.90     | 0.00%             | 2025-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                      | Metro Inc/CN                                                                    | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |        9000 | NS      | $498323.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd                             | CyberArk Software Ltd                                                           | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       17403 | NS      | $2256298.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                           | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       26430 | NS      | $1023633.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2208099.36    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Endesa SA                                         | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      174426 | NS      | $3287328.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings Inc                              | Hayward Holdings Inc                                                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         775 | NS      | $7285.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      849747 | NS      | $74973177.81   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co Ltd                                 | PetroChina Co Ltd                                                               | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |      120000 | NS      | $54815.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                 | Newell Brands Inc                                                               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |        9465 | NS      | $123802.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Impinj Inc                                        | Impinj Inc                                                                      | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       18900 | NS      | $2063502.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                  | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      338405 | NS      | $21525942.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                        | Diodes Inc                                                                      | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |        8000 | NS      | $609120.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/Th                    | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |         445 | NS      | $60132.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      830000 | PA      | $730587.08     | 0.01%             | 2041-09-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Commerce Bancshares Inc/MO                        | Commerce Bancshares Inc/MO                                                      | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1177 | NS      | $80118.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT                                               | Nippon Telegraph & Telephone Corp                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |       91600 | NS      | $2612295.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BGC Partners Inc                                  | BGC Partners Inc                                                                | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |      382100 | NS      | $1440517.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                       | Certara Inc                                                                     | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         455 | NS      | $7311.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $704896.05     | 0.01%             | 2041-10-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| BVRT_21-4F                                        | BVRT_21-4F                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      755521 | PA      | $751743.21     | 0.01%             | 2026-09-12      | Floating      | 2.05%                 | No            |                  3 | On Loan: No      |
| Allegion plc                                      | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        1604 | NS      | $168837.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1070000 | PA      | $834272.58     | 0.01%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                   | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        3400 | NS      | $2035172.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      495000 | PA      | $431993.18     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C Technologies Holdings Inc                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      128730 | NS      | $6701683.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                     | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        1500 | NS      | $425670.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galenica AG                                       | Galenica AG                                                                     | CUSIP: 000000000<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |        3516 | NS      | $286871.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | AUD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7179.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IAC Inc                                           | IAC Inc                                                                         | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |         835 | NS      | $37074.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SASU                                                              | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $987581.11     | 0.01%             | 2026-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                          | CapitaLand Ascendas REIT                                                        | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |      198855 | NS      | $407269.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standex International Corp                        | Standex International Corp                                                      | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |        7900 | NS      | $809039.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd                              | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      346600 | NS      | $7053664.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co                      | Metropolitan Bank & Trust Co                                                    | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |        9490 | NS      | $9215.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                       | AIG CLO 2019-2 Ltd                                                              | CUSIP: 00142MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11250000 | PA      | $11025207.00   | 0.10%             | 2033-10-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| National Storage REIT                             | National Storage REIT                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      265130 | NS      | $417805.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | S&P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         130 | NC      | $8282337.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                          | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LAK5<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     1005000 | PA      | $829127.57     | 0.01%             | 2039-03-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BMTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   100565712 | PA      | $1467555.43    | 0.01%             | 2025-11-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1324632.57    | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                         | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |       13870 | NS      | $347720.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                    | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      110522 | NS      | $1179231.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $187951.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MasterCraft Boat Holdings Inc                     | MasterCraft Boat Holdings Inc                                                   | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |       42700 | NS      | $1104649.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                        | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      192999 | NS      | $8694604.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                | Cooper Cos Inc/The                                                              | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        6332 | NS      | $2093802.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232919.33     | 0.00%             | 2026-12-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clarivate PLC                                     | Clarivate PLC                                                                   | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |        4840 | NS      | $40365.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    13736000 | PA      | $10753093.12   | 0.10%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      559000 | PA      | $423697.56     | 0.00%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Uchida Yoko Co Ltd                                | Uchida Yoko Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       12400 | NS      | $439398.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                    | AptarGroup Inc                                                                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |         687 | NS      | $75556.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                                | Coupa Software Inc                                                              | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |         370 | NS      | $29292.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                       | Simmons First National Corp                                                     | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       15800 | NS      | $340964.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      317244 | NS      | $22825705.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                       | IDACORP Inc                                                                     | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |         519 | NS      | $55974.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurobindo Pharma Ltd                              | Aurobindo Pharma Ltd                                                            | CUSIP: 000000000<br>LEI: 335800G4T2A353RDGM23 | Long             | EC               | CORP              | IN        |        1330 | NS      | $7042.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                     | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $452366.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                    | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |     1595000 | NS      | $3535221.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                               | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       59610 | NS      | $1958784.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kojamo Oyj                                        | Kojamo Oyj                                                                      | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |       19988 | NS      | $295602.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toridoll Holdings Corp                            | Toridoll Holdings Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       40700 | NS      | $833182.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                       | Japan Post Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |      199700 | NS      | $3512149.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd                                 | Bajaj Finance Ltd                                                               | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |        8083 | NS      | $640293.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2015125.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                       | Snap-on Inc                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        1343 | NS      | $306862.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity LifeStyle Properties In                    | Equity LifeStyle Properties Inc                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |        3299 | NS      | $213115.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      140000 | PA      | $111508.70     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AGL Energy Ltd                                    | AGL Energy Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |       53808 | NS      | $294549.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -24410000 | OU      | $-33451.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                             | Deutsche Lufthansa AG                                                           | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |      299436 | NS      | $2468270.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services and                    | Eurobank Ergasias Services and Holdings SA                                      | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |       16540 | NS      | $18630.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18550.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                      | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |       26150 | NS      | $218207.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                       | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      104345 | NS      | $3332779.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      730000 | PA      | $698518.75     | 0.01%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19762.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | Csail 2015-C2 Commercial Mortgage Trust                                         | CUSIP: 12634NAS7<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |     6494843 | PA      | $6169831.74    | 0.06%             | 2057-06-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Itochu Techno-Solutions Corp                      | Itochu Techno-Solutions Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       26600 | NS      | $617007.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                      | China Construction Bank Corp                                                    | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |      498000 | NS      | $311444.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                           | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       57703 | NS      | $2907654.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                       | Starwood Property Trust Inc                                                     | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |       25040 | NS      | $458983.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Travel + Leisure Co                               | Travel + Leisure Co                                                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |         250 | NS      | $9100.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                        | CUSIP: 88059E5F7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1714000 | PA      | $1177644.89    | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Retail Opportunity Investments                    | Retail Opportunity Investments Corp                                             | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       46765 | NS      | $702877.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                            | Group 1 Automotive Inc                                                          | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        1400 | NS      | $252518.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                             | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       14300 | NS      | $1392534.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12255.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Haci Omer Sabanci Holding AS                      | Haci Omer Sabanci Holding AS                                                    | CUSIP: 000000000<br>LEI: 78900090FFOWNLGP0F20 | Long             | EC               | CORP              | TR        |      275625 | NS      | $665328.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4660000 | PA      | $4025789.05    | 0.04%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                          | Lennox International Inc                                                        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         332 | NS      | $79424.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cipla Ltd/India                                   | Cipla Ltd/India                                                                 | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |       14863 | NS      | $193103.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                            | Petroleo Brasileiro SA                                                          | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |      134300 | NS      | $623108.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedifica SA                                       | Aedifica SA                                                                     | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               | CORP              | BE        |        4206 | NS      | $342233.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3375000 | PA      | $3206169.69    | 0.03%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies Inc                         | ZoomInfo Technologies Inc                                                       | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       57177 | NS      | $1721599.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                            | ConnectOne Bancorp Inc                                                          | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       19900 | NS      | $481779.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Coal Energy Co Ltd                          | China Coal Energy Co Ltd                                                        | CUSIP: 000000000<br>LEI: 529900KRC89344UI3Z10 | Long             | EC               | CORP              | CN        |       12000 | NS      | $9743.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Gas Holdings Ltd                            | China Gas Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 254900KTSZLZ21VV8T33 | Long             | EC               | CORP              | HK        |       22400 | NS      | $32463.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                             | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        6509 | NS      | $1220372.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTONE TELE                                     | SmarTone Telecommunications Holdings Ltd                                        | CUSIP: 000000000<br>LEI: 529900CT7EGMVQRYNQ45 | Long             | EC               | CORP              | HK        |      551000 | NS      | $332370.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         162 | NC      | $-77816.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      308534 | NS      | $15577215.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                  | QuidelOrtho Corp                                                                | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |         505 | NS      | $43263.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                      | Northwest Natural Holding Co                                                    | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       24300 | NS      | $1156437.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                          | Towne Bank/Portsmouth VA                                                        | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |        9800 | NS      | $302232.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                          | APA Corp                                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        8330 | NS      | $388844.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICUL DEV BANK CHINA                            | Agricultural Development Bank of China                                          | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    19000000 | PA      | $2816904.36    | 0.03%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ecovyst Inc                                       | Ecovyst Inc                                                                     | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      111500 | NS      | $987890.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG ENERGY CORP                                   | MEG Energy Corp                                                                 | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2037500.00    | 0.02%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| PPB Group Bhd                                     | PPB Group Bhd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |        4000 | NS      | $15836.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp                                       | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       60269 | NS      | $5454344.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujimi Inc                                        | Fujimi Inc                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        9600 | NS      | $452889.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      275000 | PA      | $275697.91     | 0.00%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp                              | Hanmi Financial Corp                                                            | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       19900 | NS      | $492525.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Darling Ingredients Inc                           | Darling Ingredients Inc                                                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       35689 | NS      | $2233774.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zehnder Group AG                                  | Zehnder Group AG                                                                | CUSIP: 000000000<br>LEI: 8945000LUWFSSFRPU761 | Long             | EC               | CORP              | CH        |        6597 | NS      | $400607.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hawaiian Electric Industries I                    | Hawaiian Electric Industries Inc                                                | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |        1115 | NS      | $46662.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                | Evolent Health Inc                                                              | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |       42900 | NS      | $1204632.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                   | Sealed Air Corp                                                                 | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |        2300 | NS      | $114724.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                     | First American Financial Corp                                                   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |        1270 | NS      | $66471.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Billerud AB                                       | Billerud AB                                                                     | CUSIP: 000000000<br>LEI: 549300YJUYJ9A24RXL71 | Long             | EC               | CORP              | SE        |       15600 | NS      | $190299.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                          | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |       71400 | NS      | $631052.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                | Domino's Pizza Inc                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         810 | NS      | $280584.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1085000 | PA      | $964799.60     | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $134992.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corp                                       | Wiwynn Corp                                                                     | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |        2000 | NS      | $51730.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |        8400 | NS      | $489888.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1940357.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                     | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       63852 | NS      | $15251688.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        5197 | NS      | $1082067.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                             | Antero Midstream Corp                                                           | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3450 | NS      | $37225.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180000 | PA      | $180000.76     | 0.00%             | 2042-03-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                   | EMCOR Group Inc                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       19600 | NS      | $2902956.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emirates NBD Bank PJSC                            | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |       10152 | NS      | $35756.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTE Corp                                          | ZTE Corp                                                                        | CUSIP: 000000000<br>LEI: 3003004FBGVVG1CW5U45 | Long             | EC               | CORP              | CN        |        4600 | NS      | $10105.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $907547.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Olink Holding AB                                  | Olink Holding AB                                                                | CUSIP: 680710100<br>LEI: 8945004Z7ZHV3LML4J27 | Long             | EC               | CORP              | SE        |        8807 | NS      | $223521.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $83814.58      | 0.00%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                            | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      163873 | NS      | $4914551.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        4111 | NC      | $-2443079.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                           | Republic Bancorp Inc/KY                                                         | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4200 | NS      | $171864.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                   | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |       84600 | NS      | $3557140.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trus                    | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1921 | NS      | $194097.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Britannia Industries Ltd                          | Britannia Industries Ltd                                                        | CUSIP: 000000000<br>LEI: 335800RRN5EVHNNAXN80 | Long             | EC               | CORP              | IN        |         552 | NS      | $28713.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-107779.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acer Inc                                          | Acer Inc                                                                        | CUSIP: 000000000<br>LEI: 2549006Z3IVAZIQEUM25 | Long             | EC               | CORP              | TW        |      683000 | NS      | $521494.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2613.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                     | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |       94303 | NS      | $2028388.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1412998.91    | 0.01%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indian Railway Catering & Tour                    | Indian Railway Catering & Tourism Corp Ltd                                      | CUSIP: 000000000<br>LEI: 335800TVHEFK23CTJG98 | Long             | EC               | CORP              | IN        |        1411 | NS      | $10878.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                      | Monolithic Power Systems Inc                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         700 | NS      | $247527.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7706.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                            | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      167643 | NS      | $51784922.70   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Greywolf CLO Ltd                                  | GREYWOLF CLO VII Ltd                                                            | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |     7000000 | PA      | $6886505.50    | 0.06%             | 2031-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corp                                   | Glatfelter Corp                                                                 | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |       68500 | NS      | $190430.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                      | Catalyst Pharmaceuticals Inc                                                    | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      164450 | NS      | $3058770.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PI Industries Ltd                                 | PI Industries Ltd                                                               | CUSIP: 000000000<br>LEI: 335800PEGP94E4CC1D11 | Long             | EC               | CORP              | IN        |         375 | NS      | $15487.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itausa SA                                         | Itausa SA                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |       26150 | NS      | $42047.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC P&C                                          | PICC Property & Casualty Co Ltd                                                 | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |      806000 | NS      | $762069.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greggs PLC                                        | Greggs PLC                                                                      | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |       72571 | NS      | $2039040.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        3015 | NS      | $276053.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyundai Motor Co                                  | Hyundai Motor Co                                                                | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |         544 | NS      | $31838.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    24410000 | OU      | $113449.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MMC Norilsk Nickel PJSC                           | MMC Norilsk Nickel PJSC                                                         | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |        8156 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $965847.56     | 0.01%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2256339.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gemdale Corp                                      | Gemdale Corp                                                                    | CUSIP: 000000000<br>LEI: 300300VAI0OCY3OKWO66 | Long             | EC               | CORP              | CN        |       31900 | NS      | $46826.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                      | Diversified Healthcare Trust                                                    | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      531000 | NS      | $343450.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings I                    | BJ's Wholesale Club Holdings Inc                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |         505 | NS      | $33410.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                       | Cognex Corp                                                                     | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |         120 | NS      | $5653.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      886000 | PA      | $828278.97     | 0.01%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $704855.40     | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trelleborg AB                                     | Trelleborg AB                                                                   | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |       36906 | NS      | $852477.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                          | EastGroup Properties Inc                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |         420 | NS      | $62185.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                        | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       12484 | NS      | $1744264.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensirion Holding AG                              | Sensirion Holding AG                                                            | CUSIP: 000000000<br>LEI: 894500ANJ9YNE8YCTT04 | Long             | EC               | CORP              | CH        |        3756 | NS      | $399533.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      925000 | PA      | $807905.95     | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                      | Pioneer Natural Resources Co                                                    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       41225 | NS      | $9415377.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                         | Block Inc                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        5465 | NS      | $343420.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        2625 | NS      | $316443.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                            | Berry Global Group Inc                                                          | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |       96265 | NS      | $5817293.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Persimmon PLC                                     | Persimmon PLC                                                                   | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |       33385 | NS      | $489511.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/                    | First Citizens BancShares Inc/NC                                                | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         104 | NS      | $78869.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co Ltd                                      | Ricoh Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |      102800 | NS      | $782425.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       86295 | NS      | $14280096.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                     | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |         980 | NS      | $83594.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                         | Performance Food Group Co                                                       | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      103704 | NS      | $6055276.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                   | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |       79500 | NS      | $32311.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                           | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      785617 | NS      | $6543252.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Energy Inc                                    | PBF Energy Inc                                                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |        5700 | NS      | $232446.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innolux Corp                                      | Innolux Corp                                                                    | CUSIP: 000000000<br>LEI: 3003007EXL0825P1MJ10 | Long             | EC               | CORP              | TW        |     1347000 | NS      | $484164.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      463935 | NS      | $16223806.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS SA                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14355.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      485000 | PA      | $452171.16     | 0.00%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| BioLife Solutions Inc                             | BioLife Solutions Inc                                                           | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |        5123 | NS      | $93238.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co Ltd                              | Hyundai Mobis Co Ltd                                                            | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |        1794 | NS      | $284561.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Primo Water Corp                                  | Primo Water Corp                                                                | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31100 | NS      | $483294.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frasers Group PLC                                 | Frasers Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800JEGHHEAXIJDX34 | Long             | EC               | CORP              | GB        |       38806 | NS      | $332695.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Douglas Emmett Inc                                | Douglas Emmett Inc                                                              | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1735 | NS      | $27204.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldwin Inc                                       | Goldwin Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        2700 | NS      | $195376.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-681762.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                    | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       29850 | NS      | $8363671.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      570000 | PA      | $353086.22     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SSR Mining Inc                                    | SSR Mining Inc                                                                  | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |        2175 | NS      | $34082.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent                    | Frontier Communications Parent Inc                                              | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2510 | NS      | $63954.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                           | EUR/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $84957.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      570000 | PA      | $520563.27     | 0.00%             | 2034-01-25      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| BIM Birlesik Magazalar AS                         | BIM Birlesik Magazalar AS                                                       | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |       74224 | NS      | $542417.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                 | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      223500 | NS      | $3049108.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp                            | Accton Technology Corp                                                          | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |       79000 | NS      | $599910.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2019-A                                           | CUSIP: 56847MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      374278 | PA      | $369234.66     | 0.00%             | 2032-07-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Helia Group Ltd                                   | Helia Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |      107107 | NS      | $199870.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingevity Corp                                     | Ingevity Corp                                                                   | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |        7900 | NS      | $556476.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT Inc                                         | SHIFT Inc                                                                       | CUSIP: 000000000<br>LEI: 353800HJXMOPLJ7BO262 | Long             | EC               | CORP              | JP        |       12700 | NS      | $2235564.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                             | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        7647 | NS      | $855546.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   500000000 | PA      | $3778436.30    | 0.03%             | 2025-04-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| NTT Data Corp                                     | NTT Data Corp                                                                   | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |      516800 | NS      | $7531189.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Technical Institute                     | Universal Technical Institute Inc                                               | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |       54000 | NS      | $362880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      400000 | PA      | $423011.87     | 0.00%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1225000 | PA      | $988457.28     | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc                                        | Sunrun Inc                                                                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       48905 | NS      | $1174698.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Morningstar Inc                                   | Morningstar Inc                                                                 | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |          29 | NS      | $6281.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | EUR/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $79579.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roku Inc                                          | Roku Inc                                                                        | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |         880 | NS      | $35816.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                    | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      925000 | PA      | $829021.92     | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Oaktown Re Ltd                                    | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     3200000 | PA      | $3132352.32    | 0.03%             | 2034-04-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                          | Fox Corp                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       36060 | NS      | $1025907.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                             | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       28900 | NS      | $3727811.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                              | JBG SMITH Properties                                                            | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1095 | NS      | $20783.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Developments Ltd                             | City Developments Ltd                                                           | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |      292000 | NS      | $1795018.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7481.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                         | Link REIT                                                                       | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |       79187 | NS      | $579438.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Multiplan Corp                                    | Multiplan Corp                                                                  | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      155500 | NS      | $178825.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ladder Capital Commercial Mort                    | LCCM 2017-LC26                                                                  | CUSIP: 50190DAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8050000 | PA      | $7438831.93    | 0.07%             | 2050-07-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $407845.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       27670 | NS      | $11629701.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP Swiss Property AG                             | PSP Swiss Property AG                                                           | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |         745 | NS      | $87516.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                   | TripAdvisor Inc                                                                 | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |         955 | NS      | $17170.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esprinet SpA                                      | Esprinet SpA                                                                    | CUSIP: 000000000<br>LEI: 8156007E3375956ADD08 | Long             | EC               | CORP              | IT        |      111076 | NS      | $801962.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Pharma Co Ltd                            | Sumitomo Pharma Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |       39200 | NS      | $297122.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Revance Therapeutics Inc                          | Revance Therapeutics Inc                                                        | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |       17529 | NS      | $323585.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      325000 | PA      | $265477.13     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Polaris Inc                                       | Polaris Inc                                                                     | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |         144 | NS      | $14544.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31682.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                           | SSAB AB                                                                         | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |       68815 | NS      | $358461.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CSWAP JPY VS USD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $991674.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                      | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      101514 | NS      | $1637151.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                              | Turk Hava Yollari AO                                                            | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |        3438 | NS      | $25898.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAL Education Group                               | TAL Education Group                                                             | CUSIP: 874080104<br>LEI: 5493003PJZS0EC085V72 | Long             | EC               | CORP              | CN        |        2300 | NS      | $16215.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORG                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $885418.87     | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TIS Inc                                           | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |       32700 | NS      | $859413.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                            | Church & Dwight Co Inc                                                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        5160 | NS      | $415947.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anima Holding SpA                                 | Anima Holding SpA                                                               | CUSIP: 000000000<br>LEI: 549300T1EREIRH8ICX03 | Long             | EC               | CORP              | IT        |      178500 | NS      | $714590.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Value Partners Group Ltd                          | Value Partners Group Ltd                                                        | CUSIP: 000000000<br>LEI: 549300RYVTCSHFKXHB81 | Long             | EC               | CORP              | HK        |      774000 | NS      | $284260.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp                                           | VF Corp                                                                         | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |        8575 | NS      | $236755.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| H&E Equipment Services Inc                        | H&E Equipment Services Inc                                                      | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |        8400 | NS      | $381360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                | J M Smucker Co/The                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        2780 | NS      | $440518.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                           | SSE PLC                                                                         | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      467034 | NS      | $9605460.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                               | State Bank of India                                                             | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |        9345 | NS      | $69106.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                        | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       42449 | NS      | $18200433.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -23130000 | OU      | $-15832.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10723.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                  | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      189553 | NS      | $25744247.27   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Lazard Ltd                                        | Lazard Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |       44882 | NS      | $1556058.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Repligen Corp                                     | Repligen Corp                                                                   | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |         165 | NS      | $27936.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                            | Synovus Financial Corp                                                          | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |        1475 | NS      | $55386.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPR Co Ltd                                        | TPR Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      226200 | NS      | $2086309.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      373360 | NS      | $11566692.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                           | Activision Blizzard Inc                                                         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       48870 | NS      | $3740998.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GCC Home Equity Trust                             | Greystone Commercial Capital Trust Series 2021-3                                | CUSIP: 39810EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2462319.25    | 0.02%             | 2023-08-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                    | Santander Bank Auto Credit-Linked Notes Series 2022-A                           | CUSIP: 80290CAT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      354431 | PA      | $346202.51     | 0.00%             | 2032-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                     | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |       36860 | NS      | $2416173.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                         | Avnet Inc                                                                       | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |        1010 | NS      | $41995.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                       | Grocery Outlet Holding Corp                                                     | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         880 | NS      | $25687.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      135000 | PA      | $122892.19     | 0.00%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    26820000 | OU      | $80318.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etsy Inc                                          | Etsy Inc                                                                        | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        7898 | NS      | $946022.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ICICI Bank Ltd                                    | ICICI Bank Ltd                                                                  | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |      122727 | NS      | $2686494.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      345000 | PA      | $263495.41     | 0.00%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                     | Carnival Corp                                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |       24400 | NS      | $196664.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TriNet Group Inc                                  | TriNet Group Inc                                                                | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       11700 | NS      | $793260.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                             | Encompass Health Corp                                                           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        1000 | NS      | $59810.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                     | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       80256 | NS      | $6110691.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jollibee Foods Corp                               | Jollibee Foods Corp                                                             | CUSIP: 000000000<br>LEI: 2138009XN3KTAAKUPR35 | Long             | EC               | CORP              | PH        |        3500 | NS      | $14458.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co Ltd                    | China Galaxy Securities Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |      233500 | NS      | $113524.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group Inc                              | Alaska Air Group Inc                                                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      100165 | NS      | $4301085.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                        | Huron Consulting Group Inc                                                      | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |        7109 | NS      | $516113.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                | Mativ Holdings Inc                                                              | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |        5600 | NS      | $117040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                  | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      137545 | NS      | $10629477.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1622.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RPM International Inc                             | RPM International Inc                                                           | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |        1270 | NS      | $123761.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24145000 | PA      | $11463216.14   | 0.11%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                       | Berkeley Group Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |       11197 | NS      | $510464.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-247886.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1607912.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                               | Harley-Davidson Inc                                                             | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |        1375 | NS      | $57200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGION OF LAZIO                                   | Region of Lazio Italy                                                           | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |      950406 | PA      | $835920.95     | 0.01%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Stockland                                         | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      664399 | NS      | $1636320.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                              | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        2524 | NS      | $455207.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | ICE US MSCI EMERGING MARKETS EM INDEX                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |          54 | NC      | $-24519.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ooredoo QPSC                                      | Ooredoo QPSC                                                                    | CUSIP: 000000000<br>LEI: 549300D3EIDZJB62TR20 | Long             | EC               | CORP              | QA        |       92405 | NS      | $234669.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emergent BioSolutions Inc                         | Emergent BioSolutions Inc                                                       | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       59200 | NS      | $699152.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $1677301.22    | 0.02%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      625000 | PA      | $566237.97     | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3915618.41    | 0.04%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Southern Co/The                                   | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       29100 | NS      | $2078031.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                     | Annaly Capital Management Inc                                                   | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |        4461 | NS      | $94037.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Yanlord Land Group Ltd                            | Yanlord Land Group Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     2005100 | NS      | $1526151.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE Small-Cap ETF                   | iShares MSCI EAFE Small-Cap ETF                                                 | CUSIP: 464288273<br>LEI: 549300MJV5OZGVS4LX86 | Long             | EC               | RF                | US        |       64800 | NS      | $3659904.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Metals Co Ltd                             | Pacific Metals Co Ltd                                                           | CUSIP: 000000000<br>LEI: 35380077BZD6E7GU0N68 | Long             | EC               | CORP              | JP        |       16900 | NS      | $243775.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape PLC                                      | Inchcape PLC                                                                    | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |      100055 | NS      | $987871.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                   | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      147315 | NS      | $9170358.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $17223.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     5500000 | PA      | $5049613.71    | 0.05%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $573117.08     | 0.01%             | 2042-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Oil Co for                     | Abu Dhabi National Oil Co for Distribution PJSC                                 | CUSIP: 000000000<br>LEI: 213800YI1ZIOJB3HLB11 | Long             | EC               | CORP              | AE        |      400406 | NS      | $480046.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saia Inc                                          | Saia Inc                                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        1916 | NS      | $401746.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RenaissanceRe Holdings Ltd                        | RenaissanceRe Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       21916 | NS      | $4037584.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L                    | Bank of NT Butterfield & Son Ltd/The                                            | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |       28200 | NS      | $840642.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                       | OFG Bancorp                                                                     | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       52200 | NS      | $1438632.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                         | Merit Medical Systems Inc                                                       | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       33000 | NS      | $2330460.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                    | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       65967 | NS      | $5076820.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                     | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       28311 | NS      | $4106793.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                      | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       84818 | NS      | $5410540.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.HY.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |     4626000 | OU      | $56371.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Video Communications Inc                     | Zoom Video Communications Inc                                                   | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |        1280 | NS      | $86707.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc                                   | SentinelOne Inc                                                                 | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         550 | NS      | $8024.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                         | Solvay SA                                                                       | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |       11345 | NS      | $1147048.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      179734 | NS      | $727511.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                       | Alrosa PJSC                                                                     | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |      575990 | NS      | $0.78          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barratt Developments PLC                          | Barratt Developments PLC                                                        | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |      105159 | NS      | $502270.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      700000 | PA      | $580600.73     | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                   | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      122682 | NS      | $17175480.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                       | Inspire Medical Systems Inc                                                     | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |        1000 | NS      | $251880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      103645 | NS      | $5282785.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                          | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       80472 | NS      | $9453850.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2015-DC1 Mortgage Trust                                                    | CUSIP: 12629NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1922859.40    | 0.02%             | 2048-02-10      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd                            | Bharat Electronics Ltd                                                          | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |       19146 | NS      | $23101.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                           | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       15600 | NS      | $488310.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb Inc                                        | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      107290 | NS      | $9173295.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bezeq The Israeli Telecommunic                    | Bezeq The Israeli Telecommunication Corp Ltd                                    | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |     2204800 | NS      | $3782356.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International                     | Raiffeisen Bank International AG                                                | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |       35898 | NS      | $585358.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altium Ltd                                        | Altium Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299003MG7UFQSIFH576 | Long             | EC               | CORP              | AU        |        8244 | NS      | $195833.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                            | Cousins Properties Inc                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       71538 | NS      | $1809196.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GFL Environmental Inc                             | GFL Environmental Inc                                                           | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |       19422 | NS      | $567705.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Jeronimo Martins SGPS SA                          | Jeronimo Martins SGPS SA                                                        | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |       37694 | NS      | $815528.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SJW Group                                         | SJW Group                                                                       | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12700 | NS      | $1031113.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BAE Systems PLC                                   | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      226980 | NS      | $2344340.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $697378.70     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                          | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       19615 | NS      | $573150.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      220000 | PA      | $171948.98     | 0.00%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                 | Tractor Supply Co                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        1800 | NS      | $404946.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Real Estate Investment C                    | Japan Real Estate Investment Corp                                               | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               | CORP              | JP        |         125 | NS      | $549036.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-141315.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Summerset Group Holdings Ltd                      | Summerset Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      190249 | NS      | $1068563.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Littelfuse Inc                                    | Littelfuse Inc                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       13692 | NS      | $3014978.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                          | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      159406 | NS      | $11198271.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                  | Haemonetics Corp                                                                | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       12200 | NS      | $959530.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alten SA                                          | Alten SA                                                                        | CUSIP: 000000000<br>LEI: 969500Y7G9TY7Y24GN07 | Long             | EC               | CORP              | FR        |        1897 | NS      | $237672.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free                     | China Tourism Group Duty Free Corp Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       12228 | NS      | $358393.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOK Financial Corp                                | BOK Financial Corp                                                              | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |         305 | NS      | $31655.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catcher Technology Co Ltd                         | Catcher Technology Co Ltd                                                       | CUSIP: 000000000<br>LEI: 5299006PRSCU66N5JF55 | Long             | EC               | CORP              | TW        |       93000 | NS      | $510746.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |        3155 | NS      | $77139.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outokumpu Oyj                                     | Outokumpu Oyj                                                                   | CUSIP: 000000000<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |       59312 | NS      | $301022.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                   | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26335 | NS      | $777672.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                      | Focus Financial Partners Inc                                                    | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |        3904 | NS      | $145502.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc                            | KB Financial Group Inc                                                          | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |       15838 | NS      | $606795.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Hotel REIT Investment Co                    | Japan Hotel REIT Investment Corp                                                | CUSIP: 000000000<br>LEI: 353800L8KG849FP1JI68 | Long             | EC               | CORP              | JP        |        1059 | NS      | $622802.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Foot Locker Inc                                   | Foot Locker Inc                                                                 | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |        4004 | NS      | $151311.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                          | United States Steel Corp                                                        | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       26410 | NS      | $661570.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd                                    | ICICI Bank Ltd                                                                  | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       42119 | NS      | $453022.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                       | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        2300 | NS      | $410734.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |        5230 | NS      | $84255.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw CVA                            | Warehouses De Pauw CVA                                                          | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |       11556 | NS      | $331042.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABIOMED Inc                                       | ABIOMED Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $0.07          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| First Interstate BancSystem In                    | First Interstate BancSystem Inc                                                 | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |        5700 | NS      | $220305.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Rural Commercial Bank                    | Shanghai Rural Commercial Bank Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300C1122131000095 | Long             | EC               | CORP              | CN        |       62300 | NS      | $52901.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YA-MAN Ltd                                        | YA-MAN Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       54900 | NS      | $599528.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Investments Ltd                           | Premier Investments Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       67785 | NS      | $1135725.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Parking Development Co                     | Nippon Parking Development Co Ltd                                               | CUSIP: 000000000<br>LEI: 353800OBX8MRKQA9PG73 | Long             | EC               | CORP              | JP        |      135600 | NS      | $319991.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gates Industrial Corp PLC                         | Gates Industrial Corp PLC                                                       | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |        1125 | NS      | $12836.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1816067.52    | 0.02%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                             | Burlington Stores Inc                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |          56 | NS      | $11354.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                       | Heartland Financial USA Inc                                                     | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |       30400 | NS      | $1417248.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                          | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       27275 | NS      | $2933716.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Container Store Group Inc/The                     | Container Store Group Inc/The                                                   | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |       73300 | NS      | $315923.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                   | PGIM Core Ultra Short Bond Fund                                                 | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |  1804281005 | NS      | $1804281004.64 | 16.69%            |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                 | DXC Technology Co                                                               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      116555 | NS      | $3088707.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Bank Auto Credit-Lin                    | Santander Bank NA - SBCLN                                                       | CUSIP: 80290CAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      315478 | PA      | $304578.51     | 0.00%             | 2031-12-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Rayonier Advanced Materials In                    | Rayonier Advanced Materials Inc                                                 | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |       13300 | NS      | $127680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzhou Maxwell Technologies Co                    | Suzhou Maxwell Technologies Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        6890 | NS      | $409027.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                         | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       29055 | NS      | $3639254.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                   | Hanesbrands Inc                                                                 | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |        3575 | NS      | $22737.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HEICO Corp                                        | HEICO Corp                                                                      | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |          60 | NS      | $7191.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                          | Celldex Therapeutics Inc                                                        | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |        8570 | NS      | $381964.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2015-LC20                                 | CUSIP: 94989EAD9<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1896344.40    | 0.02%             | 2050-04-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3050000 | PA      | $2652811.40    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                | Long Gilt                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -23 | NC      | $126705.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                                              | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      139000 | NS      | $2018761.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      133195 | NS      | $12367155.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                            | Bausch Health Americas Inc                                                      | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $525058.03     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Smartsheet Inc                                    | Smartsheet Inc                                                                  | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |       17735 | NS      | $698049.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                          | Resources Connection Inc                                                        | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10900 | NS      | $200342.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                      | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        1590 | NS      | $198845.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                    | Quanterix Corp                                                                  | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7700 | NS      | $106645.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34841.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       56012 | NS      | $11866702.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                      | LivaNova PLC                                                                    | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |        3000 | NS      | $166620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       72953 | NS      | $21512380.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                          | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1275000 | PA      | $1084210.79    | 0.01%             | 2026-06-05      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Inc                          | Anywhere Real Estate Inc                                                        | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |       87000 | NS      | $555930.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-280494.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Conduent Inc                                      | Conduent Inc                                                                    | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |       35000 | NS      | $141750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics Inc                           | Pliant Therapeutics Inc                                                         | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |       10608 | NS      | $205052.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                          | Coty Inc                                                                        | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |       88260 | NS      | $755505.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KIMCO REALTY CORP                                 | Kimco Realty Corp                                                               | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      590000 | PA      | $452170.05     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Barrett Business Services Inc                     | Barrett Business Services Inc                                                   | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |        9700 | NS      | $904816.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Longfor Group Holdings Ltd                        | Longfor Group Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | EC               | CORP              | CN        |       11000 | NS      | $33848.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                     | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       13423 | NS      | $2191582.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                              | Jacobs Solutions Inc                                                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3330 | NS      | $399833.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Co Ltd                                      | Titan Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |       22307 | NS      | $699911.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                          | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       23215 | NS      | $5759873.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritz Fire & Marine Insurance                    | Meritz Fire & Marine Insurance Co Ltd                                           | CUSIP: 000000000<br>LEI: 9884007PON6UA8YN6V50 | Long             | EC               | CORP              | KR        |       26345 | NS      | $1043036.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1290000 | PA      | $1210824.96    | 0.01%             | 2041-12-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                          | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4435000 | PA      | $4271896.00    | 0.04%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | TRS TRSBENCH8 INDEX                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2125088.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirent Communications PLC                        | Spirent Communications PLC                                                      | CUSIP: 000000000<br>LEI: 213800HKCUNWP1916L38 | Long             | EC               | CORP              | GB        |      314612 | NS      | $999537.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UT Group Co Ltd                                   | UT Group Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       53600 | NS      | $917725.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                     | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       88317 | NS      | $9060441.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                        | Sprouts Farmers Market Inc                                                      | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       15900 | NS      | $514683.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                            | US Silica Holdings Inc                                                          | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |       23900 | NS      | $298750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WPG Holdings Ltd                                  | WPG Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      339000 | NS      | $529362.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                          | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp              | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1275000 | PA      | $899472.61     | 0.01%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners In                    | Pinnacle Financial Partners Inc                                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       43405 | NS      | $3185927.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Boardwalk Real Estate Investme                    | Boardwalk Real Estate Investment Trust                                          | CUSIP: 096631106<br>LEI: 549300RMNRTTJRCOYW23 | Long             | EC               | CORP              | CA        |        6402 | NS      | $233715.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       44299 | NS      | $21551020.51   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                     | Jefferies Financial Group Inc                                                   | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        2080 | NS      | $71302.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $36000.00      | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Divi's Laboratories Ltd                           | Divi's Laboratories Ltd                                                         | CUSIP: 000000000<br>LEI: 335800C1DHFG1C9T1M03 | Long             | EC               | CORP              | IN        |         824 | NS      | $33939.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirati Therapeutics Inc                           | Mirati Therapeutics Inc                                                         | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |         435 | NS      | $19709.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C                    | Stewart Information Services Corp                                               | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       12400 | NS      | $529852.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2201125.72    | 0.02%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Shurgard Self Storage SA                          | Shurgard Self Storage SA                                                        | CUSIP: 000000000<br>LEI: 549300J0UEIKU81XO336 | Long             | EC               | CORP              | LU        |        6373 | NS      | $292230.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                                | Rithm Capital Corp                                                              | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      592375 | NS      | $4839703.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                         | Brighthouse Financial Inc                                                       | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |         905 | NS      | $46399.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST REINSURANCE HLDG                          | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      595000 | PA      | $506324.50     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                     | PhosAgro PJSC                                                                   | CUSIP: 71922G308<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |           3 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EPAM Systems Inc                                  | EPAM Systems Inc                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       19600 | NS      | $6423704.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp                      | Altra Industrial Motion Corp                                                    | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |       14900 | NS      | $890275.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                         | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |       27900 | NS      | $3406930.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                      | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       45451 | NS      | $7598325.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                       | Kiniksa Pharmaceuticals Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       32700 | NS      | $489846.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc                                | Signify Health Inc                                                              | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         690 | NS      | $19775.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                         | Ionis Pharmaceuticals Inc                                                       | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |         150 | NS      | $5665.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                            | F5 Inc                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        1524 | NS      | $218709.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                             | McCormick & Co Inc/MD                                                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        6665 | NS      | $552461.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-658311.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp                                      | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      169242 | NS      | $13879536.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                           | G-III Apparel Group Ltd                                                         | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       13600 | NS      | $186456.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Absa Group Ltd                                    | Absa Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 2138006IPPRD4N6XLT30 | Long             | EC               | CORP              | ZA        |       24257 | NS      | $275453.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                      | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      725300 | NS      | $5452100.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp                                     | Teradata Corp                                                                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       19185 | NS      | $645767.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $390074.56     | 0.00%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty For                    | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1820 | NS      | $108799.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $637882.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                     | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      200337 | NS      | $15570191.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16427.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                         | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |       59790 | NS      | $19502302.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank OZK                                          | Bank OZK                                                                        | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |        1145 | NS      | $45868.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Telekom Malaysia Bhd                              | Telekom Malaysia Bhd                                                            | CUSIP: 000000000<br>LEI: 254900SNFPTSDGGVEK77 | Long             | EC               | CORP              | MY        |       53500 | NS      | $65555.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Bobcat Inc                                 | Doosan Bobcat Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        1174 | NS      | $32122.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1213254.76    | 0.01%             | 2026-08-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                              | BlueMountain Fuji US Clo II Ltd                                                 | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9887114.00    | 0.09%             | 2030-10-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BEIJING ENT                                       | Beijing Enterprises Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |       43500 | NS      | $138886.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                           | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       24000 | NS      | $418080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWDAY PARTNERSHIP FUNDING PLC                    | Newday Partnership Funding 2020-1 PLC                                           | CUSIP: 000000000<br>LEI: 2138003JMQKL1SKS2Y68 | Long             | ABS-O            | CORP              | GB        |     1200000 | PA      | $1439342.99    | 0.01%             | 2028-11-15      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank of Shanghai Co Ltd                           | Bank of Shanghai Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300C1091231000098 | Long             | EC               | CORP              | CN        |       57800 | NS      | $49328.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WeWork Inc                                        | WeWork Inc                                                                      | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         975 | NS      | $1394.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAB                                               | CAB SELAS                                                                       | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |     2550000 | PA      | $2187766.89    | 0.02%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | CME E-MINI RUSSELL 2000 INDEX                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          93 | NC      | $-189910.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                           | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       17193 | NS      | $14511407.79   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Keda Industrial Group Co Ltd                      | Keda Industrial Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: 300300J9W79188WE1R80 | Long             | EC               | CORP              | CN        |       20800 | NS      | $42589.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      840000 | PA      | $767152.85     | 0.01%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      770000 | PA      | $642760.47     | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Rexel SA                                          | Rexel SA                                                                        | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |       14797 | NS      | $292662.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope Holding Co Inc                          | CommScope Holding Co Inc                                                        | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       54600 | NS      | $401310.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                    | A O Smith Corp                                                                  | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        2985 | NS      | $170861.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB                       | Swedish Orphan Biovitrum AB                                                     | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |       13618 | NS      | $281851.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $875837.39     | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1125000 | PA      | $1094472.68    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2077417.18    | 0.02%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BW LPG Ltd                                        | BW LPG Ltd                                                                      | CUSIP: 000000000<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | SG        |     1207277 | NS      | $9359579.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TTEC Holdings Inc                                 | TTEC Holdings Inc                                                               | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       13100 | NS      | $578103.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIKA SLOVENIJA                               | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      100000 | PA      | $79114.60      | 0.00%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp                         | Brookfield Renewable Corp                                                       | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1310 | NS      | $36077.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                        | TransUnion                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |         540 | NS      | $30645.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                       | Deluxe Corp                                                                     | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       12800 | NS      | $217344.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     3679000 | PA      | $3455232.66    | 0.03%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GXO Logistics Inc                                 | GXO Logistics Inc                                                               | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |         963 | NS      | $41110.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                 | George Weston Ltd                                                               | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       10700 | NS      | $1327542.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                          | Resideo Technologies Inc                                                        | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       39300 | NS      | $646485.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     5000000 | PA      | $5179305.42    | 0.05%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                          | Daimler Truck Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |       85650 | NS      | $2633029.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                           | PTC Inc                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        1600 | NS      | $192064.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Communications Co Ltd                     | Bank of Communications Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |       52000 | NS      | $29842.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CZK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $7274.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                         | MGM Resorts International                                                       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        8260 | NS      | $276957.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1MDB GLOBAL INVESTMENTS                           | 1MDB Global Investments Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |     1000000 | PA      | $977062.50     | 0.01%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SoFi Technologies Inc                             | SoFi Technologies Inc                                                           | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |        8150 | NS      | $37571.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/Th                    | Descartes Systems Group Inc/The                                                 | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |        2521 | NS      | $175587.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CarMax Inc                                        | CarMax Inc                                                                      | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3850 | NS      | $234426.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Phosagro PJSC NPV GDR                             | Phosagro PJSC NPV GDR                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         276 | NS      | $0.03          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Asustek Computer Inc                              | Asustek Computer Inc                                                            | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |       73000 | NS      | $636354.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1086489.84    | 0.01%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                   | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |       17500 | NS      | $509700.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                               | Iceland Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |      300000 | PA      | $262095.49     | 0.00%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Inabata & Co Ltd                                  | Inabata & Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       34900 | NS      | $630477.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                           | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4876 | NS      | $717649.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mueller Industries Inc                            | Mueller Industries Inc                                                          | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       40700 | NS      | $2401300.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                | Kelly Services Inc                                                              | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13800 | NS      | $233220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                                | UMH Properties Inc                                                              | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |       15954 | NS      | $256859.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon NV                                          | Aegon NV                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |      143328 | NS      | $726196.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristow Group Inc                                 | Bristow Group Inc                                                               | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       29500 | NS      | $800335.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                                | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       13000 | NS      | $478196.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Armstrong World Industries Inc                    | Armstrong World Industries Inc                                                  | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |        2772 | NS      | $190131.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                       | Two Harbors Investment Corp                                                     | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |        8925 | NS      | $140747.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Indorama Ventures PCL                             | Indorama Ventures PCL                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |        8500 | NS      | $9979.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Range Resources Corp                              | Range Resources Corp                                                            | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |         895 | NS      | $22392.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                     | MaxLinear Inc                                                                   | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       10967 | NS      | $372329.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                          | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       38875 | NS      | $2522210.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Just Group PLC                                    | Just Group PLC                                                                  | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | EC               | CORP              | GB        |      514639 | NS      | $509017.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                | CNA Financial Corp                                                              | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |         500 | NS      | $21140.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1008790.42    | 0.01%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                     | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      693013 | NS      | $9847966.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      770000 | PA      | $604030.42     | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                       | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      140936 | NS      | $12754349.36   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      580000 | PA      | $432865.21     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                    | Stora Enso Oyj                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |       40082 | NS      | $565136.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc                                   | KE Holdings Inc                                                                 | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | CN        |       54072 | NS      | $754845.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2164995.95    | 0.02%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Saudi Telecom Co                                  | Saudi Telecom Co                                                                | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |       12728 | NS      | $123858.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2021-1 Ltd                                                            | CUSIP: 75279YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      163914 | PA      | $163582.12     | 0.00%             | 2033-12-27      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc                                  | Under Armour Inc                                                                | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |        2055 | NS      | $20878.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                          | UGI Corp                                                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      172040 | NS      | $6377522.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T                    | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      214395 | NS      | $9759260.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade RE 2021-3 Ltd                                                        | CUSIP: 078777AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $142052.37     | 0.00%             | 2031-09-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2912.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      185000 | PA      | $167795.72     | 0.00%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       77665 | NS      | $6603078.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                    | National Retail Properties Inc                                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       11561 | NS      | $529031.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                       | Italgas SpA                                                                     | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |      424345 | NS      | $2356136.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                              | Wolverine World Wide Inc                                                        | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      480000 | PA      | $363458.68     | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12352.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDU Resources Group Inc                           | MDU Resources Group Inc                                                         | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2070 | NS      | $62803.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                      | Braemar Hotels & Resorts Inc                                                    | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |      101800 | NS      | $418398.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DP WORLD PLC                                      | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1000000 | PA      | $1121301.12    | 0.01%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kumho Petrochemical Co Ltd                        | Kumho Petrochemical Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         137 | NS      | $13652.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                        | BYD Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |       14000 | NS      | $343475.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice USA Inc                                    | Altice USA Inc                                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |        2250 | NS      | $10350.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                            | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      382700 | NS      | $9686750.74    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance T                    | Fairstone Financial Issuance Trust I                                            | CUSIP: 30575PAN6<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |      300000 | PA      | $208353.77     | 0.00%             | 2039-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                            | Tyler Technologies Inc                                                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         660 | NS      | $212790.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SA                                | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     2500000 | PA      | $2069490.55    | 0.02%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1123042.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      255474 | NS      | $16036921.43   | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Citibank, National Association                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-171363.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | ICE US MINI MSCI EAFE INDEX                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        1876 | NC      | $-2997016.08   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $247474.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                             | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |        7900 | NS      | $4807415.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $515501.96     | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                      | Cofinimmo SA                                                                    | CUSIP: 000000000<br>LEI: 549300TM914CSF6KI389 | Long             | EC               | CORP              | BE        |         753 | NS      | $67432.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| James River Group Holdings Ltd                    | James River Group Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        9066 | NS      | $189570.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                            | Cathay General Bancorp                                                          | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       19800 | NS      | $807642.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                            | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |      375000 | PA      | $408579.89     | 0.00%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lucid Group Inc                                   | Lucid Group Inc                                                                 | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         275 | NS      | $1878.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                        | SeaWorld Entertainment Inc                                                      | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |        6000 | NS      | $321060.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                               | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      155000 | NS      | $2356873.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                            | H&E Equipment Services Inc                                                      | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2298617.57    | 0.02%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Cable One Inc                                     | Cable One Inc                                                                   | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |          33 | NS      | $23491.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Energy Solution Ltd                            | LG Energy Solution Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         184 | NS      | $63416.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryan Specialty Holdings Inc                       | Ryan Specialty Holdings Inc                                                     | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11195 | NS      | $464704.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2376562.94    | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4225000 | PA      | $4074320.83    | 0.04%             | 2025-03-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/T                    | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       10220 | NS      | $340428.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                          | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13028.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11192.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Safe Bulkers Inc                                  | Safe Bulkers Inc                                                                | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MC        |      131200 | NS      | $381792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Klabin SA                                         | Klabin SA                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      201100 | NS      | $759692.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                      | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       21698 | NS      | $882404.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GrainCorp Ltd                                     | GrainCorp Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |      401319 | NS      | $2023262.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      797845 | NS      | $8969029.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| IOI Corp Bhd                                      | IOI Corp Bhd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |       19200 | NS      | $17669.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2170000 | PA      | $1768390.87    | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Citibank, National Association                    | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21038.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp                                         | Pool Corp                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         600 | NS      | $181398.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $226132.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                          | Regie Autonome des Transports Parisiens                                         | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      530450 | PA      | $483273.33     | 0.00%             | 2036-12-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1000000000 | PA      | $176780.12     | 0.00%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                    | TD SYNNEX Corp                                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       14883 | NS      | $1409568.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                          | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2927820.49    | 0.03%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| HF Sinclair Corp                                  | HF Sinclair Corp                                                                | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1490 | NS      | $77316.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd                     | Nomura Research Institute Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |       35400 | NS      | $841597.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolby Laboratories Inc                            | Dolby Laboratories Inc                                                          | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |         642 | NS      | $45286.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                             | Carriage Services Inc                                                           | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3800 | NS      | $104652.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     6025000 | PA      | $5855577.00    | 0.05%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| UBS Securities LLC                                | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $79378.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                       | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1458 | NS      | $658461.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CQRC BANK                                         | Chongqing Rural Commercial Bank Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300C1126750000027 | Long             | EC               | CORP              | CN        |       99400 | NS      | $50670.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kalbe Farma Tbk PT                                | Kalbe Farma Tbk PT                                                              | CUSIP: 000000000<br>LEI: 529900PRQI8S32HOE387 | Long             | EC               | CORP              | ID        |      117300 | NS      | $15747.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avangrid Inc                                      | Avangrid Inc                                                                    | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      123450 | NS      | $5305881.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Suncor Energy Inc                                 | Suncor Energy Inc                                                               | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       18900 | NS      | $599523.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | CN        |       23000 | NS      | $7181.01       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bunka Shutter Co Ltd                              | Bunka Shutter Co Ltd                                                            | CUSIP: 000000000<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |      307700 | NS      | $2577116.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankuang Energy Group Co Ltd                      | Yankuang Energy Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: 3003005N7A6HYZ4Z0K39 | Long             | EC               | CORP              | CN        |       10000 | NS      | $30416.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | Eurex 5 Year Euro BOBL                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |           6 | NC      | $-25363.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.IG.38.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -14310000 | OU      | $-47.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                               | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       43410 | NS      | $6509763.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies Inc                          | Procore Technologies Inc                                                        | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |         155 | NS      | $7312.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                               | Chuy's Holdings Inc                                                             | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19800 | NS      | $560340.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtus Investment Partners Inc                    | Virtus Investment Partners Inc                                                  | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        5500 | NS      | $1052920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corp                                         | KT&G Corp                                                                       | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |       10712 | NS      | $774236.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN MEX                          | Kansas City Southern de Mexico SA de CV                                         | CUSIP: 485161AS2<br>LEI: 549300OVVTPXO1ANRH86 | Long             | DBT              | CORP              | MX        |     1785000 | PA      | $1774583.99    | 0.02%             | 2023-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    19938635 | NS      | $10880791.97   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS GS_21-PJ-A                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -30660000 | OU      | $-500.59       | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| China Tower Corp Ltd                              | China Tower Corp Ltd                                                            | CUSIP: 000000000<br>LEI: 300300T6BNNP0L7O7H91 | Long             | EC               | CORP              | CN        |     2372000 | NS      | $254532.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-754046.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                             | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       58119 | NS      | $14419905.09   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                          | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1735000 | PA      | $1653795.41    | 0.02%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO                                     | Voya Euro CLO IV DAC                                                            | CUSIP: 000000000<br>LEI: 549300H0DM0Z0GCEKC77 | Long             | ABS-CBDO         | CORP              | IE        |    10000000 | PA      | $10179840.34   | 0.09%             | 2034-10-15      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Aurubis AG                                        | Aurubis AG                                                                      | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |        6256 | NS      | $509246.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      415000 | PA      | $201275.00     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14528.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US AIRWAYS 2013-1A PTT                            | US Airways 2013-1 Class A Pass Through Trust                                    | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1264918 | PA      | $1148934.36    | 0.01%             | 2025-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                              | Juniper Networks Inc                                                            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        8170 | NS      | $261113.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                            | Penn Entertainment Inc                                                          | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       52906 | NS      | $1571308.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $146183.54     | 0.00%             | 2041-10-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                       | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        4792 | NS      | $730396.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      600000 | PA      | $715050.00     | 0.01%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |       90000 | PA      | $83705.47      | 0.00%             | 2041-11-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Stellar Bancorp Inc                               | Stellar Bancorp Inc                                                             | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       36000 | NS      | $1060560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Engie SA                                          | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      638311 | NS      | $9131733.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MIXI Inc                                          | MIXI Inc                                                                        | CUSIP: 000000000<br>LEI: 529900IL3THMH0SFYQ49 | Long             | EC               | CORP              | JP        |       11200 | NS      | $208927.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elkem ASA                                         | Elkem ASA                                                                       | CUSIP: 000000000<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |      167239 | NS      | $601945.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Artesian Resources Corp                           | Artesian Resources Corp                                                         | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3800 | NS      | $222604.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd                                       | Paysafe Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       26608 | NS      | $369585.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                           | Valley National Bancorp                                                         | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      134600 | NS      | $1522326.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Modine Manufacturing Co                           | Modine Manufacturing Co                                                         | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       40700 | NS      | $808302.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                         | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       27056 | NS      | $6177696.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsubishi Gas Chemical Co Inc                    | Mitsubishi Gas Chemical Co Inc                                                  | CUSIP: 000000000<br>LEI: 529900G5O4J27ZPLJJ89 | Long             | EC               | CORP              | JP        |       11300 | NS      | $155336.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackbaud Inc                                     | Blackbaud Inc                                                                   | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |        4900 | NS      | $288414.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1230000 | PA      | $879834.38     | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                     | Ultragenyx Pharmaceutical Inc                                                   | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |         170 | NS      | $7876.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                        | Korn Ferry                                                                      | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       31000 | NS      | $1569220.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                            | Laureate Education Inc                                                          | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |       35500 | NS      | $341510.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safestore Holdings PLC                            | Safestore Holdings PLC                                                          | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               | CORP              | GB        |      143974 | NS      | $1641793.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | eG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     2600000 | PA      | $2432330.55    | 0.02%             | 2025-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEC Corp                                          | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |       24400 | NS      | $855689.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo Inc                                         | Qorvo Inc                                                                       | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        2704 | NS      | $245090.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                   | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      130900 | NS      | $4249641.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                            | K+S AG                                                                          | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |      228702 | NS      | $4508610.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd                           | Tower Semiconductor Ltd                                                         | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |       17248 | NS      | $745113.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                        | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      386300 | NS      | $8723957.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                          | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |        8456 | NS      | $592518.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                        | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       30005 | NS      | $1943423.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexatronic Group AB                               | Hexatronic Group AB                                                             | CUSIP: 000000000<br>LEI: 2138001VSY1B4U9JLM82 | Long             | EC               | CORP              | SE        |       36300 | NS      | $494523.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Marketing Japan Inc                         | Canon Marketing Japan Inc                                                       | CUSIP: 000000000<br>LEI: 529900WMTZBIIROD5K97 | Long             | EC               | CORP              | JP        |        9600 | NS      | $217378.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals Inc                              | Mitsui Chemicals Inc                                                            | CUSIP: 000000000<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |       44500 | NS      | $999505.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinduoduo Inc                                     | Pinduoduo Inc                                                                   | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | CN        |       26736 | NS      | $2180320.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Skechers USA Inc                                  | Skechers USA Inc                                                                | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |        1165 | NS      | $48871.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      206817 | NS      | $1281756.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TopBuild Corp                                     | TopBuild Corp                                                                   | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |          50 | NS      | $7824.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.IG.38.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-244416.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amedisys Inc                                      | Amedisys Inc                                                                    | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |         340 | NS      | $28403.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35565TBD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     2075000 | PA      | $1981628.53    | 0.02%             | 2050-11-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Hosiden Corp                                      | Hosiden Corp                                                                    | CUSIP: 000000000<br>LEI: 353800IQGIGW1XT2JX97 | Long             | EC               | CORP              | JP        |       65500 | NS      | $782647.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                         | Enagas SA                                                                       | CUSIP: 000000000<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |       28330 | NS      | $471085.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                | Nibe Industrier AB                                                              | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |      128318 | NS      | $1197692.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dong-E-E-Jiao Co Ltd                              | Dong-E-E-Jiao Co Ltd                                                            | CUSIP: 000000000<br>LEI: 655600E60FK5WI9EWB37 | Long             | EC               | CORP              | CN        |        8700 | NS      | $51109.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                        | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        7836 | NS      | $1203923.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Terna - Rete Elettrica Naziona                    | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |       99891 | NS      | $737715.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                                | Commonwealth of Puerto Rico                                                     | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     1232734 | PA      | $539587.66     | 0.00%             | 2043-11-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Nippon Signal Company Ltd                         | Nippon Signal Company Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       35600 | NS      | $280185.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp                                  | GS Holdings Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       16685 | NS      | $579016.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23250000 | PA      | $15937148.44   | 0.15%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1875.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                  | Marathon CLO 2020-15 Ltd                                                        | CUSIP: 56579UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    35000000 | PA      | $34364788.50   | 0.32%             | 2031-11-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2004-HE2                          | CUSIP: 59020UKU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      718894 | PA      | $677003.17     | 0.01%             | 2035-08-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2021-1 Asset-Backed Notes                                                  | CUSIP: 36169CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1858225 | PA      | $1718232.22    | 0.02%             | 2049-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-348088.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles River Laboratories Int                    | Charles River Laboratories International Inc                                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |         830 | NS      | $180857.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                     | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       90262 | NS      | $11405506.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain Inc                                      | Outbrain Inc                                                                    | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |       38200 | NS      | $138284.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       92705 | NS      | $12544783.36   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      252117 | NS      | $40744628.37   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKET BIDCO FINCO PLC                            | Market Bidco Finco PLC                                                          | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |     5337000 | PA      | $4901065.41    | 0.05%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eastern Bankshares Inc                            | Eastern Bankshares Inc                                                          | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |       29136 | NS      | $502596.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                            | Ormat Technologies Inc                                                          | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |        6100 | NS      | $527528.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    23130000 | OU      | $45715.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    23130000 | OU      | $53059.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                       | Waters Corp                                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        1000 | NS      | $342580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | Eurex 2 Year Euro SCHATZ                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -460 | NC      | $638850.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Innotek Co Ltd                                 | LG Innotek Co Ltd                                                               | CUSIP: 000000000<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |        1075 | NS      | $216804.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                               | MKS Instruments Inc                                                             | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |         586 | NS      | $49651.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                        | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |       49307 | NS      | $10573326.62   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1165562.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegro MicroSystems Inc                          | Allegro MicroSystems Inc                                                        | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4200 | NS      | $126084.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| China Hongqiao Group Ltd                          | China Hongqiao Group Ltd                                                        | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | CN        |       15500 | NS      | $14618.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sipchem                                           | Sahara International Petrochemical Co                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |        2700 | NS      | $24694.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Roadhouse Inc                               | Texas Roadhouse Inc                                                             | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |        5700 | NS      | $518415.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alignment Healthcare Inc                          | Alignment Healthcare Inc                                                        | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      127800 | NS      | $1502928.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc                              | Biglari Holdings Inc                                                            | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |        2340 | NS      | $324792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novatek Microelectronics Corp                     | Novatek Microelectronics Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       54000 | NS      | $552027.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBS Holdings Inc                                  | SBS Holdings Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       95900 | NS      | $2017072.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5800000 | PA      | $5068942.03    | 0.05%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $672987.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                           | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |      390000 | PA      | $348261.01     | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Safehold Inc                                      | Safehold Inc                                                                    | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |       14371 | NS      | $411298.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Textron Inc                                       | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       69660 | NS      | $4931928.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                        | Symrise AG                                                                      | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |       30121 | NS      | $3271292.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Hawaii Corp                               | Bank of Hawaii Corp                                                             | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |         415 | NS      | $32187.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                       | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       19845 | NS      | $1166489.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantech Co Ltd                                  | Advantech Co Ltd                                                                | CUSIP: 000000000<br>LEI: 2549002OSTKE9HB9IY03 | Long             | EC               | CORP              | TW        |       51188 | NS      | $548092.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Popular Inc                                       | Popular Inc                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |         750 | NS      | $49740.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                          | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      255000 | PA      | $193507.74     | 0.00%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rigel Pharmaceuticals Inc                         | Rigel Pharmaceuticals Inc                                                       | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      133300 | NS      | $199950.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                       | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      223196 | NS      | $9126976.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PowerSchool Holdings Inc                          | PowerSchool Holdings Inc                                                        | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       34000 | NS      | $784720.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| United Parcel Service Inc                         | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       42707 | NS      | $7424184.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      590000 | PA      | $464703.94     | 0.00%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Harsco Corp                                       | Harsco Corp                                                                     | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |       72900 | NS      | $458541.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Data#3 Ltd                                        | Data#3 Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900WW6OYX86LFDA80 | Long             | EC               | CORP              | AU        |      125808 | NS      | $580999.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                 | Banco Bradesco SA                                                               | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |       25412 | NS      | $64781.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                           | ISS A/S                                                                         | CUSIP: 000000000<br>LEI: 213800LEZA58SZNCBN19 | Long             | EC               | CORP              | DK        |       11304 | NS      | $239264.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Residence Investment C                    | Advance Residence Investment Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         118 | NS      | $304312.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                       | Infosys Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       27796 | NS      | $506757.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1000000 | PA      | $762896.33     | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-246628.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA/France                                                         | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $2730000.00    | 0.03%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Robert Half International Inc                     | Robert Half International Inc                                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        1755 | NS      | $129571.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2020-1 Ltd                                                   | CUSIP: 77341EAA3<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |    11750000 | PA      | $11556410.53   | 0.11%             | 2032-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4890000 | PA      | $3478663.36    | 0.03%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| XPO LOGISTICS INC                                 | XPO LOGISTICS INC                                                               | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       43403 | NS      | $1444885.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SABIC Agri-Nutrients Co                           | SABIC Agri-Nutrients Co                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |        3879 | NS      | $151409.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10000000 | PA      | $7004853.53    | 0.06%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                      | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |         275 | NS      | $13425.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                         | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       94500 | NS      | $2865891.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hypera SA                                         | Hypera SA                                                                       | CUSIP: 000000000<br>LEI: 25490092WKPBKTIZX403 | Long             | EC               | CORP              | BR        |       88721 | NS      | $760762.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                              | BWX Technologies Inc                                                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |         590 | NS      | $34267.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quadient SA                                       | Quadient SA                                                                     | CUSIP: 000000000<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |       45264 | NS      | $668089.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                    | Rocket Cos Inc                                                                  | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         485 | NS      | $3395.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                       | Rollins Inc                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        3715 | NS      | $135746.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4590254.69    | 0.04%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd                          | Hang Lung Properties Ltd                                                        | CUSIP: 000000000<br>LEI: 529900CIVTNMXQT59E61 | Long             | EC               | CORP              | HK        |      274000 | NS      | $533754.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                  | Novo Nordisk A/S                                                                | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       70219 | NS      | $9503439.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgutneftegas PJSC                               | Surgutneftegas PJSC                                                             | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EP               | CORP              | RU        |      144000 | NS      | $0.20          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Woodward Inc                                      | Woodward Inc                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |         601 | NS      | $58062.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INTERNATIONAL GAME TECH                           | International Game Technology PLC                                               | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     2725000 | PA      | $2542697.50    | 0.02%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AdvanSix Inc                                      | AdvanSix Inc                                                                    | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       44800 | NS      | $1703296.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                            | Paylocity Holding Corp                                                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        2800 | NS      | $543928.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -19370000 | OU      | $-10625.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Silk Road Medical Inc                             | Silk Road Medical Inc                                                           | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |        7400 | NS      | $391090.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp                                      | SP Plus Corp                                                                    | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |       22000 | NS      | $763840.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hangzhou Co Ltd                           | Bank of Hangzhou Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300C1092033000075 | Long             | EC               | CORP              | CN        |       23900 | NS      | $45098.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                  | Invesco Euro CLO I DAC                                                          | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |     9000000 | PA      | $9332158.37    | 0.09%             | 2031-07-15      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                              | Elmwood CLO VII Ltd                                                             | CUSIP: 29002QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1478978.10    | 0.01%             | 2034-01-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| M/I Homes Inc                                     | M/I Homes Inc                                                                   | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |        4700 | NS      | $217046.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                              | EnPro Industries Inc                                                            | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |        2418 | NS      | $262812.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa                    | Expeditors International of Washington Inc                                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        3783 | NS      | $393129.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      304115 | NS      | $6307345.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CapitaLand Integrated Commerci                    | CapitaLand Integrated Commercial Trust                                          | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |      236233 | NS      | $360305.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1965000 | PA      | $1951797.66    | 0.02%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SASU                                                              | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      475000 | PA      | $430516.25     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AZ-COM MARUWA Holdings Inc                        | AZ-COM MARUWA Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 353800T8U9EBANSQUQ17 | Long             | EC               | CORP              | JP        |       60500 | NS      | $719536.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    23410000 | OU      | $6791.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS SA                                            | JBS SA                                                                          | CUSIP: 000000000<br>LEI: 529900RM0MTMZL9O5050 | Long             | EC               | CORP              | BR        |      211700 | NS      | $884537.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                              | Generac Holdings Inc                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        1100 | NS      | $110726.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT TERMINAL MALTA                           | Freeport Terminal Malta PLC                                                     | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      500000 | PA      | $548841.61     | 0.01%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                 | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |       24903 | NS      | $527445.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                | Regal Rexnord Corp                                                              | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        2917 | NS      | $349981.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                       | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        2739 | NS      | $532352.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORG                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $519734.74     | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Plug Power Inc                                    | Plug Power Inc                                                                  | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |        2675 | NS      | $33089.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| South32 Ltd                                       | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |      320667 | NS      | $879149.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                             | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        6229 | NS      | $1534950.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                    | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5035 | NS      | $229243.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      650000 | PA      | $661742.37     | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Keros Therapeutics Inc                            | Keros Therapeutics Inc                                                          | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4200 | NS      | $201684.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Mining Co                           | Saudi Arabian Mining Co                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |        4475 | NS      | $76826.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Employers Holdings Inc                            | Employers Holdings Inc                                                          | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16900 | NS      | $728897.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                       | Ovintiv Inc                                                                     | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23255 | NS      | $1179261.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                     | Westlake Corp                                                                   | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |         385 | NS      | $39477.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Renasant Corp                                     | Renasant Corp                                                                   | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |       11700 | NS      | $439803.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                       | Brookdale Senior Living Inc                                                     | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |       64700 | NS      | $176631.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colbun SA                                         | Colbun SA                                                                       | CUSIP: 000000000<br>LEI: 5493003VQJLE2QB8IF36 | Long             | EC               | CORP              | CL        |     1175895 | NS      | $121078.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                     | Interactive Brokers Group Inc                                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |         980 | NS      | $70903.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      111075 | NS      | $14407538.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                          | Haynes International Inc                                                        | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |        1900 | NS      | $86811.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuasa Trading Co Ltd                              | Yuasa Trading Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       10700 | NS      | $293729.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                          | Western Alliance Bancorp                                                        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |         410 | NS      | $24419.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14326.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sotera Health Co                                  | Sotera Health Co                                                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      659200 | NS      | $5491136.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                      | Xylem Inc/NY                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        4504 | NS      | $498007.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                        | Cabot Corp                                                                      | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |        1300 | NS      | $86892.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2139322.56    | 0.02%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| PTT Exploration & Production P                    | PTT Exploration & Production PCL                                                | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |        8700 | NS      | $44305.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                        | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        7700 | NS      | $1128435.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICBC                                              | Industrial & Commercial Bank of China Ltd                                       | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |      309000 | NS      | $158482.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Information Services Group Inc                    | Information Services Group Inc                                                  | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |       29800 | NS      | $137080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                  | Black Knight Inc                                                                | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |        1435 | NS      | $88611.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $39063.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22150000 | OU      | $-85875.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAP INC/THE                                       | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $960683.71     | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                 | CUSIP: 46593EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $716148.53     | 0.01%             | 2039-03-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-141994.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                          | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     1100000 | PA      | $898060.95     | 0.01%             | 2024-04-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                              | Associated Banc-Corp                                                            | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       11500 | NS      | $265535.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oji Holdings Corp                                 | Oji Holdings Corp                                                               | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |       54900 | NS      | $221740.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                    | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      149979 | PA      | $140699.74     | 0.00%             | 2029-02-26      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                          | MFB Magyar Fejlesztesi Bank Zrt                                                 | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |     1200000 | PA      | $1163552.39    | 0.01%             | 2025-06-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                          | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       65310 | NS      | $7641923.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                         | Bank of Ireland Group PLC                                                       | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |       72981 | NS      | $695459.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wistron Corp                                      | Wistron Corp                                                                    | CUSIP: 000000000<br>LEI: 254900DIEONKUALBFM06 | Long             | EC               | CORP              | TW        |      539000 | NS      | $514777.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture 28A Clo Ltd                                                             | CUSIP: 92331DAW8<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |    12000000 | PA      | $11639970.00   | 0.11%             | 2034-10-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc                          | Nippon Building Fund Inc                                                        | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               | CORP              | JP        |          67 | NS      | $299611.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metcash Ltd                                       | Metcash Ltd                                                                     | CUSIP: 000000000<br>LEI: 25490065W4SN3LZMX216 | Long             | EC               | CORP              | AU        |      499418 | NS      | $1350557.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DMG Mori Co Ltd                                   | DMG Mori Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800P4I3FIXTQV2E13 | Long             | EC               | CORP              | JP        |       46000 | NS      | $609165.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $93669.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Financial Services                     | Enterprise Financial Services Corp                                              | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       22054 | NS      | $1079763.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                            | Schneider National Inc                                                          | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |         565 | NS      | $13221.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                              | Beazer Homes USA Inc                                                            | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |       21500 | NS      | $274340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                         | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |         255 | NS      | $12390.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      334596 | NS      | $11008208.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1235000 | PA      | $1076917.28    | 0.01%             | 2027-01-13      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Pactiv Evergreen Inc                              | Pactiv Evergreen Inc                                                            | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |       31700 | NS      | $360112.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Foods PLC                                 | Premier Foods PLC                                                               | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |      656977 | NS      | $856065.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                  | Henry Schein Inc                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        3480 | NS      | $277947.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                        | CUSIP: 88059E5L4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      461000 | PA      | $283552.70     | 0.00%             | 2033-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                            | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       20285 | NS      | $545057.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                  | Talos Energy Inc                                                                | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |       28400 | NS      | $536192.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1360122.77    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Industrial Bank Co Ltd                            | Industrial Bank Co Ltd                                                          | CUSIP: 000000000<br>LEI: 300300C1030935001303 | Long             | EC               | CORP              | CN        |        9200 | NS      | $23338.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      220678 | NS      | $18448680.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                              | Univar Solutions Inc                                                            | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |        1685 | NS      | $53583.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wynn Resorts Ltd                                  | Wynn Resorts Ltd                                                                | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        2675 | NS      | $220607.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                          | Corebridge Financial Inc                                                        | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |         520 | NS      | $10431.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $822288.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris Inc                                       | Viatris Inc                                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       31110 | NS      | $346254.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44346.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $213311.42     | 0.00%             | 2034-10-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Edenred                                           | Edenred                                                                         | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |       21275 | NS      | $1157900.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viasat Inc                                        | Viasat Inc                                                                      | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |         770 | NS      | $24370.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Europris ASA                                      | Europris ASA                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |       50385 | NS      | $352954.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                 | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      765730 | NS      | $36479377.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                             | East West Bancorp Inc                                                           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       52312 | NS      | $3447360.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                     | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       28885 | NS      | $4146152.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                              | Western Union Co/The                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |        2620 | NS      | $36077.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Electrica Corp SA                             | Red Electrica Corp SA                                                           | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |       28513 | NS      | $495789.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                 | Brown-Forman Corp                                                               | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        3710 | NS      | $243672.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                           | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      231800 | NS      | $19299668.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Construction Machinery                    | Hitachi Construction Machinery Co Ltd                                           | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |      177700 | NS      | $3960301.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                     | Amphastar Pharmaceuticals Inc                                                   | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       24000 | NS      | $672480.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Shun Tak Holdings Ltd                             | Shun Tak Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 2549009R5NCY1DI0ZG82 | Long             | EC               | CORP              | HK        |     9296000 | NS      | $1993849.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EG FINCO LTD                                      | EG Finco Ltd                                                                    | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |     1279700 | PA      | $1385937.25    | 0.01%             | 2025-02-05      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Eurazeo SE                                        | Eurazeo SE                                                                      | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |        2880 | NS      | $179301.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | TRS BCOMTR INDEX                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |           1 | NC      | $-131432.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      315000 | PA      | $282334.29     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Inc                               | Mister Car Wash Inc                                                             | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         110 | NS      | $1015.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12029.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                             | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     7238400 | PA      | $7004509.20    | 0.06%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Sylvamo Corp                                      | Sylvamo Corp                                                                    | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       31500 | NS      | $1530585.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Chengdu Co Ltd                            | Bank of Chengdu Co Ltd                                                          | CUSIP: 000000000<br>LEI: 30030030JPOKGL9K5418 | Long             | EC               | CORP              | CN        |       23900 | NS      | $52736.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Realty Trust                               | Acadia Realty Trust                                                             | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12200 | NS      | $175070.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4890000 | PA      | $3861243.90    | 0.04%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $61341.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      625000 | PA      | $298706.25     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2705000 | PA      | $2187970.76    | 0.02%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                       | FNB Corp/PA                                                                     | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |        3575 | NS      | $46653.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                          | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $86504.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     4450000 | PA      | $4492155.96    | 0.04%             | 2026-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $610239.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc                               | Quanta Computer Inc                                                             | CUSIP: 000000000<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |       14000 | NS      | $32831.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                            | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        5917 | NS      | $645308.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hartford Financial Services Gr                    | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       23630 | NS      | $1791862.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                        | Hilton Grand Vacations Inc                                                      | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |       25500 | NS      | $982770.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wingstop Inc                                      | Wingstop Inc                                                                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       11600 | NS      | $1596392.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rubis SCA                                         | Rubis SCA                                                                       | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |        8640 | NS      | $227509.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Core & Main Inc                                   | Core & Main Inc                                                                 | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11204 | NS      | $216349.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Inc                                         | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     1745925 | NS      | $226848035.25  | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                              | Summit Materials Inc                                                            | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |       75561 | NS      | $2145176.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEG SA                                            | WEG SA                                                                          | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |       20700 | NS      | $150370.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarWinds Corp                                   | SolarWinds Corp                                                                 | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       68800 | NS      | $643968.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| National Bank of Kuwait SAKP                      | National Bank of Kuwait SAKP                                                    | CUSIP: 000000000<br>LEI: 549300NB7FE83IH6BW96 | Long             | EC               | CORP              | KW        |       36660 | NS      | $129265.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      850000 | PA      | $691219.16     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Comfort Systems USA Inc                           | Comfort Systems USA Inc                                                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        3500 | NS      | $402780.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                 | U-Haul Holding Co                                                               | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         828 | NS      | $45523.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                 | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |       22500 | NS      | $720615.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      400000 | PA      | $367044.00     | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ModivCare Inc                                     | ModivCare Inc                                                                   | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |        8100 | NS      | $726813.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings                    | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |       94500 | NS      | $3021148.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongwei Co Ltd                                    | Tongwei Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 3003009CW4QYMCG0BH89 | Long             | EC               | CORP              | CN        |        8500 | NS      | $47254.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS GS_21-PJ-A                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5838.01       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Quest Diagnostics Inc                             | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        3222 | NS      | $504049.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                      | Intra-Cellular Therapies Inc                                                    | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |       23300 | NS      | $1233036.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fnac Darty SA                                     | Fnac Darty SA                                                                   | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | EC               | CORP              | FR        |       20650 | NS      | $762556.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 888 Holdings PLC                                  | 888 Holdings PLC                                                                | CUSIP: 000000000<br>LEI: 213800H84UJQYSVF9750 | Long             | EC               | CORP              | GI        |      574541 | NS      | $606510.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Globalwafers Co Ltd                               | Globalwafers Co Ltd                                                             | CUSIP: 000000000<br>LEI: 529900V6RTNF3U5EGX67 | Long             | EC               | CORP              | TW        |        1000 | NS      | $13856.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                                         | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1167593.37    | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Hertz Global Holdings Inc                         | Hertz Global Holdings Inc                                                       | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |       61490 | NS      | $946331.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenaris SA                                        | Tenaris SA                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       27669 | NS      | $485251.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |       11814 | NS      | $473426.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Discover Financial Services                       | Discover Financial Services                                                     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |        7120 | NS      | $696549.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 77 Bank Ltd/The                                   | 77 Bank Ltd/The                                                                 | CUSIP: 000000000<br>LEI: 549300U6CT3EHB9XS980 | Long             | EC               | CORP              | JP        |      112800 | NS      | $1890664.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enova International Inc                           | Enova International Inc                                                         | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       38400 | NS      | $1473408.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                             | Playtika Holding Corp                                                           | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | IL        |         100 | NS      | $851.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                            | Valmont Industries Inc                                                          | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        8595 | NS      | $2842108.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 SMN                                   | SpareBank 1 SMN                                                                 | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | EC               | CORP              | NO        |      155181 | NS      | $2015861.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nahdi Medical Co                                  | Nahdi Medical Co                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |         195 | NS      | $8655.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    10000000 | PA      | $1922126.78    | 0.02%             | 2028-06-20      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-139468.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                               | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      366189 | NS      | $9122185.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                          | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         531 | NS      | $223280.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15432.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adient PLC                                        | Adient PLC                                                                      | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |       41300 | NS      | $1432697.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsubishi Materials Corp                         | Mitsubishi Materials Corp                                                       | CUSIP: 000000000<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |       27300 | NS      | $431420.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Americold Realty Trust Inc                        | Americold Realty Trust Inc                                                      | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |      176870 | NS      | $5007189.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CF Industries Holdings Inc                        | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       19232 | NS      | $1638566.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                        | Qualys Inc                                                                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        4700 | NS      | $527481.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyundai Motor Co                                  | Hyundai Motor Co                                                                | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |        4602 | NS      | $550776.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                 | Clean Harbors Inc                                                               | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |         520 | NS      | $59342.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    20330000 | OU      | $3548.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Securities Co Ltd                          | Meritz Securities Co Ltd                                                        | CUSIP: 000000000<br>LEI: 988400WORE06JMSEKC47 | Long             | EC               | CORP              | KR        |      409218 | NS      | $2037996.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                  | Zions Bancorp NA                                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |        3725 | NS      | $183121.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richter Gedeon Nyrt                               | Richter Gedeon Nyrt                                                             | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |       79585 | NS      | $1767227.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                           | Tritax Big Box REIT PLC                                                         | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               | CORP              | GB        |      115415 | NS      | $193426.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indivior PLC                                      | Indivior PLC                                                                    | CUSIP: 000000000<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |       12785 | NS      | $286108.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1350000 | PA      | $1249263.00    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $166109.94     | 0.00%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MarineMax Inc                                     | MarineMax Inc                                                                   | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       14200 | NS      | $443324.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CACI International Inc                            | CACI International Inc                                                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |         240 | NS      | $72141.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      145000 | PA      | $135413.68     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Coal India Ltd                                    | Coal India Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800NLJQZNHM9LBB31 | Long             | EC               | CORP              | IN        |       62972 | NS      | $171312.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweetgreen Inc                                    | Sweetgreen Inc                                                                  | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4949 | NS      | $42412.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Industrivarden AB                                 | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |        9323 | NS      | $226763.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                             | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |       82346 | NS      | $5405191.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-690061.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                         | Bunzl PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |       27353 | NS      | $910038.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alto Ingredients Inc                              | Alto Ingredients Inc                                                            | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |       28900 | NS      | $83232.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Institutional Money Market Fund - D          | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   278633099 | NS      | $278521645.53  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| OKUMA Corp                                        | OKUMA Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       11500 | NS      | $407351.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                      | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        6030 | NS      | $229622.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aboitiz Equity Ventures Inc                       | Aboitiz Equity Ventures Inc                                                     | CUSIP: 000000000<br>LEI: 254900MDNXYJKHXO0P61 | Long             | EC               | CORP              | PH        |        9100 | NS      | $9450.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Century Communities Inc                           | Century Communities Inc                                                         | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        8657 | NS      | $432936.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-235763.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                  | Hyundai Motor Co                                                                | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |         520 | NS      | $30452.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                     | Wolfspeed Inc                                                                   | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |        1180 | NS      | $81467.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Northern Trust Corp                               | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        5399 | NS      | $477757.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Holdings Ltd/South                     | Woolworths Holdings Ltd/South Africa                                            | CUSIP: 000000000<br>LEI: 37890095421E07184E97 | Long             | EC               | CORP              | ZA        |       28666 | NS      | $111654.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameris Bancorp                                    | Ameris Bancorp                                                                  | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       29100 | NS      | $1371774.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie Brasil Energia SA                           | Engie Brasil Energia SA                                                         | CUSIP: 000000000<br>LEI: 52990057Q0EK2Q9YBC07 | Long             | EC               | CORP              | BR        |       64400 | NS      | $462439.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Computacenter PLC                                 | Computacenter PLC                                                               | CUSIP: 000000000<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |       51008 | NS      | $1184542.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | HUF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26447.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chimerix Inc                                      | Chimerix Inc                                                                    | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |       49400 | NS      | $91884.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taurus CMBS                                       | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |      998814 | PA      | $1067972.42    | 0.01%             | 2031-08-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Tata Steel Ltd                                    | Tata Steel Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |       38645 | NS      | $52634.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                 | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       14140 | NS      | $869751.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp                                          | SMC Corp                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       11900 | NS      | $4968890.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric PLC                                | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       28690 | NS      | $1103704.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                             | United Fire Group Inc                                                           | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5200 | NS      | $142272.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ScanSource Inc                                    | ScanSource Inc                                                                  | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       23800 | NS      | $695436.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                   | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $347164.86     | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                              | Las Vegas Sands Corp                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       67120 | NS      | $3226458.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Tencent Music Entertainment Gr                    | Tencent Music Entertainment Group                                               | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | CN        |        4400 | NS      | $36432.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                    | Photronics Inc                                                                  | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      155400 | NS      | $2615382.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP                        | NextEra Energy Partners LP                                                      | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |        7933 | NS      | $556023.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vulcan Materials Co                               | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        6814 | NS      | $1193199.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                            | Seres Therapeutics Inc                                                          | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |       27700 | NS      | $155120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                               | WiseTech Global Ltd                                                             | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |        9430 | NS      | $324320.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                  | DT Midstream Inc                                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         989 | NS      | $54652.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $268301.15     | 0.00%             | 2024-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide C                    | Marriott Vacations Worldwide Corp                                               | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |         400 | NS      | $53836.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                    | NexTier Oilfield Solutions Inc                                                  | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |      147000 | NS      | $1358280.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALS Ltd                                           | ALS Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300RYCQ8DMIO2J661 | Long             | EC               | CORP              | AU        |       51663 | NS      | $428333.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      220000 | PA      | $205462.43     | 0.00%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                          | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      290000 | PA      | $265307.60     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Scentre Group                                     | Scentre Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      520245 | NS      | $1012688.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                   | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       61265 | NS      | $7111028.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                             | Lincoln National Corp                                                           | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |        4635 | NS      | $142387.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sompo Holdings Inc                                | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |       13200 | NS      | $584009.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.IG.39.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-840885.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                         | Gerdau SA                                                                       | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |      752800 | NS      | $4137964.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem SA                                        | Braskem SA                                                                      | CUSIP: 000000000<br>LEI: 549300RPMQUFGBB7EY44 | Long             | EP               | CORP              | BR        |      109400 | NS      | $496464.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        6572 | NS      | $612050.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWOOD FINANCING PLC                            | Sherwood Financing PLC                                                          | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |     1725000 | PA      | $1607633.45    | 0.01%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                         | Lear Corp                                                                       | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |         625 | NS      | $77512.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                | Globus Medical Inc                                                              | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |         730 | NS      | $54217.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       31885 | NS      | $3299778.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4000000 | PA      | $3471736.96    | 0.03%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Diversey Holdings Ltd                             | Diversey Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31200 | NS      | $132912.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2386.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                  | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       28844 | NS      | $5674269.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technolog                    | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        9000 | NS      | $1135440.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      206664 | NS      | $639678.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries                     | Sun Pharmaceutical Industries Ltd                                               | CUSIP: 000000000<br>LEI: 335800KJ7GE29LB4SS73 | Long             | EC               | CORP              | IN        |       22717 | NS      | $274716.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                             | MFE-MediaForEurope NV                                                           | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | IT        |      851058 | NS      | $512142.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurn Elkay Water Solutions Cor                    | Zurn Elkay Water Solutions Corp                                                 | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |       13537 | NS      | $286307.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                      | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      220255 | NS      | $8671439.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                        | Raytheon Technologies Corp                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      203513 | NS      | $20538531.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructur                    | Solaris Oilfield Infrastructure Inc                                             | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       12500 | NS      | $124125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxi Chemical Group Co Ltd                        | Luxi Chemical Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 300300UFIWMHUM74D963 | Long             | EC               | CORP              | CN        |       17400 | NS      | $31070.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                               | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       20520 | NS      | $2158498.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                     | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      424444 | NS      | $12203310.44   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                              | Banco de Sabadell SA                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |      334572 | NS      | $314485.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       97826 | NS      | $30899320.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                            | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       21909 | NS      | $962177.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcutis Biotherapeutics Inc                       | Arcutis Biotherapeutics Inc                                                     | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6655 | NS      | $98494.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Antero Resources Corp                             | Antero Resources Corp                                                           | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |        1035 | NS      | $32074.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $266722.80     | 0.00%             | 2031-05-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       24858 | NS      | $1466622.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Babson CLO Ltd                                    | Barings Clo Ltd 2020-IIII                                                       | CUSIP: 06762CAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4899215.00    | 0.05%             | 2033-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |       60000 | NS      | $1410600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bear Stearns Asset Backed Secu                    | Bear Stearns Asset Backed Securities Trust 2004-SD2                             | CUSIP: 07384YTH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      532117 | PA      | $514454.48     | 0.00%             | 2044-03-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45527.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Aerospace Industries Ltd                    | Korea Aerospace Industries Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         437 | NS      | $17661.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                       | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |       37200 | NS      | $563210.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNI Tbk PT                                        | Bank Negara Indonesia Persero Tbk PT                                            | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |       40000 | NS      | $23698.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                           | Vale SA                                                                         | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      340264 | NS      | $5764769.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                             | IG Group Holdings PLC                                                           | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |      155206 | NS      | $1462399.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SFL Corp Ltd                                      | SFL Corp Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |       28400 | NS      | $261848.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -26160000 | OU      | $-32831.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      269978 | NS      | $47691613.70   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing Inc                                               | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2085258.03    | 0.02%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ITALY PRIN STRIP                                  | Repubic of Italy Government International Bond Principal Strip                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2760000 | PA      | $2069695.67    | 0.02%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                            | Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC             | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1065442.07    | 0.01%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Titan International Inc                           | Titan International Inc                                                         | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      116600 | NS      | $1786312.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| E-MART Inc                                        | E-MART Inc                                                                      | CUSIP: 000000000<br>LEI: 988400SAX0Q74FRA9981 | Long             | EC               | CORP              | KR        |         140 | NS      | $10885.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | CME British Pound Currency                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -259 | NC      | $-96502.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TELECOMMUNICAT                          | Singapore Telecommunications Ltd                                                | CUSIP: 82929RAC0<br>LEI: 2549003XJKIQO8YDYD89 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $229537.50     | 0.00%             | 2031-12-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                          | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      108247 | NS      | $5571484.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NOV Inc                                           | NOV Inc                                                                         | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |        4005 | NS      | $83664.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $279135.84     | 0.00%             | 2031-05-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Evercore Inc                                      | Evercore Inc                                                                    | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |         392 | NS      | $42759.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      300000 | PA      | $296809.02     | 0.00%             | 2025-04-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2019-1 Ltd                                                             | CUSIP: 269822AB8<br>LEI: 254900L82OLW9QTLJ788 | Long             | ABS-MBS          | CORP              | US        |      619612 | PA      | $606537.89     | 0.01%             | 2029-04-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                        | SolarEdge Technologies Inc                                                      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |         900 | NS      | $254943.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xingfa group                                      | Hubei Xingfa Chemicals Group Co Ltd                                             | CUSIP: 000000000<br>LEI: 300300VDBHR35WWCOK67 | Long             | EC               | CORP              | CN        |       11100 | NS      | $46372.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                      | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       33815 | NS      | $1263328.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ATLAS LUXCO 4 / ALL UNI                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      940000 | PA      | $773714.00     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty For                    | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         230 | NS      | $12288.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascott Trust                           | CapitaLand Ascott Trust                                                         | CUSIP: 000000000<br>LEI: 549300W6RTG7Y32IWY65 | Long             | EC               | CORP              | SG        |      239800 | NS      | $188162.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirogin Holdings Inc                              | Hirogin Holdings Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       96000 | NS      | $481565.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synnex Technology Internationa                    | Synnex Technology International Corp                                            | CUSIP: 000000000<br>LEI: 529900GMBJ3R4A2WBC71 | Long             | EC               | CORP              | TW        |      328000 | NS      | $630210.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEBEC CITY                                       | City of Quebec Canada                                                           | CUSIP: 747874UF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $634594.68     | 0.01%             | 2031-07-06      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Hartalega Holdings Bhd                            | Hartalega Holdings Bhd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     3485200 | NS      | $1345942.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      465000 | PA      | $279785.59     | 0.00%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                          | LKQ Corp                                                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      102025 | NS      | $5449155.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                          | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      251992 | NS      | $7658522.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-33112.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      286453 | NS      | $59513475.28   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                        | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17190.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                     | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       18949 | NS      | $2227075.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                            | TETRA Technologies Inc                                                          | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |      222500 | NS      | $769850.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain                               | Cie de Saint-Gobain                                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      112001 | NS      | $5479183.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Phibro Animal Health Corp                         | Phibro Animal Health Corp                                                       | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       26200 | NS      | $351342.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34856.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Griffon Corp                                      | Griffon Corp                                                                    | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       36600 | NS      | $1309914.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1410427.52    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      200000 | PA      | $37733.36      | 0.00%             | 2032-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                               | Eagle Materials Inc                                                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       70357 | NS      | $9346927.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                   | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       15960 | NS      | $2390648.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Region RE Ltd                                     | Region RE Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      130718 | NS      | $240512.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Metallurgical Resources                     | Alpha Metallurgical Resources Inc                                               | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3300 | NS      | $483087.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                            | National Beverage Corp                                                          | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       10000 | NS      | $465300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Indraprastha Gas Ltd                              | Indraprastha Gas Ltd                                                            | CUSIP: 000000000<br>LEI: 33580033VPD8D168H736 | Long             | EC               | CORP              | IN        |        1946 | NS      | $9727.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes SA                    | BB Seguridade Participacoes SA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |        3900 | NS      | $24830.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14526.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2426.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Globalstar Inc                                    | Globalstar Inc                                                                  | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |       89100 | NS      | $118503.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ConocoPhillips                                    | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      288497 | NS      | $34042646.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                          | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |      200000 | PA      | $171040.16     | 0.00%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive India Ltd                       | Colgate-Palmolive India Ltd                                                     | CUSIP: 000000000<br>LEI: 335800YWKI47DGFKWB26 | Long             | EC               | CORP              | IN        |         953 | NS      | $17673.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                            | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        9130 | NS      | $573181.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings                     | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |         240 | NS      | $9984.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       38030 | NS      | $536223.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-289157.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                           | Peloton Interactive Inc                                                         | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |        3105 | NS      | $24653.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DIAMOND SPORTS GROUP LLC                          | Diamond Sports Group LLC                                                        | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     3752343 | PA      | $453406.90     | 0.00%             | 2026-08-24      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Alfresa Holdings Corp                             | Alfresa Holdings Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       26100 | NS      | $331764.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Mortgages No.1                            | Jupiter Mortgage NO 1 PLC                                                       | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |      700000 | PA      | $833183.44     | 0.01%             | 2060-07-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                 | Oracle Corp Japan                                                               | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       11600 | NS      | $754249.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                             | Civitas Resources Inc                                                           | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |        7400 | NS      | $428682.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World OMNI Select Auto Trust                      | World Omni Select Auto Trust 2021-A                                             | CUSIP: 98163HAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $541355.40     | 0.01%             | 2027-11-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                               | Williams-Sonoma Inc                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         158 | NS      | $18157.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Microelectronics Corp                      | United Microelectronics Corp                                                    | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |      580614 | NS      | $762859.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L&F Co Ltd                                        | L&F Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         139 | NS      | $19165.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                                     | Schroders PLC                                                                   | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |       48543 | NS      | $255068.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US ULTRA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1434 | NC      | $-1541325.82   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                         | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       40920 | NS      | $745116.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BINJIANG GROUP                                    | Hangzhou Binjiang Real Estate Group Co Ltd                                      | CUSIP: 000000000<br>LEI: 300300W1Q832W2SP5417 | Long             | EC               | CORP              | CN        |       36000 | NS      | $45657.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust                     | First Industrial Realty Trust Inc                                               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2601 | NS      | $125524.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      145000 | PA      | $132860.11     | 0.00%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                               | Krung Thai Bank PCL                                                             | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |       21000 | NS      | $10716.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Pattana PCL                               | Central Pattana PCL                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |       11200 | NS      | $22927.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Opendoor Technologies Inc                         | Opendoor Technologies Inc                                                       | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |      996640 | NS      | $1156102.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Abu Dhabi Islamic Bank PJSC                       | Abu Dhabi Islamic Bank PJSC                                                     | CUSIP: 000000000<br>LEI: 5493006DOLY8O98XHD74 | Long             | EC               | CORP              | AE        |        8204 | NS      | $20324.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                        | Amdocs Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |        1280 | NS      | $116352.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                            | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        9125 | NS      | $1533821.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                    | IVERIC bio Inc                                                                  | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |       15800 | NS      | $338278.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Electric Holdings Ltd                     | Johnson Electric Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 529900EDYRQ6K25JEC80 | Long             | EC               | CORP              | HK        |      497000 | NS      | $625661.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings Inc                              | OneMain Holdings Inc                                                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |        1190 | NS      | $39638.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Sise ve Cam Fabrikalar                    | Turkiye Sise ve Cam Fabrikalari AS                                              | CUSIP: 000000000<br>LEI: 789000KWOK751Q6R8875 | Long             | EC               | CORP              | TR        |      448579 | NS      | $1025846.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axogen Inc                                        | Axogen Inc                                                                      | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19000 | NS      | $189620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2163.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPKO Health Inc                                   | OPKO Health Inc                                                                 | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |       71200 | NS      | $89000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ATN International Inc                             | ATN International Inc                                                           | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |        3000 | NS      | $135930.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aviat Networks Inc                                | Aviat Networks Inc                                                              | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |        3200 | NS      | $99808.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Castellum AB                                      | Castellum AB                                                                    | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |        7901 | NS      | $95684.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                       | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       24963 | NS      | $2210101.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCom Corp                                       | BayCom Corp                                                                     | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |       14700 | NS      | $279006.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fibra Uno Administracion SA de                    | Fibra Uno Administracion SA de CV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       12500 | NS      | $14753.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                            | Chesapeake Energy Corp                                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        1270 | NS      | $119849.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      675000 | PA      | $557751.80     | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Greywolf CLO Ltd                                  | Greywolf CLO III Ltd                                                            | CUSIP: 39809CAN4<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |    19000000 | PA      | $18592816.70   | 0.17%             | 2033-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| IAA Inc                                           | IAA Inc                                                                         | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |         215 | NS      | $8600.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                       | Hexcel Corp                                                                     | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |        2568 | NS      | $151126.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                             | Euronet Worldwide Inc                                                           | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |         119 | NS      | $11231.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                        | Syndax Pharmaceuticals Inc                                                      | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |       12445 | NS      | $316725.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                      | Comerica Inc                                                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        3435 | NS      | $229629.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                          | JUMBO SA                                                                        | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |       31502 | NS      | $540289.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopharm Group Co Ltd                            | Sinopharm Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | CORP              | CN        |      118400 | NS      | $299683.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                          | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       44635 | NS      | $6679627.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      128895 | NS      | $11065635.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                      | Wyndham Hotels & Resorts Inc                                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |         330 | NS      | $23532.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MGIC Investment Corp                              | MGIC Investment Corp                                                            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |        3095 | NS      | $40235.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                                       | Brenntag SE                                                                     | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |       18078 | NS      | $1152922.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial In                    | Fidelity National Financial Inc                                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        2925 | NS      | $110038.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wan Hai Lines Ltd                                 | Wan Hai Lines Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      216810 | NS      | $563503.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      344935 | NS      | $38270538.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                | First Horizon Corp                                                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |        5415 | NS      | $132667.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                        | Belden Inc                                                                      | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       19800 | NS      | $1423620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions                    | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       13780 | NS      | $788078.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-43677.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                            | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      199430 | NS      | $3212600.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                              | AGNC Investment Corp                                                            | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |        5355 | NS      | $55424.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JD Sports Fashion PLC                             | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |     2366893 | NS      | $3596794.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR Clo 32 Ltd                                                                  | CUSIP: 48254HAA2<br>LEI: 5493004Y6G18HN4CQ515 | Long             | ABS-CBDO         | CORP              | KY        |    28850000 | PA      | $28500254.34   | 0.26%             | 2032-01-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                          | Israel Discount Bank Ltd                                                        | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       22571 | NS      | $118496.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton Inc                                     | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        6650 | NS      | $592781.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CAISSE FRANCAISE DE FIN                           | Caisse Francaise de Financement Local                                           | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $298206.67     | 0.00%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Citizen Watch Co Ltd                              | Citizen Watch Co Ltd                                                            | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |      218800 | NS      | $982392.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zais Clo 7 llc                                    | Zais Clo 7 Ltd                                                                  | CUSIP: 98887VAA1<br>LEI: 549300XFDOUEB0QTZS87 | Long             | ABS-CBDO         | CORP              | KY        |     6218538 | PA      | $6127505.50    | 0.06%             | 2030-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| New York Community Bancorp Inc                    | New York Community Bancorp Inc                                                  | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |        6895 | NS      | $59297.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                          | ICON PLC                                                                        | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |        6834 | NS      | $1327504.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $1780374.12    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AECOM                                             | AECOM                                                                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       31365 | NS      | $2663829.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PING AN                                           | Ping An Insurance Group Co of China Ltd                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |       33000 | NS      | $216801.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Independence Realty Trust Inc                     | Independence Realty Trust Inc                                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |       58090 | NS      | $979397.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Coupang Inc                                       | Coupang Inc                                                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | KR        |      234889 | NS      | $3455217.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hi-Fi Ltd                                      | JB Hi-Fi Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |      202436 | NS      | $5769777.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                          | Kia Corp                                                                        | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |       16061 | NS      | $755678.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                | Etihad Etisalat Co                                                              | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |        1508 | NS      | $13939.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DS Smith PLC                                      | DS Smith PLC                                                                    | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |       80094 | NS      | $308954.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autohome Inc                                      | Autohome Inc                                                                    | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | CN        |         500 | NS      | $15300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc                    | Tempur Sealy International Inc                                                  | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |        1720 | NS      | $59047.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.                  | Three-Month SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         110 | NC      | $37611.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                     | Huntsman Corp                                                                   | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |        1955 | NS      | $53723.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                       | MOL Hungarian Oil & Gas PLC                                                     | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |        3040 | NS      | $21186.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $158799.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1617172.26    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21500000 | PA      | $9570859.38    | 0.09%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                           | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       81495 | NS      | $9485203.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                         | Prosperity Bancshares Inc                                                       | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         895 | NS      | $65048.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-66846.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                             | Julius Baer Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       14106 | NS      | $820985.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| StoneCo Ltd                                       | StoneCo Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | BR        |       76700 | NS      | $724048.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Chem Ltd                                       | LG Chem Ltd                                                                     | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EP               | CORP              | KR        |         121 | NS      | $26696.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                             | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        8822 | NS      | $4813371.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                        | DaVita Inc                                                                      | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |         700 | NS      | $52269.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc                                         | Baidu Inc                                                                       | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | CN        |        1400 | NS      | $160132.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                            | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        4402 | NS      | $1134439.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                         | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |       31939 | NS      | $3797627.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International In                    | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      100695 | NS      | $10191340.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                          | TPG RE Finance Trust Inc                                                        | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      119900 | NS      | $814121.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      600000 | PA      | $461400.64     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1015399.04    | 0.01%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                          | Molson Coors Beverage Co                                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        4790 | NS      | $246780.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Properties Ltd                              | Kerry Properties Ltd                                                            | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | HK        |      311500 | NS      | $675781.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookline Bancorp Inc                             | Brookline Bancorp Inc                                                           | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6800 | NS      | $96220.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                | Planet Fitness Inc                                                              | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |         225 | NS      | $17730.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc                       | Frontier Group Holdings Inc                                                     | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |      125100 | NS      | $1284777.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilysys Inc                                      | Agilysys Inc                                                                    | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       16700 | NS      | $1321638.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitehaven Coal Ltd                               | Whitehaven Coal Ltd                                                             | CUSIP: 000000000<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |       53961 | NS      | $343782.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                        | LPL Financial Holdings Inc                                                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |        5200 | NS      | $1124084.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                         | Olin Corp                                                                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |        1370 | NS      | $72527.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NSD Co Ltd                                        | NSD Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       43500 | NS      | $751769.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties Inc                             | Boston Properties Inc                                                           | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |        3802 | NS      | $256939.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                            | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      125000 | PA      | $110236.74     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                       | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $409845.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                              | Dassault Systemes SE                                                            | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      236249 | NS      | $8495436.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNK Financial Group Inc                           | BNK Financial Group Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       32678 | NS      | $168347.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eletrobras SA                                     | Centrais Eletricas Brasileiras SA                                               | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |       17724 | NS      | $140882.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| V2X Inc                                           | V2X Inc                                                                         | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15500 | NS      | $639995.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                                 | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |       19000 | NS      | $947969.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       26321 | NS      | $4532218.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                 | Taylor Wimpey PLC                                                               | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |      411357 | NS      | $503788.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGO BOSS AG                                      | HUGO BOSS AG                                                                    | CUSIP: 000000000<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |      101474 | NS      | $5866228.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc                       | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       92324 | NS      | $19785033.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                            | Chesapeake Energy Corp                                                          | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2095839.46    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foxconn Technology Co Ltd                         | Foxconn Technology Co Ltd                                                       | CUSIP: 000000000<br>LEI: 3003003OO8QC88ZHCE44 | Long             | EC               | CORP              | TW        |      266000 | NS      | $448176.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Livent Corp                                       | Livent Corp                                                                     | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |       56300 | NS      | $1118681.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Enact Holdings Inc                                | Enact Holdings Inc                                                              | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5800 | NS      | $139896.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TransDigm Group Inc                               | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3256 | NS      | $2050140.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUO Corp                                          | AUO Corp                                                                        | CUSIP: 000000000<br>LEI: 391200L7PIS4QXYJUQ72 | Long             | EC               | CORP              | TW        |     1009800 | NS      | $490556.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co Ltd                            | Kweichow Moutai Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |         200 | NS      | $49696.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                          | Draegerwerk AG & Co KGaA                                                        | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EP               | CORP              | DE        |        9869 | NS      | $439886.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2280000 | PA      | $1885754.83    | 0.02%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                              | Big Yellow Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |       19711 | NS      | $273023.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Group PLC/Jersey                              | Man Group PLC/Jersey                                                            | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | GB        |     1126536 | NS      | $2898416.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Bank Co Ltd                               | Ping An Bank Co Ltd                                                             | CUSIP: 000000000<br>LEI: 549300W9MKNIVWXFM679 | Long             | EC               | CORP              | CN        |       33100 | NS      | $62760.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                    | Fortune Brands Innovations Inc                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |         865 | NS      | $49400.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                    | Telephone and Data Systems Inc                                                  | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      107000 | NS      | $1122430.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ALSO Holding AG                                   | ALSO Holding AG                                                                 | CUSIP: 000000000<br>LEI: 529900ACS8A6PTQI6141 | Long             | EC               | CORP              | CH        |        7597 | NS      | $1394410.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co/The                             | New York Times Co/The                                                           | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |        1685 | NS      | $54695.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                           | RPC Inc                                                                         | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      132800 | NS      | $1180592.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                        | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $417944.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexerials Corp                                    | Dexerials Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      160400 | NS      | $3081776.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iluka Resources Ltd                               | Iluka Resources Ltd                                                             | CUSIP: 000000000<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |      278873 | NS      | $1793850.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                       | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        4000 | NS      | $587236.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                       | Moncler SpA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |        9643 | NS      | $512399.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers Inc                          | Cullen/Frost Bankers Inc                                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |        5614 | NS      | $750591.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEED Technology Inc                             | ASPEED Technology Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       19944 | NS      | $1088718.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baoshan Iron & Steel Co Ltd                       | Baoshan Iron & Steel Co Ltd                                                     | CUSIP: 000000000<br>LEI: 300300PYAP4PEHORZT21 | Long             | EC               | CORP              | CN        |        9600 | NS      | $7742.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NeoGenomics Inc                                   | NeoGenomics Inc                                                                 | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       75900 | NS      | $701316.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Elxsi Ltd                                    | Tata Elxsi Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800OWLDKWXSI48N33 | Long             | EC               | CORP              | IN        |        8042 | NS      | $610350.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Gold Inc                                    | Royal Gold Inc                                                                  | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |         658 | NS      | $74169.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Live Nation Entertainment Inc                     | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       36120 | NS      | $2519008.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                       | Lexicon Pharmaceuticals Inc                                                     | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       79600 | NS      | $152036.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redrow PLC                                        | Redrow PLC                                                                      | CUSIP: 000000000<br>LEI: 2138008WJZBBA7EYEL28 | Long             | EC               | CORP              | GB        |      166747 | NS      | $913755.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                             | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       38305 | NS      | $6328752.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp                                        | Tosoh Corp                                                                      | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |      520300 | NS      | $6187218.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Methode Electronics Inc                           | Methode Electronics Inc                                                         | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |        3400 | NS      | $150858.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10579.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                  | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       14210 | NS      | $595967.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                 | CUSIP: 46593EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1859544.38    | 0.02%             | 2039-03-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Macerich Co/The                                   | Macerich Co/The                                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |       26200 | NS      | $295012.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vipshop Holdings Ltd                              | Vipshop Holdings Ltd                                                            | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | CN        |        2800 | NS      | $38192.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandinavian Tobacco Group A/S                    | Scandinavian Tobacco Group A/S                                                  | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |      319099 | NS      | $5608710.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hope Bancorp Inc                                  | Hope Bancorp Inc                                                                | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |       45500 | NS      | $582855.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I                    | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        1200 | NS      | $282420.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol                    | Laboratory Corp of America Holdings                                             | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |        2347 | NS      | $552671.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      160000 | PA      | $142587.60     | 0.00%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |       90000 | PA      | $83053.80      | 0.00%             | 2041-11-25      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      905000 | PA      | $713468.06     | 0.01%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Semtech Corp                                      | Semtech Corp                                                                    | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |       45700 | NS      | $1311133.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIXTRON SE                                        | AIXTRON SE                                                                      | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | EC               | CORP              | DE        |       29840 | NS      | $858594.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports C                    | Madison Square Garden Sports Corp                                               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          99 | NS      | $18149.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                           | Cboe Global Markets Inc                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        2903 | NS      | $364239.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -26820000 | OU      | $-26162.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                       | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       18608 | NS      | $5380131.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                   | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       12555 | NS      | $269053.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Grou                    | White Mountains Insurance Group Ltd                                             | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |          36 | NS      | $50915.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13078.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-71777.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hoshino Resorts REIT Inc                          | Hoshino Resorts REIT Inc                                                        | CUSIP: 000000000<br>LEI: 353800DF2MUZWFL4IL56 | Long             | EC               | CORP              | JP        |          42 | NS      | $226211.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                    | NU Holdings Ltd/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |      808317 | NS      | $3289850.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Pacific Basin Shipping Ltd                        | Pacific Basin Shipping Ltd                                                      | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | HK        |     3042000 | NS      | $1024802.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                               | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      330758 | NS      | $6580955.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                       | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        5100 | NS      | $589356.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings                    | Norwegian Cruise Line Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9965 | NS      | $121971.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ralph Lauren Corp                                 | Ralph Lauren Corp                                                               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        8013 | NS      | $846733.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arca Continental SAB de CV                        | Arca Continental SAB de CV                                                      | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |        3300 | NS      | $26763.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       14533 | NS      | $2280954.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                             | Fulton Financial Corp                                                           | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |       11100 | NS      | $186813.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust I                    | Piedmont Office Realty Trust Inc                                                | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       61100 | NS      | $560287.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT HOME GROUP INC                                 | At Home Group Inc                                                               | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |      575000 | PA      | $406277.68     | 0.00%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                           | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       18865 | NS      | $5288048.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      655000 | PA      | $439671.22     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Virgin Money UK PLC                               | Virgin Money UK PLC                                                             | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | EC               | CORP              | GB        |       95718 | NS      | $210497.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     8000000 | PA      | $8048713.55    | 0.07%             | 2026-03-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      333938 | NS      | $44781085.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                | Banco do Brasil SA                                                              | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |      177400 | NS      | $1147676.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      163640 | NS      | $56902537.20   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                            | Washington Federal Inc                                                          | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2700 | NS      | $90585.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International A                    | Kuehne + Nagel International AG                                                 | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |       29333 | NS      | $6819416.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                           | Ontario Electricity Financial Corp                                              | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $257802.81     | 0.00%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare Holdings In                    | Aveanna Healthcare Holdings Inc                                                 | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       57100 | NS      | $44538.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Apellis Pharmaceuticals Inc                       | Apellis Pharmaceuticals Inc                                                     | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |       12555 | NS      | $649219.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1004958.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SHENHUO CO.LTD                                    | Henan Shenhuo Coal & Power Co Ltd                                               | CUSIP: 000000000<br>LEI: 300300GF8XK44CSHXV64 | Long             | EC               | CORP              | CN        |       19000 | NS      | $40925.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      126070 | NS      | $15993240.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-909702.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Greif Inc                                         | Greif Inc                                                                       | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       21600 | NS      | $1448496.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wind River CLO Ltd                                | Wind River 2016-1K CLO Ltd                                                      | CUSIP: 97314DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3750000 | PA      | $3633758.25    | 0.03%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Vital Farms Inc                                   | Vital Farms Inc                                                                 | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |       22300 | NS      | $332716.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      235000 | PA      | $226246.05     | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                                  | Seiko Epson Corp                                                                | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |      121600 | NS      | $1769162.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kontoor Brands Inc                                | Kontoor Brands Inc                                                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       15067 | NS      | $602529.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Gentex Corp                                       | Gentex Corp                                                                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |        2405 | NS      | $65584.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       79322 | NS      | $20903726.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $162297.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair Inc                                       | Wayfair Inc                                                                     | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |         338 | NS      | $11116.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kanzhun Ltd                                       | Kanzhun Ltd                                                                     | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | CN        |       70740 | NS      | $1440973.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW CLO 2021-2, Ltd.                              | TCW CLO 2021-2 Ltd                                                              | CUSIP: 87190MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5150000 | PA      | $5013321.06    | 0.05%             | 2034-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                      | Hunt Cos Inc                                                                    | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $950460.01     | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R03                                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $228738.95     | 0.00%             | 2042-03-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Charter Communications Inc                        | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        1800 | NS      | $610380.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                       | Hubbell Inc                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       41759 | NS      | $9800002.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                             | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       63745 | NS      | $4374819.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| EMIRATES NBD BANK PJSC                            | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |     1000000 | PA      | $663743.64     | 0.01%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2021-2 Ltd                                                              | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      640000 | PA      | $592711.87     | 0.01%             | 2034-01-25      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Nomura Real Estate Master Fund                    | Nomura Real Estate Master Fund Inc                                              | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               | CORP              | JP        |         482 | NS      | $597146.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20286.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banca IFIS SpA                                    | Banca IFIS SpA                                                                  | CUSIP: 000000000<br>LEI: 8156005420362AE59184 | Long             | EC               | CORP              | IT        |       10810 | NS      | $153882.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progyny Inc                                       | Progyny Inc                                                                     | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26505 | NS      | $825630.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTRAL GARDEN & PET CO                           | Central Garden & Pet Co                                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      450000 | PA      | $372864.42     | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sterling Infrastructure Inc                       | Sterling Infrastructure Inc                                                     | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       12500 | NS      | $410000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                | IPG Photonics Corp                                                              | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |         334 | NS      | $31619.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        4085 | NC      | $-22297674.53  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Randstad NV                                       | Randstad NV                                                                     | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |       90228 | NS      | $5513148.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      100000 | PA      | $87462.46      | 0.00%             | 2030-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                       | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |       60125 | NS      | $1081648.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                                   | AZEK Co Inc/The                                                                 | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |        1145 | NS      | $23266.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| A-Living Smart City Services C                    | A-Living Smart City Services Co Ltd                                             | CUSIP: 000000000<br>LEI: 3003007MSHCO6ZTTSZ09 | Long             | EC               | CORP              | CN        |      179500 | NS      | $215106.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co Ltd                               | DB Insurance Co Ltd                                                             | CUSIP: 000000000<br>LEI: 9884000ZF26VNJBWSJ91 | Long             | EC               | CORP              | KR        |       20609 | NS      | $1068266.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                 | Agree Realty Corp                                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5979 | NS      | $424090.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1670000 | PA      | $1636339.06    | 0.02%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                  | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      207450 | NS      | $9482539.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                             | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      597845 | NS      | $25725270.35   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                        | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      127930 | NS      | $12661232.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hera SpA                                          | Hera SpA                                                                        | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |       81992 | NS      | $221149.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PL                    | Seagate Technology Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |        3200 | NS      | $168352.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                          | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       33156 | NS      | $3490995.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huaxia Bank Co Ltd                                | Huaxia Bank Co Ltd                                                              | CUSIP: 000000000<br>LEI: 300300AKNDEHIGVDZW37 | Long             | EC               | CORP              | CN        |       63900 | NS      | $47893.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PVH Corp                                          | PVH Corp                                                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       76589 | NS      | $5406417.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       36827 | NS      | $9672243.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                              | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      218160 | NS      | $8597685.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                 | Brown & Brown Inc                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        6680 | NS      | $380559.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FinecoBank Banca Fineco SpA                       | FinecoBank Banca Fineco SpA                                                     | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       17676 | NS      | $293529.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      768000 | PA      | $703426.29     | 0.01%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2453913.62    | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                 | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       11240 | NS      | $1455804.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         348 | NS      | $858230.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                        | Apartment Income REIT Corp                                                      | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1450 | NS      | $49749.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                     | iRadimed Corp                                                                   | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |        6800 | NS      | $192372.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-167510.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                          | Diamond Sports Group LLC / Diamond Sports Finance Co                            | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4375000 | PA      | $520882.73     | 0.00%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                          | Ceridian HCM Holding Inc                                                        | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        3535 | NS      | $226770.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      630000 | PA      | $642014.39     | 0.01%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Pandox AB                                         | Pandox AB                                                                       | CUSIP: 000000000<br>LEI: 549300K4HA8EBLSL3B97 | Long             | EC               | CORP              | SE        |       23900 | NS      | $266657.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                               | Swiss Prime Site AG                                                             | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |        1383 | NS      | $119868.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1245000 | PA      | $793382.81     | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| D/S Norden A/S                                    | D/S Norden A/S                                                                  | CUSIP: 000000000<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |       52475 | NS      | $3162396.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                           | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |       47024 | NS      | $15065549.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                     | REGENXBIO Inc                                                                   | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       10200 | NS      | $231336.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-67842.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                          | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     3350000 | PA      | $2898393.99    | 0.03%             | 2023-03-06      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        1498 | NS      | $532419.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      525000 | PA      | $417259.25     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Duluth Holdings Inc                               | Duluth Holdings Inc                                                             | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |       78700 | NS      | $486366.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Signet Jewelers Ltd                               | Signet Jewelers Ltd                                                             | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |        7000 | NS      | $476000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture PLC                                     | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       39100 | NS      | $10433444.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Round One Corp                                    | Round One Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       17100 | NS      | $61889.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Mutual Ltd                                    | Old Mutual Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |       81843 | NS      | $50209.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Mixc Lifestyle                    | China Resources Mixc Lifestyle Services Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       11000 | NS      | $55720.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inventec Corp                                     | Inventec Corp                                                                   | CUSIP: 000000000<br>LEI: 391200XSJU5WEVAXB086 | Long             | EC               | CORP              | TW        |       13000 | NS      | $11094.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Landstar System Inc                               | Landstar System Inc                                                             | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |          58 | NS      | $9448.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                      | KKR & Co Inc                                                                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       57508 | NS      | $2669521.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2329729.98    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ImmunoGen Inc                                     | ImmunoGen Inc                                                                   | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |      260716 | NS      | $1293151.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                         | Kinsale Capital Group Inc                                                       | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |        6700 | NS      | $1752184.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      405000 | PA      | $393529.56     | 0.00%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                            | Advance Auto Parts Inc                                                          | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        1474 | NS      | $216722.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                | Enphase Energy Inc                                                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       56422 | NS      | $14949573.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rosneft Oil Co PJSC                               | Rosneft Oil Co PJSC                                                             | CUSIP: 000000000<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |       19154 | NS      | $0.03          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      210000 | PA      | $215928.72     | 0.00%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                          | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      965000 | PA      | $978201.21     | 0.01%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| InterContinental Hotels Group                     | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       12919 | NS      | $741276.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                          | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      233740 | NS      | $89805245.40   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Group                                | Charter Hall Group                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      208328 | NS      | $1689928.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 10X Genomics Inc                                  | 10X Genomics Inc                                                                | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |          75 | NS      | $2733.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                     | Hudson Pacific Properties Inc                                                   | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       81990 | NS      | $797762.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      155921 | NS      | $34396172.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      137543 | NS      | $8786566.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1121000 | PA      | $951608.18     | 0.01%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aaron's Co Inc/The                                | Aaron's Co Inc/The                                                              | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       47300 | NS      | $565235.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I                    | Harmony Biosciences Holdings Inc                                                | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4600 | NS      | $253460.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26337.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                     | HDFC Bank Ltd                                                                   | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       85722 | NS      | $5864242.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Vaxcyte Inc                                       | Vaxcyte Inc                                                                     | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |        3551 | NS      | $170270.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                         | Adeia Inc                                                                       | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      110000 | NS      | $1042800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                    | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      669276 | NS      | $7929848.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                          | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        7417 | NS      | $10296649.33   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 48128U2Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      258615 | PA      | $246963.33     | 0.00%             | 2028-12-26      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                     | Jardine Matheson Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |      135800 | NS      | $6908260.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2021-2 Ltd                                                              | CUSIP: 43730VAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      395000 | PA      | $385451.94     | 0.00%             | 2034-01-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $271243.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bill.com Holdings Inc                             | Bill.com Holdings Inc                                                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |        1000 | NS      | $108960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing                     | American Axle & Manufacturing Holdings Inc                                      | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       57650 | NS      | $450823.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                                    | Paycor HCM Inc                                                                  | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         450 | NS      | $11011.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $124729.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Corp                                          | NCR Corp                                                                        | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |        1235 | NS      | $28911.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ISLE OF MAN                                       | Isle of Man Government International Bond                                       | CUSIP: 000000000<br>LEI: 549300ZXHSYV21BRHW71 | Long             | DBT              | NUSS              | IM        |      400000 | PA      | $508581.09     | 0.00%             | 2034-08-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries Ltd                     | Kawasaki Heavy Industries Ltd                                                   | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |      118800 | NS      | $2757531.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                           | Sberbank of Russia PJSC                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |       83328 | NS      | $0.11          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Citibank, National Association                    | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-232618.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                 | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        3645 | NS      | $408495.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1239149.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaanxi Coal Industry Co Ltd                      | Shaanxi Coal Industry Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       19600 | NS      | $52550.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group PLC                                    | Drax Group PLC                                                                  | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |       24057 | NS      | $204061.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |      384350 | NS      | $851493.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1500000 | PA      | $1530000.00    | 0.01%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1545000.00    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kuala Lumpur Kepong Bhd                           | Kuala Lumpur Kepong Bhd                                                         | CUSIP: 000000000<br>LEI: 2549009JSTRFMR7A8D34 | Long             | EC               | CORP              | MY        |        7500 | NS      | $38118.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avid Bioservices Inc                              | Avid Bioservices Inc                                                            | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |       22896 | NS      | $315277.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Info Edge India Ltd                               | Info Edge India Ltd                                                             | CUSIP: 000000000<br>LEI: 335800MXUVHTBF9DEC78 | Long             | EC               | CORP              | IN        |         360 | NS      | $17093.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSA Safety Inc                                    | MSA Safety Inc                                                                  | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |         249 | NS      | $35903.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nedbank Group Ltd                                 | Nedbank Group Ltd                                                               | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |       20502 | NS      | $256456.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics Inc                              | PTC Therapeutics Inc                                                            | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       28500 | NS      | $1087845.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                | Liberty Energy Inc                                                              | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       81600 | NS      | $1306416.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35476.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Horizon Bancorp Inc/IN                            | Horizon Bancorp Inc/IN                                                          | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |       38300 | NS      | $577564.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                      | Ubiquiti Inc                                                                    | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          45 | NS      | $12308.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                 | Herc Holdings Inc                                                               | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |        1410 | NS      | $185513.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                          | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |      730000 | PA      | $590387.22     | 0.01%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Mercury Systems Inc                               | Mercury Systems Inc                                                             | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |         610 | NS      | $27291.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Morinaga Milk Industry Co Ltd                     | Morinaga Milk Industry Co Ltd                                                   | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |       13300 | NS      | $505037.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Realty Capital Inc                         | Spirit Realty Capital Inc                                                       | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |       14518 | NS      | $579703.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaro Energy Indonesia Tbk PT                     | Adaro Energy Indonesia Tbk PT                                                   | CUSIP: 000000000<br>LEI: 529900P2WAH7XA87OI24 | Long             | EC               | CORP              | ID        |    11227400 | NS      | $2781171.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                        | Signature Bank/New York NY                                                      | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |        1705 | NS      | $196450.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -8 | NC      | $9989.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                      | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       81937 | NS      | $21747718.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                         | Orkla ASA                                                                       | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |       51120 | NS      | $368950.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Securities Co Ltd                         | Samsung Securities Co Ltd                                                       | CUSIP: 000000000<br>LEI: 988400RBTJTHNUOHE716 | Long             | EC               | CORP              | KR        |       31297 | NS      | $781111.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                      | Oshkosh Corp                                                                    | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |         661 | NS      | $58293.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                         | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         285 | NS      | $19437.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $686929.17     | 0.01%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Housing Development Finance Co                    | Housing Development Finance Corp Ltd                                            | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |        1956 | NS      | $62183.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Ltd                                 | Bank of China Ltd                                                               | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |     1107000 | NS      | $400655.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                       | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |       98000 | NS      | $4930995.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd                            | Sibanye Stillwater Ltd                                                          | CUSIP: 000000000<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |      307759 | NS      | $815939.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp                            | Webster Financial Corp                                                          | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |        1787 | NS      | $84596.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP DE INC                                  | APi Group DE Inc                                                                | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1648668.86    | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $61337.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-151221.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                           | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          58 | NS      | $267529.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1139102.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                         | Sampo Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       67518 | NS      | $3526431.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                          | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       69390 | NS      | $2877603.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Moody's Corp                                      | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        2800 | NS      | $780136.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Feng TAY Enterprise Co Ltd                        | Feng TAY Enterprise Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        3000 | NS      | $20098.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      121960 | NS      | $9609228.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                  | Boise Cascade Co                                                                | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       49900 | NS      | $3426633.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      830000 | PA      | $655885.19     | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1144000 | PA      | $1136334.45    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                | STORE Capital Corp                                                              | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |        2600 | NS      | $83356.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                      | Select Medical Holdings Corp                                                    | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17600 | NS      | $437008.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                        | Cigna Corp                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       81663 | NS      | $27058218.42   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2208734.65    | 0.02%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Okta Inc                                          | Okta Inc                                                                        | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |        1330 | NS      | $90878.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E-Commodities Holdings Ltd                        | E-Commodities Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      318000 | NS      | $64150.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3500000 | PA      | $2597950.04    | 0.02%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OneSpan Inc                                       | OneSpan Inc                                                                     | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |       48900 | NS      | $547191.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group SA                                   | Ardagh Group SA                                                                 | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | EC               | CORP              | LU        |         250 | NS      | $0.03          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Avista Corp                                       | Avista Corp                                                                     | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |        4000 | NS      | $177360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                       | Swisscom AG                                                                     | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |        1482 | NS      | $811856.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                            | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |       53300 | NS      | $356411.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33358.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties                     | Gaming and Leisure Properties Inc                                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      110865 | NS      | $5774957.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-213481.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       39025 | NS      | $1588707.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                         | Hess Corp                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       70959 | NS      | $10063405.38   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings                     | Integra LifeSciences Holdings Corp                                              | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |         790 | NS      | $44295.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                          | AAON Inc                                                                        | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6800 | NS      | $512176.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        7533 | NS      | $1021474.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                               | Exact Sciences Corp                                                             | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |       34167 | NS      | $1691608.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22000000 | PA      | $18663906.36   | 0.17%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1499.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                          | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        9470 | NS      | $320370.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nutanix Inc                                       | Nutanix Inc                                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        1055 | NS      | $27482.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritz Financial Group Inc                        | Meritz Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       26909 | NS      | $918562.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7770000 | PA      | $3779983.63    | 0.03%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                  | Venture Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |       19000 | NS      | $242177.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Holdings In                    | Spirit AeroSystems Holdings Inc                                                 | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10426 | NS      | $308609.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Telekom Austria AG                                | Telekom Austria AG                                                              | CUSIP: 000000000<br>LEI: 529900KCNFQU5OJH7L33 | Long             | EC               | CORP              | AT        |       43113 | NS      | $266392.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                      | Sartorius AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |       11383 | NS      | $4494873.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                     | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |        7449 | NS      | $524290.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                           | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |      623124 | NS      | $6156457.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Sulaiman Al Habib Medical S                    | Dr Sulaiman Al Habib Medical Services Group Co                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |         546 | NS      | $31884.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                         | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |       85500 | NS      | $512217.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   130595000 | PA      | $129487111.68  | 1.20%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                         | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      967479 | NS      | $4494618.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Taurus CMBS                                       | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |      857399 | PA      | $975542.05     | 0.01%             | 2031-08-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd                                 | Eicher Motors Ltd                                                               | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |         820 | NS      | $31889.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1578958.58    | 0.01%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8684.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                         | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      135517 | NS      | $15653491.95   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $203602.73     | 0.00%             | 2033-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Encore Wire Corp                                  | Encore Wire Corp                                                                | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27150 | NS      | $3734754.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Spirax-Sarco Engineering PLC                      | Spirax-Sarco Engineering PLC                                                    | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |        4094 | NS      | $522929.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                        | Sixth Street CLO XVI Ltd                                                        | CUSIP: 83012DAA1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |    29250000 | PA      | $29012057.10   | 0.27%             | 2032-10-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                            | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       24660 | NS      | $531669.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N                    | First Bancorp/Southern Pines NC                                                 | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8439 | NS      | $361526.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                           | ADT Inc                                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2195 | NS      | $19908.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                  | DEUTSCHE BANK AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $281462.86     | 0.00%             | 2025-04-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| PC Connection Inc                                 | PC Connection Inc                                                               | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |        1800 | NS      | $84420.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                          | Volvo AB                                                                        | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       23376 | NS      | $443823.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Immunovant Inc                                    | Immunovant Inc                                                                  | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       39100 | NS      | $694025.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIKA SLOVENIJA                               | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      100000 | PA      | $94499.91      | 0.00%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                      | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      418709 | NS      | $4887800.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                       | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      243400 | NS      | $8747863.23    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aselsan Elektronik Sanayi Ve T                    | Aselsan Elektronik Sanayi Ve Ticaret AS                                         | CUSIP: 000000000<br>LEI: 7890008XT4M710MU8714 | Long             | EC               | CORP              | TR        |      195319 | NS      | $648430.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co Ltd                             | Tokyo Tatemono Co Ltd                                                           | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |       13500 | NS      | $163435.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                      | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       10515 | NS      | $4082393.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                               | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       33435 | NS      | $1083294.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Shift4 Payments Inc                               | Shift4 Payments Inc                                                             | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13271 | NS      | $742247.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| S&P Global Inc                                    | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       24848 | NS      | $8322589.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS Group AG                                      | SFS Group AG                                                                    | CUSIP: 000000000<br>LEI: 391200RQ38WAM4BJBO16 | Long             | EC               | CORP              | CH        |        1805 | NS      | $170787.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CEZ AS                                            | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |       15235 | NS      | $518097.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1644090.35    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                   | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      199175 | NS      | $18561118.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DH EUROPE FINANCE II                              | DH Europe Finance II Sarl                                                       | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     4460000 | PA      | $3226777.66    | 0.03%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                     | Discover Bank                                                                   | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |      695000 | PA      | $640154.19     | 0.01%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      915000 | PA      | $820715.80     | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      725000 | PA      | $722913.71     | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                          | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        4200 | NS      | $1583526.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hope Corp Ltd                                 | New Hope Corp Ltd                                                               | CUSIP: 000000000<br>LEI: 254900DHRUGXZSLSNZ83 | Long             | EC               | CORP              | AU        |       43500 | NS      | $186818.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LIX Ltd                                                    | CUSIP: 55822EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2694428.28    | 0.02%             | 2034-01-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2633697.18    | 0.02%             | 2026-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd                                         | CITIC Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | CN        |      550000 | NS      | $578287.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $69312.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2021-V Ltd                                                         | CUSIP: 12565EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9000000 | PA      | $8786189.70    | 0.08%             | 2034-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| QuantumScape Corp                                 | QuantumScape Corp                                                               | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2685 | NS      | $15223.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IQVIA Holdings Inc                                | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       26400 | NS      | $5409096.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 Value ETF                    | iShares Russell 1000 Value ETF                                                  | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |       20150 | NS      | $3055747.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       72313 | NS      | $14407642.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-156225.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                    | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      557100 | NS      | $5067403.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Watsco Inc                                        | Watsco Inc                                                                      | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         166 | NS      | $41400.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                 | U-Haul Holding Co                                                               | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |          92 | NS      | $5537.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                      | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       14098 | NS      | $3446820.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Macnica Holdings Inc                              | Macnica Holdings Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       22100 | NS      | $522984.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $2676907.34    | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MiMedx Group Inc                                  | MiMedx Group Inc                                                                | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      199200 | NS      | $553776.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chart Industries Inc                              | Chart Industries Inc                                                            | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |        1000 | NS      | $115230.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dave & Buster's Entertainment                     | Dave & Buster's Entertainment Inc                                               | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |       20700 | NS      | $733608.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                               | Energy Recovery Inc                                                             | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |       12127 | NS      | $248482.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                    | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       13720 | NS      | $1302714.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                | Vertiv Holdings Co                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        2625 | NS      | $35857.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                             | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        2245 | NS      | $90293.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       12900 | NS      | $1342632.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $130712.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                            | Discover Financial Services                                                     | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |      575000 | PA      | $553748.31     | 0.01%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3100000 | PA      | $2453123.50    | 0.02%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen AG                                     | Volkswagen AG                                                                   | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |        2171 | NS      | $340577.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peapack-Gladstone Financial Co                    | Peapack-Gladstone Financial Corp                                                | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |        3900 | NS      | $145158.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A                    | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | EC               | CORP              | TR        |      102025 | NS      | $205713.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |       50875 | NS      | $535171.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                           | ITC Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |       69092 | NS      | $276558.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                 | Omnicom Group Inc                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        5380 | NS      | $438846.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                              | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       71414 | NS      | $2546623.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                        | Sabre Corp                                                                      | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      108100 | NS      | $668058.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Driven Brands Holdings Inc                        | Driven Brands Holdings Inc                                                      | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         525 | NS      | $14337.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS REPUBLIC OF ESTONIA                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5755.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                         | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        7000 | NS      | $357980.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                            | First Internet Bancorp                                                          | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |       13700 | NS      | $332636.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldar Properties PJSC                             | Aldar Properties PJSC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |       20006 | NS      | $24038.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| G8 Education Ltd                                  | G8 Education Ltd                                                                | CUSIP: 000000000<br>LEI: 5299008FNTQ0LDQ3UZ44 | Long             | EC               | CORP              | AU        |      612316 | NS      | $460859.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                               | SVB Financial Group                                                             | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        1115 | NS      | $256606.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amada Co Ltd                                      | Amada Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |      160000 | NS      | $1245976.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                         | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       36187 | NS      | $582147.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10085.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                            | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     1293000 | PA      | $1024920.01    | 0.01%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                 | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        5480 | NS      | $273178.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Grainger PLC                                      | Grainger PLC                                                                    | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               | CORP              | GB        |      109913 | NS      | $335748.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      684565 | NS      | $18093052.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of the Philippine Islands                    | Bank of the Philippine Islands                                                  | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |        9000 | NS      | $16508.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      470000 | PA      | $405005.14     | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Donaldson Co Inc                                  | Donaldson Co Inc                                                                | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       11240 | NS      | $661698.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UTAH ACQUISITION SUB                              | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      955000 | PA      | $723621.09     | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                          | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LAJ8<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $546489.11     | 0.01%             | 2031-03-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Advantage Solutions Inc                           | Advantage Solutions Inc                                                         | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       91400 | NS      | $190112.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Iren SpA                                          | Iren SpA                                                                        | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | EC               | CORP              | IT        |      434730 | NS      | $682743.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      269279 | NS      | $48647944.14   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPO ACQUISITION LLC/FI                          | Tempo Acquisition LLC / Tempo Acquisition Finance Corp                          | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1855951.45    | 0.02%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mr Cooper Group Inc                               | Mr Cooper Group Inc                                                             | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       16800 | NS      | $674184.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13207.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1973000 | PA      | $1801156.97    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Axon Enterprise Inc                               | Axon Enterprise Inc                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |         155 | NS      | $25719.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                           | Box Inc                                                                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |       55700 | NS      | $1733941.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      575000 | PA      | $505395.97     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     2000000 | PA      | $1764636.83    | 0.02%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    30101792 | PA      | $1046049.31    | 0.01%             | 2026-03-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $374546.17     | 0.00%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Unilever Indonesia Tbk PT                         | Unilever Indonesia Tbk PT                                                       | CUSIP: 000000000<br>LEI: 549300MUHUFNRRI19O72 | Long             | EC               | CORP              | ID        |       49400 | NS      | $14922.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                            | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        4346 | NS      | $396050.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                     | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      147785 | NS      | $1718739.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Or                    | Hellenic Telecommunications Organization SA                                     | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |       95033 | NS      | $1484331.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                       | Healthcare Realty Trust Inc                                                     | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |        5206 | NS      | $100319.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                          | EUR/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-130527.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                          | Diamond Sports Group LLC                                                        | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |      111923 | PA      | $104088.37     | 0.00%             | 2026-05-25      | Floating      | 12.33%                | No            |                  3 | On Loan: No      |
| National Fuel Gas Co                              | National Fuel Gas Co                                                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |         825 | NS      | $52222.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Macy's Inc                                        | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      236160 | NS      | $4876704.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                         | Chegg Inc                                                                       | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |       40800 | NS      | $1031016.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                      | Sanmina Corp                                                                    | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       35400 | NS      | $2028066.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Prologis REIT Inc                          | Nippon Prologis REIT Inc                                                        | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               | CORP              | JP        |          97 | NS      | $227423.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Gas Group Ltd                     | China Resources Gas Group Ltd                                                   | CUSIP: 000000000<br>LEI: 529900A0E1J5JSOKEK83 | Long             | EC               | CORP              | HK        |        4800 | NS      | $17906.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maire Tecnimont SpA                               | Maire Tecnimont SpA                                                             | CUSIP: 000000000<br>LEI: 815600D85A61200A1B83 | Long             | EC               | CORP              | IT        |      285194 | NS      | $948602.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Guangzhou Kingmed Diagnostics                     | Guangzhou Kingmed Diagnostics Group Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        4700 | NS      | $53019.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp                                        | Terex Corp                                                                      | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       47600 | NS      | $2033472.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Samsung C&T Corp                                  | Samsung C&T Corp                                                                | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |         474 | NS      | $42703.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                        | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      120390 | NS      | $5250207.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $626500.72     | 0.01%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                            | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8775 | NS      | $325026.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunello Cucinelli SpA                            | Brunello Cucinelli SpA                                                          | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |       39742 | NS      | $2940549.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                    | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       49100 | NS      | $4341397.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                        | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $705984.88     | 0.01%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25025.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assured Guaranty Ltd                              | Assured Guaranty Ltd                                                            | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |         760 | NS      | $47317.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $73738.54      | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                     | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       12910 | NS      | $2459225.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      360000 | PA      | $292205.73     | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International                    | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       96964 | NS      | $6205696.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       28315 | NS      | $1095790.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                     | Coherent Corp                                                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |        1099 | NS      | $38574.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      195000 | PA      | $118720.60     | 0.00%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                    | Bain Capital Credit CLO 2019-2                                                  | CUSIP: 05682LAJ6<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |     8000000 | PA      | $7850564.00    | 0.07%             | 2032-10-17      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| GungHo Online Entertainment In                    | GungHo Online Entertainment Inc                                                 | CUSIP: 000000000<br>LEI: 529900TH7FB4RV6F5S47 | Long             | EC               | CORP              | JP        |      134900 | NS      | $2178910.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co Ltd                                   | MonotaRO Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       36400 | NS      | $512726.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Under Armour Inc                                  | Under Armour Inc                                                                | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |        2055 | NS      | $18330.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                    | PDC Energy Inc                                                                  | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       53093 | NS      | $3370343.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                         | Amcor PLC                                                                       | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | GB        |       38995 | NS      | $464430.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeTrust Bancshares Inc                          | HomeTrust Bancshares Inc                                                        | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20300 | NS      | $490651.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc                                         | Canon Inc                                                                       | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       20900 | NS      | $452361.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                         | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        2320 | NS      | $115698.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                      | Veracyte Inc                                                                    | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      101300 | NS      | $2403849.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Financial Institutions Inc                        | Financial Institutions Inc                                                      | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29700 | NS      | $723492.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                        | Apple Hospitality REIT Inc                                                      | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      269543 | NS      | $4253388.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                        | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $282407.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corp                                        | Ciena Corp                                                                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        1525 | NS      | $77744.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                  | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |       16357 | NS      | $13841947.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                    | Kingfisher PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     1329540 | NS      | $3777523.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                        | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |       10800 | NS      | $237393.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                           | Becton Dickinson and Co                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       17346 | NS      | $4411087.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                         | iStar Inc                                                                       | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      205950 | NS      | $1571398.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1205000 | PA      | $892676.05     | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      865000 | PA      | $768206.50     | 0.01%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                       | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      256280 | NS      | $5945696.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                             | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      295276 | NS      | $7302175.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      335000 | PA      | $273275.92     | 0.00%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp                             | Integer Holdings Corp                                                           | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       21500 | NS      | $1471890.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables                     | Exeter Automobile Receivables Trust 2021-3                                      | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $1815017.60    | 0.02%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Full Truck Alliance Co Ltd                        | Full Truck Alliance Co Ltd                                                      | CUSIP: 35969L108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      194083 | NS      | $1552664.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Acuity Brands Inc                                 | Acuity Brands Inc                                                               | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11538 | NS      | $1910808.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA Trust                                        | MFA 2021-RPL1 Trust                                                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1677410 | PA      | $1468603.21    | 0.01%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc                    | AMC Entertainment Holdings Inc                                                  | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |        5305 | NS      | $21591.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CMS Energy Corp                                   | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        9379 | NS      | $593972.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                      | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      241808 | NS      | $2945503.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit                    | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       12164 | NS      | $1909626.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                               | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       33514 | NS      | $10399729.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                    | Omega Healthcare Investors Inc                                                  | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       21893 | NS      | $611909.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1188844.56    | 0.01%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | Eurex 30 Year Euro BUXL                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          14 | NC      | $-391539.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912796YV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    59000000 | PA      | $58178200.80   | 0.54%             | 2023-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Atlantic Union Bankshares Corp                    | Atlantic Union Bankshares Corp                                                  | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5400 | NS      | $189756.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati                    | Science Applications International Corp                                         | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |         590 | NS      | $65448.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                 | ACI Worldwide Inc                                                               | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |        7500 | NS      | $172500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kemper Corp                                       | Kemper Corp                                                                     | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |         845 | NS      | $41574.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp                                 | Jamf Holding Corp                                                               | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |         105 | NS      | $2236.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coronado Global Resources Inc                     | Coronado Global Resources Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     1851070 | NS      | $2502742.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| K. WAH INT'L                                      | K Wah International Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 529900ZOP51K5LHLPK04 | Long             | EC               | CORP              | HK        |     7637000 | NS      | $2651186.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO International Inc                           | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       26410 | NS      | $3306532.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                             | Rivian Automotive Inc                                                           | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5370 | NS      | $98969.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CROATIA                                           | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     3000000 | PA      | $2656990.71    | 0.02%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land & Houses PCL                                 | Land & Houses PCL                                                               | CUSIP: 000000000<br>LEI: 529900O7AEACUWP7KS87 | Long             | EC               | CORP              | TH        |     2877200 | NS      | $822438.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding                    | Telefonica Deutschland Holding AG                                               | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |      281816 | NS      | $692144.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                       | B3 SA - Brasil Bolsa Balcao                                                     | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |      166201 | NS      | $415273.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-215545.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc                                        | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        3245 | NS      | $197977.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                          | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |        3085 | NS      | $754529.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Accel Entertainment Inc                           | Accel Entertainment Inc                                                         | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       38200 | NS      | $294140.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Gartner Inc                                       | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       16801 | NS      | $5647488.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | PLN/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6544.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                       | Informa PLC                                                                     | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      108655 | NS      | $810540.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc                                      | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        2575 | NS      | $224926.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mytilineos SA                                     | Mytilineos SA                                                                   | CUSIP: 000000000<br>LEI: 213800KT8MEUJEJ2KW41 | Long             | EC               | CORP              | GR        |       30205 | NS      | $656223.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       56813 | NS      | $25935134.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumber Alfaria Trijaya Tbk PT                     | Sumber Alfaria Trijaya Tbk PT                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |       90200 | NS      | $15372.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Organogenesis Holdings Inc                        | Organogenesis Holdings Inc                                                      | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      149800 | NS      | $402962.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NMI Holdings Inc                                  | NMI Holdings Inc                                                                | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       84400 | NS      | $1763960.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                         | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       16160 | NS      | $1162550.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | S&P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         108 | NC      | $5685729.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sheng Siong Group Ltd                             | Sheng Siong Group Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      186000 | NS      | $228903.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2237818.95    | 0.02%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| Micro-Star International Co Lt                    | Micro-Star International Co Ltd                                                 | CUSIP: 000000000<br>LEI: 254900F4E0BDGJSSD870 | Long             | EC               | CORP              | TW        |      137000 | NS      | $531289.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 Nord Norge                            | SpareBank 1 Nord Norge                                                          | CUSIP: 000000000<br>LEI: 549300SXM92LQ05OJQ76 | Long             | EC               | CORP              | NO        |      161350 | NS      | $1580007.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Brands Holdings Inc                      | Spectrum Brands Holdings Inc                                                    | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |         435 | NS      | $26500.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH LIMITED                                       | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $224571.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                              | Invitation Homes Inc                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21175 | NS      | $627627.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-159361.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                               | Leggett & Platt Inc                                                             | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |        1360 | NS      | $43832.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                      | Six Flags Entertainment Corp                                                    | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |         385 | NS      | $8951.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                       | Chemed Corp                                                                     | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         105 | NS      | $53595.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc                      | Plymouth Industrial REIT Inc                                                    | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20054 | NS      | $384635.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Adaptive Biotechnologies Corp                     | Adaptive Biotechnologies Corp                                                   | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |       41300 | NS      | $315532.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solution                    | Allscripts Healthcare Solutions Inc                                             | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |       22500 | NS      | $396900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                          | Acadia Healthcare Co Inc                                                        | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       58215 | NS      | $4792258.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                        | Axalta Coating Systems Ltd                                                      | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |        1715 | NS      | $43681.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                       | Heineken NV                                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |       18570 | NS      | $1749150.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd                              | HCL Technologies Ltd                                                            | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |       62106 | NS      | $778864.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Lending Corp                                 | Open Lending Corp                                                               | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10935 | NS      | $73811.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                        | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        6910 | NS      | $910807.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX FINANCE CO SA                             | Cellnex Finance Co SA                                                           | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     4600000 | PA      | $3602307.80    | 0.03%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Covivio                                           | Covivio                                                                         | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |       11275 | NS      | $669267.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ CheilJedang Corp                               | CJ CheilJedang Corp                                                             | CUSIP: 000000000<br>LEI: 9884008938PK154I3A92 | Long             | EC               | CORP              | KR        |        1722 | NS      | $517996.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                   | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $137991.82     | 0.00%             | 2026-02-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                              | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |       23100 | NS      | $577219.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Obara Group Inc                                   | Obara Group Inc                                                                 | CUSIP: 000000000<br>LEI: 3538003M0UGWDBTV2318 | Long             | EC               | CORP              | JP        |       19500 | NS      | $533300.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Match Group Inc                                   | Match Group Inc                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |        4555 | NS      | $188986.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                        | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       37100 | NS      | $3649310.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1001572.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MATTEL INC                                        | Mattel Inc                                                                      | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $921405.31     | 0.01%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $193451.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masonite International Corp                       | Masonite International Corp                                                     | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |        1400 | NS      | $112854.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ingredion Inc                                     | Ingredion Inc                                                                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |         670 | NS      | $65613.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SpA                                           | A2A SpA                                                                         | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |      114710 | NS      | $152938.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                    | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        3341 | NS      | $1640014.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Perdoceo Education Corp                           | Perdoceo Education Corp                                                         | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       74500 | NS      | $1035550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                            | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |         506 | NS      | $80641.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas CMPC SA                                  | Empresas CMPC SA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |        5922 | NS      | $9873.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $35820.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       58131 | NS      | $4874284.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yageo Corp                                        | Yageo Corp                                                                      | CUSIP: 000000000<br>LEI: 5493001P0TOZH7GGNQ21 | Long             | EC               | CORP              | TW        |        2000 | NS      | $29149.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbutus Biopharma Corp                            | Arbutus Biopharma Corp                                                          | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | US        |       84100 | NS      | $195953.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Media Corp-Liberty Sir                    | Liberty Media Corp-Liberty SiriusXM                                             | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         585 | NS      | $22996.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Genpact Ltd                                       | Genpact Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |         915 | NS      | $42382.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-206406.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      575000 | PA      | $508765.88     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| La Francaise des Jeux SAEM                        | La Francaise des Jeux SAEM                                                      | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |        9612 | NS      | $386772.82     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Leslie's Inc                                      | Leslie's Inc                                                                    | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         165 | NS      | $2014.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecoagro SA                                      | Adecoagro SA                                                                    | CUSIP: 000000000<br>LEI: 529900Q00UR5LFELO811 | Long             | EC               | CORP              | AR        |       50247 | NS      | $416547.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2624148.96    | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IFF                                               | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        6638 | NS      | $695927.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1470229.79    | 0.01%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1985 | NC      | $138350.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                  | SPS Commerce Inc                                                                | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |        6700 | NS      | $860481.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Unilever Ltd                            | Hindustan Unilever Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |        5914 | NS      | $182703.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Entertainment Inc                          | Golden Entertainment Inc                                                        | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |        5200 | NS      | $194480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASE Technology Holding Co Ltd                     | ASE Technology Holding Co Ltd                                                   | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |      211000 | NS      | $641098.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                | Burberry Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |      109463 | NS      | $2661282.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                       | Dr Reddy's Laboratories Ltd                                                     | CUSIP: 000000000<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |        1122 | NS      | $57383.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana Inc                                          | Dana Inc                                                                        | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       94200 | NS      | $1425246.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                        | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      347517 | NS      | $1374991.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshin Oillio Group Ltd/The                      | Nisshin Oillio Group Ltd/The                                                    | CUSIP: 000000000<br>LEI: 549300DMFXTY70ZEGQ59 | Long             | EC               | CORP              | JP        |       26800 | NS      | $668990.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                        | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      157882 | NS      | $10522835.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                              | Hermes International                                                            | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       10726 | NS      | $16602266.33   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| American Assets Trust Inc                         | American Assets Trust Inc                                                       | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10000 | NS      | $265000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wellfleet CLO Ltd                                 | Wellfleet Clo 2019-1 Ltd                                                        | CUSIP: 94950NAN2<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |    13600000 | PA      | $13225726.64   | 0.12%             | 2032-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                         | Unibail-Rodamco-Westfield                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       19205 | NS      | $1003964.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermon Group Holdings Inc                        | Thermon Group Holdings Inc                                                      | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |       21000 | NS      | $421680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -26160000 | OU      | $-33515.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       60000 | PA      | $51005.59      | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                 | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      212000 | NS      | $4273969.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc                              | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        1295 | NS      | $273115.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                         | National Instruments Corp                                                       | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |        1165 | NS      | $42988.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       19585 | NS      | $481203.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                          | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       34569 | NS      | $8011365.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi British Bank/The                            | Saudi British Bank/The                                                          | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |        4928 | NS      | $50701.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orron Energy ab                                   | Orron Energy ab                                                                 | CUSIP: 000000000<br>LEI: 549300IULC8F8IGXKI15 | Long             | EC               | CORP              | SE        |       16104 | NS      | $34806.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        4860 | NS      | $611096.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1152251.90    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-81450.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Torii Pharmaceutical Co Ltd                       | Torii Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       66600 | NS      | $1471982.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co Inc                    | Petco Health & Wellness Co Inc                                                  | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |         780 | NS      | $7394.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                            | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        2263 | NS      | $313040.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRITZ AG                                        | ANDRITZ AG                                                                      | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |       53617 | NS      | $3069150.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       60055 | NS      | $4908895.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       53000 | NS      | $5458470.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmode Ltd                                        | Inmode Ltd                                                                      | CUSIP: 000000000<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |       33000 | NS      | $1178100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corp                                      | Navient Corp                                                                    | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |       60300 | NS      | $991935.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| New World Development Co Ltd                      | New World Development Co Ltd                                                    | CUSIP: 000000000<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |      183500 | NS      | $514750.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                 | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       47169 | NS      | $830930.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $62810.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                          | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $898096.10     | 0.01%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                               | Swatch Group AG/The                                                             | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |        1794 | NS      | $509891.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp                                          | FMC Corp                                                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        2866 | NS      | $357676.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                               | Payoneer Global Inc                                                             | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       82600 | NS      | $451822.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                        | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      110644 | NS      | $10285466.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Energisa SA                                       | Energisa SA                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       56200 | NS      | $470744.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      572565 | NS      | $23641208.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN BK RECON & DEV                           | European Bank for Reconstruction & Development                                  | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       | 20000000000 | PA      | $1173117.07    | 0.01%             | 2028-02-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      475000 | PA      | $366268.89     | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1032585.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                            | Sanofi                                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      158031 | NS      | $15238389.92   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichiha Corp                                      | Nichiha Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       31600 | NS      | $633952.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iRhythm Technologies Inc                          | iRhythm Technologies Inc                                                        | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |        5700 | NS      | $533919.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                    | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      309330 | NS      | $12172135.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                                   | PerkinElmer Inc                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        3321 | NS      | $465670.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                 | DISH Network Corp                                                               | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |       43870 | NS      | $615934.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TOPBUILD CORP                                     | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      650000 | PA      | $528102.06     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| ResMed Inc                                        | ResMed Inc                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        2500 | NS      | $520325.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -26160000 | OU      | $-27697.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                           | Home Equity Asset Trust                                                         | CUSIP: 2254W0AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      968854 | PA      | $947197.49     | 0.01%             | 2033-05-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| BPER Banca                                        | BPER Banca                                                                      | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |      256575 | NS      | $526024.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      390000 | PA      | $361382.43     | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                         | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       11330 | NS      | $744381.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Sir                    | Liberty Media Corp-Liberty SiriusXM                                             | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1145 | NS      | $44803.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                             | Customers Bancorp Inc                                                           | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       22600 | NS      | $640484.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nanjing Co Ltd                            | Bank of Nanjing Co Ltd                                                          | CUSIP: 000000000<br>LEI: 300300C1086932000062 | Long             | EC               | CORP              | CN        |        4400 | NS      | $6617.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schnitzer Steel Industries Inc                    | Schnitzer Steel Industries Inc                                                  | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |       15100 | NS      | $462815.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2747781.29    | 0.03%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                      | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5224.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TrueBlue Inc                                      | TrueBlue Inc                                                                    | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5100 | NS      | $99858.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                 | Qurate Retail Inc                                                               | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |      224100 | NS      | $365283.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEXX Laboratories Inc                            | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        1300 | NS      | $530348.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DP WORLD PLC                                      | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      700000 | PA      | $700609.53     | 0.01%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4535000 | PA      | $3471389.40    | 0.03%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                        | Insmed Inc                                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       59600 | NS      | $1190808.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                     | Insperity Inc                                                                   | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       15300 | NS      | $1738080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | Kellogg Co                                                                      | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        5365 | NS      | $382202.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    22790000 | OU      | $38915.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Komeri Co Ltd                                     | Komeri Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       42600 | NS      | $883010.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk PT                            | United Tractors Tbk PT                                                          | CUSIP: 000000000<br>LEI: 529900N9ELYOWQV4FW14 | Long             | EC               | CORP              | ID        |      287100 | NS      | $481258.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                  | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1355433.11    | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                             | Spark New Zealand Ltd                                                           | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |      412066 | NS      | $1410820.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                       | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       87402 | NS      | $11332540.01   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-518.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suzano SA                                         | Suzano SA                                                                       | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |       23600 | NS      | $217900.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                          | EnLink Midstream Partners LP                                                    | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      350000 | PA      | $286968.89     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                         | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        2532 | NS      | $323868.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -20330000 | OU      | $-116462.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1250000 | PA      | $1029304.58    | 0.01%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                       | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $825030.18     | 0.01%             | 2029-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                             | Trend Micro Inc/Japan                                                           | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |       16600 | NS      | $776337.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        5895 | NS      | $4253183.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | Eurex 5 Year Euro BOBL                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -35 | NC      | $139379.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                             | Carlyle Group Inc/The                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       90820 | NS      | $2710068.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                               | Clearway Energy Inc                                                             | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       51900 | NS      | $1654053.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Popular ABS Mortgage Pass-Thro                    | Popular ABS Mortgage Pass-Through Trust 2005-5                                  | CUSIP: 73316PGH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      396777 | PA      | $385489.84     | 0.00%             | 2035-11-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      445000 | PA      | $359254.49     | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       59405 | NS      | $18667282.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                             | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     5180000 | PA      | $2707756.16    | 0.03%             | 2052-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOC Holding AS                                    | KOC Holding AS                                                                  | CUSIP: 000000000<br>LEI: 7890005U0H950VH19H45 | Long             | EC               | CORP              | TR        |      337495 | NS      | $1514119.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                 | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27463 | NS      | $2405758.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group Inc                                  | Dentsu Group Inc                                                                | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |       18400 | NS      | $577220.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDC Mortgage Capital Trust                        | CDC Mortgage Capital Trust 2003-HE1                                             | CUSIP: 12506YAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      551055 | PA      | $554951.32     | 0.01%             | 2033-08-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Hackett Group Inc/The                             | Hackett Group Inc/The                                                           | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |       29800 | NS      | $607026.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    26160000 | OU      | $87209.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      145000 | PA      | $111726.81     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Dollar General Corp                               | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       46200 | NS      | $11376750.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1316160.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $233025.15     | 0.00%             | 2041-10-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                          | Wilmar International Ltd                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     2315700 | NS      | $7214276.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp                                          | SLM Corp                                                                        | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      429409 | NS      | $7128189.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                             | Nabors Industries Ltd                                                           | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |        1500 | NS      | $232305.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                            | Southwestern Energy Co                                                          | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |       10585 | NS      | $61922.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       25016 | NS      | $1586764.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Reinsurance Group of America I                    | Reinsurance Group of America Inc                                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       46571 | NS      | $6617273.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                             | Helmerich & Payne Inc                                                           | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |        2400 | NS      | $118968.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | CDS REPUBLIC OF POLAND                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $4394.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                      | Eagle Pharmaceuticals Inc/DE                                                    | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       12900 | NS      | $377067.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-631313.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                 | Generate CLO 2 Ltd                                                              | CUSIP: 98625TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | PA      | $14815189.50   | 0.14%             | 2031-01-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sojitz Corp                                       | Sojitz Corp                                                                     | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |       13200 | NS      | $251507.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaken Pharmaceutical Co Ltd                       | Kaken Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       45400 | NS      | $1338436.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FTI Consulting Inc                                | FTI Consulting Inc                                                              | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |         194 | NS      | $30807.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1054.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                                | Kilroy Realty Corp                                                              | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |        1190 | NS      | $46017.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO I Ltd.                                | Elmwood CLO I Ltd                                                               | CUSIP: 290015AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9898822.00    | 0.09%             | 2033-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                        | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       32705 | NS      | $11711587.12   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -23410000 | OU      | $-1775.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co/The                                     | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        2323 | NS      | $325986.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Compal Electronics Inc                            | Compal Electronics Inc                                                          | CUSIP: 000000000<br>LEI: 529900ZPKWFDL21LW166 | Long             | EC               | CORP              | TW        |      679000 | NS      | $508582.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      245385 | NS      | $5822986.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Impac Secured Assets Corp.                        | Impac Secured Assets Trust 2006-1                                               | CUSIP: 45254TTP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       63252 | PA      | $53577.05      | 0.00%             | 2036-05-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                              | Deckers Outdoor Corp                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       11440 | NS      | $4566390.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                               | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       28702 | NS      | $2404940.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Joincare                                          | Joincare Pharmaceutical Group Industry Co Ltd                                   | CUSIP: 000000000<br>LEI: 3003006PUWUKPH72TS46 | Long             | EC               | CORP              | CN        |       30600 | NS      | $49864.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1415000 | PA      | $1040188.81    | 0.01%             | 2029-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                       | Cencosud SA                                                                     | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | EC               | CORP              | CL        |     1350002 | NS      | $2222419.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingenia Communities Group                         | Ingenia Communities Group                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       55366 | NS      | $167539.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SiteOne Landscape Supply Inc                      | SiteOne Landscape Supply Inc                                                    | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |         200 | NS      | $23464.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Commercial Real Estate                     | Cantor Commercial Real Estate Lending 2019-CF3                                  | CUSIP: 12529TAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6800000 | PA      | $5725177.72    | 0.05%             | 2053-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IHH Healthcare Bhd                                | IHH Healthcare Bhd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      363900 | NS      | $513521.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $121280.00     | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shimano Inc                                       | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |        4900 | NS      | $774292.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASGN Inc                                          | ASGN Inc                                                                        | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |        2957 | NS      | $240936.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTL INC                             | Tempur Sealy International Inc                                                  | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      800000 | PA      | $671710.95     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Malibu Boats Inc                                  | Malibu Boats Inc                                                                | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27900 | NS      | $1487070.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                        | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |       50670 | NS      | $915687.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1061330.26    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3426949.96    | 0.03%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| China Railway Group Ltd                           | China Railway Group Ltd                                                         | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |       31000 | NS      | $16277.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5490000 | PA      | $2572579.69    | 0.02%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| News Corp                                         | News Corp                                                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        9950 | NS      | $181090.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                          | Volvo AB                                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      271268 | NS      | $4900076.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-238842.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      360000 | PA      | $210498.67     | 0.00%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                               | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |        5395 | NS      | $171776.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                  | ASR Nederland NV                                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |       97827 | NS      | $4648155.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS International CDA Inc                       | TELUS International CDA Inc                                                     | CUSIP: 87975H100<br>LEI: 549300VLM68O3RZJ7X31 | Long             | EC               | CORP              | CA        |       17583 | NS      | $347967.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tetra Tech Inc                                    | Tetra Tech Inc                                                                  | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |         320 | NS      | $46460.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                 | Syneos Health Inc                                                               | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |       58310 | NS      | $2138810.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -842 | NC      | $1363744.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greywolf CLO Ltd                                  | Greywolf CLO II Ltd                                                             | CUSIP: 398079AW3<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9704743.00    | 0.09%             | 2034-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                             | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        6590 | NS      | $669082.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                               | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       43536 | NS      | $4914711.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2465000 | PA      | $2151901.62    | 0.02%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                               | Swatch Group AG/The                                                             | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |        7096 | NS      | $368970.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northam Platinum Holdings Ltd                     | Northam Platinum Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 3789009D0712C7101695 | Long             | EC               | CORP              | ZA        |       58728 | NS      | $645811.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                       | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        9300 | NS      | $440076.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2327794.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RS GROUP PLC                                      | RS GROUP PLC                                                                    | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |       64301 | NS      | $692338.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Almarai Co JSC                                    | Almarai Co JSC                                                                  | CUSIP: 000000000<br>LEI: 549300B4EDUXYD2G6098 | Long             | EC               | CORP              | SA        |        1456 | NS      | $20740.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telos CLO Ltd                                     | Telos CLO 2013-4 Ltd                                                            | CUSIP: 87974HAS0<br>LEI: 635400UODWAQKOLDKL79 | Long             | ABS-CBDO         | CORP              | KY        |     9780367 | PA      | $9630323.95    | 0.09%             | 2030-01-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Bajaj Finserv Ltd                                 | Bajaj Finserv Ltd                                                               | CUSIP: 000000000<br>LEI: 3358001EH4I4IDMGQ326 | Long             | EC               | CORP              | IN        |        2250 | NS      | $41995.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                  | Carlisle Cos Inc                                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        2381 | NS      | $561082.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                | Capri Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | GB        |        1375 | NS      | $78815.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                      | Visteon Corp                                                                    | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       15200 | NS      | $1988616.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                             | Envista Holdings Corp                                                           | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |       91980 | NS      | $3096966.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Shockwave Medical Inc                             | Shockwave Medical Inc                                                           | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       12050 | NS      | $2477600.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11301.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hayfin Emerald CLO                                | Hayfin Emerald CLO V DAC                                                        | CUSIP: 000000000<br>LEI: 549300FO5F55WI5RCR50 | Long             | ABS-CBDO         | CORP              | IE        |    26500000 | PA      | $27803064.29   | 0.26%             | 2032-11-17      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                   | OGE Energy Corp                                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |        2045 | NS      | $80879.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                  | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      159090 | NS      | $3053267.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.HY.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    -4626000 | OU      | $-29104.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1569089.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Inc                                    | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       99260 | NS      | $7364099.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | Paramount Global                                                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       13860 | NS      | $233956.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      545000 | PA      | $396453.53     | 0.00%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                      | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      113112 | NS      | $7267446.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiumaojiu International Holdin                    | Jiumaojiu International Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 6556009ZSGTEPL7MEK84 | Long             | EC               | CORP              | CN        |      394604 | NS      | $1046162.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2000000 | PA      | $1554584.56    | 0.01%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Halma PLC                                         | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |       19700 | NS      | $469154.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec Inc                                        | MasTec Inc                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |         630 | NS      | $53757.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                | Light & Wonder Inc                                                              | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |       27100 | NS      | $1588060.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elders Ltd                                        | Elders Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900Y0SQG962QL6549 | Long             | EC               | CORP              | AU        |       97460 | NS      | $668988.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RioCan REIT                                       | RioCan Real Estate Investment Trust                                             | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |       46206 | NS      | $721072.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      775000 | PA      | $659662.44     | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4397.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                               | HKT Trust & HKT Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      463000 | NS      | $566769.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                      | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |      797639 | NS      | $5319172.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group Inc                       | American Airlines Group Inc                                                     | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15710 | NS      | $199831.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aon PLC                                           | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |        5670 | NS      | $1701793.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     3800000 | PA      | $3724582.12    | 0.03%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics Plc                          | Horizon Therapeutics Plc                                                        | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |      101192 | NS      | $11515649.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2048257.78    | 0.02%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Stericycle Inc                                    | Stericycle Inc                                                                  | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |         940 | NS      | $46896.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                  | Cirrus Logic Inc                                                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       15660 | NS      | $1166356.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GSK PLC                                           | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      661035 | NS      | $11424823.27   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       94941 | NS      | $53084361.33   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2241185.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                       | Aalberts NV                                                                     | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |        6732 | NS      | $262227.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fletcher Building Ltd                             | Fletcher Building Ltd                                                           | CUSIP: 000000000<br>LEI: 549300UPHQTT2LG75045 | Long             | EC               | CORP              | NZ        |      156174 | NS      | $467579.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $894424.36     | 0.01%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CMOC Group Ltd                                    | CMOC Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |       21000 | NS      | $9620.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetScout Systems Inc                              | NetScout Systems Inc                                                            | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       43450 | NS      | $1412559.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group I                    | First Watch Restaurant Group Inc                                                | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19800 | NS      | $267894.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hamamatsu Photonics KK                            | Hamamatsu Photonics KK                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       21000 | NS      | $1002282.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KB HOME                                           | KB Home                                                                         | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $848268.06     | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Pinnacle West Capital Corp                        | Pinnacle West Capital Corp                                                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        3055 | NS      | $232302.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.39.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $119851.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                 | Brown-Forman Corp                                                               | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |         190 | NS      | $12494.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                  | Vail Resorts Inc                                                                | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |          30 | NS      | $7150.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdi                    | Argo Group International Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |       27400 | NS      | $708290.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                               | TreeHouse Foods Inc                                                             | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       36300 | NS      | $1792494.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                        | Genmab A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        4326 | NS      | $1829010.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daan Gene Co Ltd                                  | Daan Gene Co Ltd                                                                | CUSIP: 000000000<br>LEI: 30030092WPRQ87CXPM21 | Long             | EC               | CORP              | CN        |       17700 | NS      | $39746.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-476783.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries                     | Huntington Ingalls Industries Inc                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         928 | NS      | $214071.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Is Bankasi AS                             | Turkiye Is Bankasi AS                                                           | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |     1121483 | NS      | $767678.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charoen Pokphand Foods PCL                        | Charoen Pokphand Foods PCL                                                      | CUSIP: 000000000<br>LEI: 529900FJ3AI2GKGIWK15 | Long             | EC               | CORP              | TH        |       30000 | NS      | $21449.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                            | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        9300 | NS      | $322059.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vornado Realty Trust                              | Vornado Realty Trust                                                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4010 | NS      | $83448.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AssetMark Financial Holdings I                    | AssetMark Financial Holdings Inc                                                | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |       12322 | NS      | $283406.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3845.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    22150000 | OU      | $5303.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                     | Pinterest Inc                                                                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28700 | NS      | $696836.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-274321.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      800000 | PA      | $772719.50     | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      233787 | NS      | $25667474.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                                  | Copa Holdings SA                                                                | CUSIP: 000000000<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |         310 | NS      | $25782.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancolombia SA                                    | Bancolombia SA                                                                  | CUSIP: 000000000<br>LEI: 54930052NWJRPNMP1W58 | Long             | EP               | CORP              | CO        |        3255 | NS      | $22457.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                        | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        4299 | NS      | $625762.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                                 | Crane Holdings Co                                                               | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |         480 | NS      | $48216.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1170000 | PA      | $995446.41     | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1155000 | PA      | $892060.09     | 0.01%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Columbia Sportswear Co                            | Columbia Sportswear Co                                                          | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |         391 | NS      | $34243.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                      | Adtalem Global Education Inc                                                    | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       21700 | NS      | $770350.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                              | First Merchants Corp                                                            | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |        4400 | NS      | $180884.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Airports of Thailand PCL                          | Airports of Thailand PCL                                                        | CUSIP: 000000000<br>LEI: 5299006VS4CU6LW0TY22 | Long             | EC               | CORP              | TH        |      390979 | NS      | $846265.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                     | Sonae SGPS SA                                                                   | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |      601131 | NS      | $602218.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnit PJSC                                       | Magnit PJSC                                                                     | CUSIP: 000000000<br>LEI: 2534009KKPTVL99W2Y12 | Long             | EC               | CORP              | RU        |        5159 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hon Hai Precision Industry Co                     | Hon Hai Precision Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      200000 | NS      | $648246.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                           | Akamai Technologies Inc                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        4103 | NS      | $345882.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HENGAN INT'L                                      | Hengan International Group Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        5000 | NS      | $26509.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                 | Brunswick Corp/DE                                                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |        8167 | NS      | $588677.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $30936.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hub Group Inc                                     | Hub Group Inc                                                                   | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8100 | NS      | $643869.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                   | Otter Tail Corp                                                                 | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6600 | NS      | $387486.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3205000 | PA      | $2737270.31    | 0.03%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB d                    | Grupo Financiero Banorte SAB de CV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       13200 | NS      | $94997.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd                               | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      756562 | NS      | $8622712.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Varun Beverages Ltd                               | Varun Beverages Ltd                                                             | CUSIP: 000000000<br>LEI: 33580058NWEMWBDNMD48 | Long             | EC               | CORP              | IN        |       36154 | NS      | $576973.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust                            | SPDR S&P 500 ETF Trust                                                          | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      229718 | NS      | $87851054.74   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Vedanta Ltd                                       | Vedanta Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800XDKX9KB5EMCO07 | Long             | EC               | CORP              | IN        |       15430 | NS      | $57429.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1520701.76    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                     | Dun & Bradstreet Holdings Inc                                                   | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2580 | NS      | $31630.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| POWER FINANCE CORP LTD                            | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     1200000 | PA      | $1017435.96    | 0.01%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CMSK                                              | China Merchants Shekou Industrial Zone Holdings Co Ltd                          | CUSIP: 000000000<br>LEI: 300300T3ACALX7NIPW13 | Long             | EC               | CORP              | CN        |       14100 | NS      | $25633.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                     | Universal Health Services Inc                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        1677 | NS      | $236272.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    93410000 | PA      | $71371078.13   | 0.66%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi AS                          | Yapi ve Kredi Bankasi AS                                                        | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | EC               | CORP              | TR        |       32248 | NS      | $20457.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1175000 | PA      | $1033935.61    | 0.01%             | 2027-04-01      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| Prologis Inc                                      | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      100126 | NS      | $11287203.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Properties PJSC                             | Emaar Properties PJSC                                                           | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |      466069 | NS      | $741483.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Surest                    | Grupo Aeroportuario del Sureste SAB de CV                                       | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |        1140 | NS      | $26560.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                        | Casey's General Stores Inc                                                      | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |         404 | NS      | $90637.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kunlun Energy Co Ltd                              | Kunlun Energy Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | HK        |      152000 | NS      | $108064.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cannae Holdings Inc                               | Cannae Holdings Inc                                                             | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |       37000 | NS      | $764050.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AddTech AB                                        | AddTech AB                                                                      | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |       15380 | NS      | $219567.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                    | Santander Bank Auto Credit-Linked Notes Series 2022-C                           | CUSIP: 80290CBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $300040.74     | 0.00%             | 2032-12-15      | Fixed         | 11.37%                | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-239227.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                             | CK Asset Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |      783538 | NS      | $4805575.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| nCino Inc                                         | nCino Inc                                                                       | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         580 | NS      | $15335.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18134.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clear Secure Inc                                  | Clear Secure Inc                                                                | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16074 | NS      | $440909.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Financial Group Inc/O                    | American Financial Group Inc/OH                                                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |         773 | NS      | $106117.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                | Voya Financial Inc                                                              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |         985 | NS      | $60567.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONEXIO Corp                                      | CONEXIO Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       26200 | NS      | $378974.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chatham Lodging Trust                             | Chatham Lodging Trust                                                           | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       42400 | NS      | $520248.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                              | JetBlue Airways Corp                                                            | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |       70495 | NS      | $456807.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMC Health PLC                                    | NMC Health PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | AE        |       21382 | NS      | $2.58          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Meta Platforms Inc                                | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      399219 | NS      | $48042014.46   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                       | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       40616 | NS      | $755648.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services In                    | PennyMac Financial Services Inc                                                 | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |        8100 | NS      | $458946.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                          | United Natural Foods Inc                                                        | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       46200 | NS      | $1788402.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      325000 | PA      | $195798.54     | 0.00%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                       | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      283770 | NS      | $12267377.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                      | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |       41500 | NS      | $1058531.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-DNA5                                         | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      464970 | PA      | $468625.71     | 0.00%             | 2050-10-25      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| People's Insurance Co Group of                    | People's Insurance Co Group of China Ltd/The                                    | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |     1722000 | NS      | $569664.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                   | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        7125 | NS      | $912570.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $408102.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                         | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       18053 | NS      | $3088326.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                       | James Hardie Industries PLC                                                     | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |       23064 | NS      | $415112.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -23130000 | OU      | $-29893.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uponor Oyj                                        | Uponor Oyj                                                                      | CUSIP: 000000000<br>LEI: 743700KA2GMSYJM3CM12 | Long             | EC               | CORP              | FI        |       20351 | NS      | $361919.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD                                  | Vector Group Ltd                                                                | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3080871.58    | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      420000 | PA      | $374392.17     | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $444455.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National HealthCare Corp                          | National HealthCare Corp                                                        | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9100 | NS      | $541450.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                        | VMware Inc                                                                      | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |        1121 | NS      | $137613.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                               | Bloomin' Brands Inc                                                             | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |       42798 | NS      | $861095.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                     | Valvoline Inc                                                                   | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |       50200 | NS      | $1639030.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                                       | Markel Corp                                                                     | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |         116 | NS      | $152828.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sophia Genetics SA                                | Sophia Genetics SA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       11441 | NS      | $23568.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tokyu Fudosan Holdings Corp                       | Tokyu Fudosan Holdings Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       82674 | NS      | $392050.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       10555 | NS      | $551498.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15818.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SunCoke Energy Inc                                | SunCoke Energy Inc                                                              | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |       37400 | NS      | $322762.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | Whirlpool Corp                                                                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        1365 | NS      | $193092.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1103908.32    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                     | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      221155 | NS      | $3138092.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      246380 | NS      | $17830520.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Metals Group Ltd                        | Fortescue Metals Group Ltd                                                      | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      212002 | NS      | $2963184.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter RAO UES PJSC                                | Inter RAO UES PJSC                                                              | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |     2620300 | NS      | $3.55          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AerSale Corp                                      | AerSale Corp                                                                    | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35600 | NS      | $577432.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Upstart Holdings Inc                              | Upstart Holdings Inc                                                            | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |         610 | NS      | $8064.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bath & Body Works Inc                             | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      184740 | NS      | $7784943.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $41240.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entravision Communications Cor                    | Entravision Communications Corp                                                 | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |       65400 | NS      | $313920.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                               | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        7446 | NS      | $739536.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                              | Amkor Technology Inc                                                            | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |       92600 | NS      | $2220548.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                | Origin Bancorp Inc                                                              | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |        3700 | NS      | $135790.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                 | ManpowerGroup Inc                                                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |         524 | NS      | $43602.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                          | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |       14471 | NS      | $187451.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshinbo Holdings Inc                            | Nisshinbo Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 353800YAM89GL5GPHB47 | Long             | EC               | CORP              | JP        |      149900 | NS      | $1104678.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc                             | Lantheus Holdings Inc                                                           | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       35900 | NS      | $1829464.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ICELAND                               | Iceland Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |      675000 | PA      | $644968.02     | 0.01%             | 2026-06-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                 | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       52850 | NS      | $955528.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI INTERNATIONAL LLC                             | UGI International LLC                                                           | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $939049.69     | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westrock Co                                       | Westrock Co                                                                     | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      252295 | NS      | $8870692.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                 | Inari Medical Inc                                                               | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3572 | NS      | $227036.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      186000 | PA      | $181789.56     | 0.00%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verint Systems Inc                                | Verint Systems Inc                                                              | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |       45900 | NS      | $1665252.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Stifel Financial Corp                             | Stifel Financial Corp                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |        1055 | NS      | $61580.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visional Inc                                      | Visional Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       13400 | NS      | $887594.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UPL Ltd                                           | UPL Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800RJSM1SLHO4UA95 | Long             | EC               | CORP              | IN        |       14956 | NS      | $129171.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                         | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      376312 | NS      | $46354112.16   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                    | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $1551672.40    | 0.01%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1325000 | PA      | $1194156.25    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| ROBLOX Corp                                       | ROBLOX Corp                                                                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       51490 | NS      | $1465405.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lottery Corp Ltd/The                              | Lottery Corp Ltd/The                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      158259 | NS      | $482386.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bancshares Corp                     | International Bancshares Corp                                                   | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |        9800 | NS      | $448448.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                           | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        1120 | NS      | $287179.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO IV DAC                                                            | CUSIP: 000000000<br>LEI: 549300IMSL8GGSOV5A04 | Long             | ABS-CBDO         | CORP              | IE        |     4988143 | PA      | $5195112.33    | 0.05%             | 2030-04-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Inwido AB                                         | Inwido AB                                                                       | CUSIP: 000000000<br>LEI: 529900A9NKQW5UTHBG13 | Long             | EC               | CORP              | SE        |       90852 | NS      | $966727.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       22559 | NS      | $12300342.37   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                             | Auto Trader Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |       76835 | NS      | $478478.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intershop Holding AG                              | Intershop Holding AG                                                            | CUSIP: 000000000<br>LEI: 506700CGX4K77JX3R725 | Long             | EC               | CORP              | CH        |         602 | NS      | $392237.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                               | Silgan Holdings Inc                                                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |         860 | NS      | $44582.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $74.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                           | Essential Utilities Inc                                                         | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        2365 | NS      | $112881.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF SPAIN                                  | Spain Government International Bond                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      625000 | PA      | $770565.84     | 0.01%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Edison International                              | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       86345 | NS      | $5493268.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings                     | WillScot Mobile Mini Holdings Corp                                              | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |       19960 | NS      | $901593.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                    | Atlassian Corp                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       23008 | NS      | $2960669.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Samsung Fire & Marine Insuranc                    | Samsung Fire & Marine Insurance Co Ltd                                          | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |        3585 | NS      | $567290.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                             | Mohawk Industries Inc                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        1335 | NS      | $136463.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SRBG                                              | Sichuan Road and Bridge Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 3003007YDF25LKX9OI30 | Long             | EC               | CORP              | CN        |       28500 | NS      | $45719.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-29523.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                               | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       18140 | NS      | $595173.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                      | Rayonier Inc                                                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |        1490 | NS      | $49110.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Schlumberger Ltd                                  | Schlumberger Ltd                                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      367861 | NS      | $19665849.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                         | Valhi Inc                                                                       | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14300 | NS      | $314600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      360610 | NS      | $39775283.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-161666.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp                                        | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        5800 | NS      | $338314.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                           | Old National Bancorp/IN                                                         | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |       95300 | NS      | $1713494.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                     | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        2853 | NS      | $291690.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Severstal PAO                                     | Severstal PAO                                                                   | CUSIP: 000000000<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      337573 | NS      | $0.46          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MSCI Inc                                          | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        6030 | NS      | $2804975.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                            | Victoria's Secret & Co                                                          | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |         245 | NS      | $8766.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTURY COMMUNITIES                               | Century Communities Inc                                                         | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2868594.45    | 0.03%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Computer Engineering & Consult                    | Computer Engineering & Consulting Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       48500 | NS      | $560569.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                           | Aramark                                                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |        2370 | NS      | $97975.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Cor                    | Franklin Street Properties Corp                                                 | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |      249254 | NS      | $680463.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc                    | MidWestOne Financial Group Inc                                                  | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35700 | NS      | $1133475.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Axiata Group Bhd                                  | Axiata Group Bhd                                                                | CUSIP: 000000000<br>LEI: 254900DM0V7OCPDUUC55 | Long             | EC               | CORP              | MY        |       14400 | NS      | $10113.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H&R Block Inc                                     | H&R Block Inc                                                                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |         290 | NS      | $10587.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | eG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     2200000 | PA      | $2057672.51    | 0.02%             | 2025-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $103539.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopro BM Co Ltd                                  | Ecopro BM Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         280 | NS      | $20483.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-809107.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                          | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      925000 | PA      | $937814.91     | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| US Foods Holding Corp                             | US Foods Holding Corp                                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |        2065 | NS      | $70251.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd                             | Mineral Resources Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |        8882 | NS      | $465918.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co                      | Graphic Packaging Holding Co                                                    | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         720 | NS      | $16020.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $104672.40     | 0.00%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                             | Delta Electronics Inc                                                           | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |       21000 | NS      | $194669.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      785000 | PA      | $915389.03     | 0.01%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      825000 | PA      | $785742.01     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-75145.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Catalent Inc                                      | Catalent Inc                                                                    | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3888 | NS      | $174998.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Union Group PCL                              | Thai Union Group PCL                                                            | CUSIP: 000000000<br>LEI: 25490047VDGNFMEYZW95 | Long             | EC               | CORP              | TH        |       16200 | NS      | $7902.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RH                                                | RH                                                                              | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |         135 | NS      | $36070.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Suzuken Co Ltd/Aichi Japan                        | Suzuken Co Ltd/Aichi Japan                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       13600 | NS      | $367959.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                       | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      135226 | NS      | $19173694.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                             | Pennant Group Inc/The                                                           | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |       10100 | NS      | $110898.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                  | Campbell Soup Co                                                                | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        5185 | NS      | $294248.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BELLEMEADE RE LT                                  | Bellemeade Re 2020-3 Ltd                                                        | CUSIP: 07877KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      622257 | PA      | $625992.29     | 0.01%             | 2030-10-25      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                  | Paramount Global                                                                | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |          80 | NS      | $1568.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $57652.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1200000 | PA      | $948000.00     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                            | Lumen Technologies Inc                                                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       24220 | NS      | $126428.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AZZ Inc                                           | AZZ Inc                                                                         | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |        8600 | NS      | $345720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS HALLIBURTON COMPANY                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5751.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital CLO 8 Ltd                                                     | CUSIP: 03329KAY9<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |    10500000 | PA      | $10196235.00   | 0.09%             | 2034-10-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                   | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      305114 | NS      | $3268367.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33217.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                        | Deutsche Pfandbriefbank AG                                                      | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | EC               | CORP              | DE        |      146011 | NS      | $1131180.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hersha Hospitality Trust                          | Hersha Hospitality Trust                                                        | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |       80400 | NS      | $685008.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Coca-Cola Consolidated Inc                        | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        3700 | NS      | $1895732.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE LONDON                            | Credit Agricole SA/London                                                       | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     2110000 | PA      | $1923778.79    | 0.02%             | 2026-06-16      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Bancolombia SA                                    | Bancolombia SA                                                                  | CUSIP: 000000000<br>LEI: 54930052NWJRPNMP1W58 | Long             | EC               | CORP              | CO        |        4987 | NS      | $43322.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hornbach Holding AG & Co KGaA                     | Hornbach Holding AG & Co KGaA                                                   | CUSIP: 000000000<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |        4478 | NS      | $370226.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                       | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       17780 | NS      | $1330299.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22022.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                     | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      107080 | NS      | $4773626.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24048 | NS      | $4441425.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arata Corp                                        | Arata Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       14400 | NS      | $458028.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Hawaiian Inc                                | First Hawaiian Inc                                                              | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |        1310 | NS      | $34112.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| THE TORONTO-DOMINION BANK                         | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-108831.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                 | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      119790 | NS      | $6804646.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                      | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      121700 | NS      | $2146494.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                         | CIFC European Funding CLO III DAC                                               | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |    15250000 | PA      | $15798360.52   | 0.15%             | 2034-01-15      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| ZIM Integrated Shipping Servic                    | ZIM Integrated Shipping Services Ltd                                            | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |       18000 | NS      | $309420.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Zimmer Biomet Holdings Inc                        | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       35978 | NS      | $4587195.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $182661.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valiant Holding AG                                | Valiant Holding AG                                                              | CUSIP: 000000000<br>LEI: 529900R30EKFHO09CN42 | Long             | EC               | CORP              | CH        |        7353 | NS      | $795050.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                           | Meituan                                                                         | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | CN        |       12200 | NS      | $270301.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     2800000 | PA      | $3294547.76    | 0.03%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Lyft Inc                                          | Lyft Inc                                                                        | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |         605 | NS      | $6667.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                               | Affirm Holdings Inc                                                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1820 | NS      | $17599.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Elanco Animal Health Inc                          | Elanco Animal Health Inc                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |        4560 | NS      | $55723.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumrungrad Hospital PCL                           | Bumrungrad Hospital PCL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      122310 | NS      | $748247.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hillenbrand Inc                                   | Hillenbrand Inc                                                                 | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |       42000 | NS      | $1792140.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARD FINANCE SA                                    | ARD Finance SA                                                                  | CUSIP: 000000000<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |     1468400 | PA      | $1049529.72    | 0.01%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                          | Lamb Weston Holdings Inc                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       53186 | NS      | $4752700.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA1                                         | CUSIP: 35564KCN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $101394.91     | 0.00%             | 2033-08-25      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| NorthWestern Corp                                 | NorthWestern Corp                                                               | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |        7000 | NS      | $415380.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGHE                                            | Jiangsu Yanghe Brewery Joint-Stock Co Ltd                                       | CUSIP: 000000000<br>LEI: 655600IQ7FXTTBKI8H68 | Long             | EC               | CORP              | CN        |         400 | NS      | $9239.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA                            | Ascent Resources Utica Holdings LLC                                             | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |      354000 | PA      | $372585.00     | 0.00%             | 2025-11-01      | Floating      | 13.37%                | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                                  | Bellis Finco PLC                                                                | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $1671254.90    | 0.02%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd                                   | SiriusPoint Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      141000 | NS      | $831900.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Page Industries Ltd                               | Page Industries Ltd                                                             | CUSIP: 000000000<br>LEI: 335800D6UFCCKUP3KD53 | Long             | EC               | CORP              | IN        |         396 | NS      | $204703.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wienerberger AG                                   | Wienerberger AG                                                                 | CUSIP: 000000000<br>LEI: 529900VXIFBHO0SW2I31 | Long             | EC               | CORP              | AT        |        8136 | NS      | $196109.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp                                          | IHI Corp                                                                        | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      138600 | NS      | $4015018.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $930361.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Corp/The                            | Howard Hughes Corp/The                                                          | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |       27637 | NS      | $2112019.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO Lt                    | Benefit Street Partners Clo XII Ltd                                             | CUSIP: 08179HAE0<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-CBDO         | CORP              | KY        |    26100000 | PA      | $25749490.05   | 0.24%             | 2030-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      130000 | PA      | $109158.16     | 0.00%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Nan Ya Printed Circuit Board C                    | Nan Ya Printed Circuit Board Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       57000 | NS      | $418846.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $183145.04     | 0.00%             | 2031-05-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| American International Group I                    | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      171000 | NS      | $10814040.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -26160000 | OU      | $-44541.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                     | Banco BPM SpA                                                                   | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     1379180 | NS      | $4916739.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                         | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      250716 | NS      | $4076642.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28367.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Feihe Ltd                                   | China Feihe Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       26000 | NS      | $22013.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $322802.44     | 0.00%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pegatron Corp                                     | Pegatron Corp                                                                   | CUSIP: 000000000<br>LEI: 529900M87JQS8TUO0L66 | Long             | EC               | CORP              | TW        |      249000 | NS      | $513763.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                             | Lithuania Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      300000 | PA      | $267116.88     | 0.00%             | 2035-10-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                              | Southern Copper Corp                                                            | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | MX        |         275 | NS      | $16607.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                       | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      174380 | NS      | $15505869.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                         | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      249255 | NS      | $3967397.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                                | Arab National Bank                                                              | CUSIP: 000000000<br>LEI: 213800CYWGYQVT1ZBQ57 | Long             | EC               | CORP              | SA        |        2993 | NS      | $25434.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBAM CLO Management                               | CBAM 2020-12 Ltd                                                                | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8250000 | PA      | $7947412.28    | 0.07%             | 2034-07-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| HKT CAPITAL NO 3 LTD                              | HKT Capital No 3 Ltd                                                            | CUSIP: 000000000<br>LEI: 254900HE65W6XSXMND87 | Long             | DBT              | CORP              | VG        |     2000000 | PA      | $1838797.60    | 0.02%             | 2027-04-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SEI Investments Co                                | SEI Investments Co                                                              | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        1050 | NS      | $61215.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                              | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        9028 | NS      | $2627148.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Agri-Resources Ltd                         | Golden Agri-Resources Ltd                                                       | CUSIP: 000000000<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | SG        |     4824000 | NS      | $900305.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                    | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       34509 | NS      | $5026926.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-67368.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp                         | California Resources Corp                                                       | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       33200 | NS      | $1444532.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Turning Point Brands Inc                          | Turning Point Brands Inc                                                        | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       11600 | NS      | $250908.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ono Pharmaceutical Co Ltd                         | Ono Pharmaceutical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |      223300 | NS      | $5219321.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd                                 | Grab Holdings Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | SG        |      267937 | NS      | $862757.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameriprise Financial Inc                          | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       12615 | NS      | $3927932.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                  | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        7200 | NS      | $976608.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KKK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $367270.61     | 0.00%             | 2041-09-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       64419 | NS      | $10566648.57   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                           | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                     | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4525000 | PA      | $4391747.99    | 0.04%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SPD BANK                                          | Shanghai Pudong Development Bank Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300C1031031001330 | Long             | EC               | CORP              | CN        |       55000 | NS      | $57777.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                     | Welltower Inc                                                                   | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1137382.71    | 0.01%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp                               | Curtiss-Wright Corp                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |         398 | NS      | $66462.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc                      | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        3300 | NS      | $145014.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                         | Land Securities Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |       21293 | NS      | $159083.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vir Biotechnology Inc                             | Vir Biotechnology Inc                                                           | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       37300 | NS      | $944063.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd                                    | MakeMyTrip Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | IN        |       44765 | NS      | $1234171.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Zillow Group Inc                                  | Zillow Group Inc                                                                | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        1540 | NS      | $49603.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        4997 | NS      | $11186308.88   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                            | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       24283 | NS      | $6443494.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |        8500 | NS      | $472019.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                              | Hilltop Holdings Inc                                                            | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |        7127 | NS      | $213881.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | ILS/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10952.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                             | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       84820 | NS      | $2855889.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Electricity Co                              | Saudi Electricity Co                                                            | CUSIP: 000000000<br>LEI: 549300FXO4ZXUIAXGP41 | Long             | EC               | CORP              | SA        |        4134 | NS      | $25555.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra Energy                                     | Sempra Energy                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       82453 | NS      | $12742286.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                    | Great Lakes Dredge & Dock Corp                                                  | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |       30416 | NS      | $180975.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oportun Funding LLC                               | Oportun Funding XIV LLC                                                         | CUSIP: 68377BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $184226.82     | 0.00%             | 2028-03-08      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                        | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        3765 | NS      | $509818.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Product Center PCL                           | Home Product Center PCL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |       31500 | NS      | $14082.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Cor                    | Yang Ming Marine Transport Corp                                                 | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |      254000 | NS      | $539556.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                 | Flowers Foods Inc                                                               | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |        1920 | NS      | $55180.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                              | City Office REIT Inc                                                            | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |       38000 | NS      | $318440.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      326000 | PA      | $336910.85     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Metropolitan Fund Invest                    | Japan Metropolitan Fund Invest                                                  | CUSIP: 000000000<br>LEI: 353800QDHNIP60E1LQ93 | Long             | EC               | CORP              | JP        |         152 | NS      | $120918.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                            | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $364341.04     | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                      | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       44936 | NS      | $751597.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JGC Holdings Corp                                 | JGC Holdings Corp                                                               | CUSIP: 000000000<br>LEI: 5493003WMGG79YLARU68 | Long             | EC               | CORP              | JP        |       14400 | NS      | $182534.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9903.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS SA                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4819.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                       | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $534049.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                           | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        5468 | NS      | $1030936.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                            | Trinity Industries Inc                                                          | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |       39931 | NS      | $1180759.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                        | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6493 | NS      | $9008972.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      800000 | PA      | $711008.64     | 0.01%             | 2034-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Fi                    | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |       86126 | NS      | $827590.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals Inc                        | Amneal Pharmaceuticals Inc                                                      | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      215600 | NS      | $429044.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34735.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1327437.42    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2460000 | PA      | $1604779.05    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      777000 | PA      | $880057.42     | 0.01%             | 2034-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                     | Service Corp International/US                                                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |        1580 | NS      | $109241.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912833LZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4345898.45    | 0.04%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                            | Eskom Holdings SOC Ltd                                                          | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     2000000 | PA      | $1845000.00    | 0.02%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                               | Alliant Energy Corp                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        6465 | NS      | $356932.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Descente Ltd                                      | Descente Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        9900 | NS      | $240944.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                 | CUSIP: 46649XAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $4340115.52    | 0.04%             | 2031-07-05      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                        | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      133339 | NS      | $15099308.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Teva Pharmaceutical Industries                    | Teva Pharmaceutical Industries Ltd                                              | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      236700 | NS      | $2158704.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Granite Point Mortgage Trust I                    | Granite Point Mortgage Trust Inc                                                | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |       75400 | NS      | $404144.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vinci SA                                          | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       40586 | NS      | $4045897.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Co Ltd                       | China Shenhua Energy Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |       95000 | NS      | $273664.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Organo Corp                                       | Organo Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       11700 | NS      | $259688.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutio                    | Bright Horizons Family Solutions Inc                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         436 | NS      | $27511.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       20920 | NS      | $987424.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                         | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       25513 | NS      | $563740.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                      | Indutrade AB                                                                    | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |       13897 | NS      | $281824.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPIC                                              | China Pacific Insurance Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |       15600 | NS      | $34496.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp                         | Taylor Morrison Home Corp                                                       | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       65000 | NS      | $1972750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding NV                               | Heineken Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |        5310 | NS      | $410093.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                  | CUSIP: 46654EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2038272.06    | 0.02%             | 2038-06-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Riyad Bank                                        | Riyad Bank                                                                      | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |        6661 | NS      | $56640.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd                               | Shriram Finance Ltd                                                             | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |         950 | NS      | $15770.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                     | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      156350 | NS      | $1586952.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Commerzbank AG                                    | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      123589 | NS      | $1155510.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22790000 | OU      | $-11265.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                  | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       24836 | NS      | $343928.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                     | Lincoln Electric Holdings Inc                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       13800 | NS      | $1993962.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DNB Bank ASA                                      | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      213286 | NS      | $4212425.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Primoris Services Corp                            | Primoris Services Corp                                                          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       19700 | NS      | $432218.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -23410000 | OU      | $-111884.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OOIL                                              | Orient Overseas International Ltd                                               | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | HK        |       29500 | NS      | $531691.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| World Fuel Services Corp                          | World Fuel Services Corp                                                        | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       26600 | NS      | $726978.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      333076 | NS      | $50480998.56   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                 | RLJ Lodging Trust                                                               | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       62300 | NS      | $659757.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4708203.15    | 0.04%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                         | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       13655 | NS      | $860128.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                     | O-I Glass Inc                                                                   | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19100 | NS      | $316487.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                         | Aviva PLC                                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      156726 | NS      | $831375.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                     | ICL Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |      363772 | NS      | $2628420.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MSC Industrial Direct Co Inc                      | MSC Industrial Direct Co Inc                                                    | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |         490 | NS      | $40033.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                          | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     2500000 | PA      | $1720417.25    | 0.02%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Ichigo Office REIT Investment                     | Ichigo Office REIT Investment Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        2131 | NS      | $1375052.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      395000 | PA      | $327052.27     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GAIL India Ltd                                    | GAIL India Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |      210697 | NS      | $244670.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $949092.84     | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tsumura & Co                                      | Tsumura & Co                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       13100 | NS      | $287299.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                 | Newmark Group Inc                                                               | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       53700 | NS      | $427989.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $1855767.49    | 0.02%             | N/A             | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Marriott International Inc/MD                     | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      146778 | NS      | $21853776.42   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                   | ICU Medical Inc                                                                 | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |         185 | NS      | $29133.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronas Chemicals Group Bhd                      | Petronas Chemicals Group Bhd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |       81300 | NS      | $158818.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                      | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      131435 | NS      | $4955099.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3SBio Inc                                         | 3SBio Inc                                                                       | CUSIP: 000000000<br>LEI: 529900P0TQC1E9Y7FN31 | Long             | EC               | CORP              | CN        |      194000 | NS      | $205410.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VGP NV                                            | VGP NV                                                                          | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | EC               | CORP              | BE        |         367 | NS      | $30708.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                      | Ginkgo Bioworks Holdings Inc                                                    | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7005 | NS      | $11838.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                   | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        4060 | NS      | $2258375.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nippon Yusen KK                                   | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |       26700 | NS      | $629603.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                 | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      121616 | NS      | $12725328.38   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                            | Dr Ing hc F Porsche AG                                                          | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |       38758 | NS      | $3911207.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| First Resources Ltd                               | First Resources Ltd                                                             | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |      201300 | NS      | $222939.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHANGAN AUTOMOBILE-B                              | Chongqing Changan Automobile Co Ltd                                             | CUSIP: 000000000<br>LEI: 300300WKFSBX9P5ZOM25 | Long             | EC               | CORP              | CN        |        3820 | NS      | $6780.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Automotive Group Inc                       | Penske Automotive Group Inc                                                     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |         270 | NS      | $31031.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OPAP SA                                           | OPAP SA                                                                         | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |      312622 | NS      | $4422900.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                            | OMV AG                                                                          | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       41657 | NS      | $2142876.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ensign Group Inc/The                              | Ensign Group Inc/The                                                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       12800 | NS      | $1211008.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     5000000 | PA      | $3831207.45    | 0.04%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Eiger BioPharmaceuticals Inc                      | Eiger BioPharmaceuticals Inc                                                    | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |       76600 | NS      | $90388.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3443.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                        | CUSIP: 46507NAE0<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     1000000 | PA      | $1003937.50    | 0.01%             | 2023-06-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp                                    | Flowserve Corp                                                                  | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |        1335 | NS      | $40957.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr                    | National Storage Affiliates Trust                                               | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11201 | NS      | $404580.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                         | Spire Inc                                                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |        2900 | NS      | $199694.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Louisiana-Pacific Corp                            | Louisiana-Pacific Corp                                                          | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |         675 | NS      | $39960.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Grand Canyon Education Inc                        | Grand Canyon Education Inc                                                      | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |         320 | NS      | $33811.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                        | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      107760 | NS      | $4421392.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamron Co Ltd                                     | Tamron Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       26100 | NS      | $587611.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                        | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       11180 | NS      | $489369.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                       | LUKOIL PJSC                                                                     | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |        3043 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AUTONATION INC                                    | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      845000 | PA      | $756156.24     | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Relo Group Inc                                    | Relo Group Inc                                                                  | CUSIP: 000000000<br>LEI: 353800T595XRZDA8IB59 | Long             | EC               | CORP              | JP        |       18200 | NS      | $292567.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                            | Novolipetsk Steel PJSC                                                          | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |     2758930 | NS      | $3.74          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Post Holdings Inc                                 | Post Holdings Inc                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        8161 | NS      | $736611.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      295000 | PA      | $283995.91     | 0.00%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enovis Corp                                       | Enovis Corp                                                                     | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |         551 | NS      | $29489.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                             | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |       40602 | NS      | $742081.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Retail Corp PCL                           | Central Retail Corp PCL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |       13600 | NS      | $18155.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Steel Works Ltd/The                         | Japan Steel Works Ltd/The                                                       | CUSIP: 000000000<br>LEI: 529900AWFTILIHHO0936 | Long             | EC               | CORP              | JP        |      100500 | NS      | $1974259.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Inc                               | Clearway Energy Inc                                                             | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       14400 | NS      | $430848.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                          | Highwoods Properties Inc                                                        | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |        1065 | NS      | $29798.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NGK Spark Plug Co Ltd                             | NGK Spark Plug Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |        4300 | NS      | $78806.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Top Glove Corp Bhd                                | Top Glove Corp Bhd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     2401200 | NS      | $493580.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                 | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        7430 | NS      | $338436.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                            | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       38170 | NS      | $1766125.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                 | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        9025 | NS      | $756656.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1167156.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freshpet Inc                                      | Freshpet Inc                                                                    | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |        2981 | NS      | $157307.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Humana Inc                                        | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        5170 | NS      | $2648022.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                  | CUSIP: 46654EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   188390000 | PA      | $893609.13     | 0.01%             | 2038-06-15      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                             | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       27250 | NS      | $1361955.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                         | Bunge Ltd                                                                       | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |       23260 | NS      | $2320650.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2990000 | PA      | $2497806.71    | 0.02%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         259 | NS      | $570799.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BankUnited Inc                                    | BankUnited Inc                                                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       13741 | NS      | $466781.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALI HEALTH                                        | Alibaba Health Information Technology Ltd                                       | CUSIP: 000000000<br>LEI: 529900GE9653COPX1I86 | Long             | EC               | CORP              | HK        |       24000 | NS      | $20201.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rathlin Residential                               | Rathlin Residential 2021-1 DAC                                                  | CUSIP: 000000000<br>LEI: 635400C7HSB9QLJBUZ78 | Long             | ABS-O            | CORP              | IE        |      762209 | PA      | $780988.71     | 0.01%             | 2075-09-27      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Marcus Corp/The                                   | Marcus Corp/The                                                                 | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |       37800 | NS      | $543942.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UiPath Inc                                        | UiPath Inc                                                                      | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |        3475 | NS      | $44167.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1135000 | PA      | $1215277.00    | 0.01%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                               | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |        8998 | NS      | $1935787.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Chemie AG                                  | Wacker Chemie AG                                                                | CUSIP: 000000000<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |       19492 | NS      | $2484028.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BrightSpire Capital Inc                           | BrightSpire Capital Inc                                                         | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |       13200 | NS      | $82236.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JD.com Inc                                        | JD.com Inc                                                                      | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |       17439 | NS      | $978851.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                               | Meritage Homes Corp                                                             | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       11300 | NS      | $1041860.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                           | EnerSys                                                                         | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |        2000 | NS      | $147680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                               | Gray Television Inc                                                             | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |       28200 | NS      | $315558.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK PARTNERS LP                                 | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      745000 | PA      | $754620.94     | 0.01%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -24410000 | OU      | $-22775.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                       | Ageas SA/NV                                                                     | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       12973 | NS      | $575636.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Press Kogyo Co Ltd                                | Press Kogyo Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800Z8ABLQL0MHSA16 | Long             | EC               | CORP              | JP        |      159800 | NS      | $509581.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | EUR/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $51761.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Creek CLO                                  | Silver Creek CLO Ltd                                                            | CUSIP: 827551AL6<br>LEI: 549300LSJSAR2PPV4U78 | Long             | ABS-CBDO         | CORP              | KY        |     9482720 | PA      | $9367895.49    | 0.09%             | 2030-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     4857000 | PA      | $4807060.81    | 0.04%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pentair PLC                                       | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |        4185 | NS      | $188241.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                         | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        7566 | NS      | $966698.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                          | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |     1140000 | PA      | $1168673.39    | 0.01%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                             | Tenet Healthcare Corp                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       13885 | NS      | $677449.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                   | Murphy Oil Corp                                                                 | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       62900 | NS      | $2705329.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohm Co Ltd                                       | Rohm Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |        6800 | NS      | $487487.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS                                               | China Medical System Holdings Ltd                                               | CUSIP: 000000000<br>LEI: 529900Z57DVJXUBLHX66 | Long             | EC               | CORP              | CN        |       94000 | NS      | $147090.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synaptics Inc                                     | Synaptics Inc                                                                   | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |         900 | NS      | $85644.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I                    | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         360 | NS      | $520362.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                        | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      266400 | NS      | $2862580.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                             | American Homes 4 Rent                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       11366 | NS      | $342571.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                             | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       59622 | NS      | $9422064.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                          | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        1693 | NS      | $358780.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREYSTONE COML CAP TRUST                          | Greystone Commercial Capital Trust Series 2021-2                                | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2688000.00    | 0.02%             | 2025-05-31      | Floating      | 6.56%                 | No            |                  3 | On Loan: No      |
| Alcoa Corp                                        | Alcoa Corp                                                                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |        1840 | NS      | $83664.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     5045000 | PA      | $4699391.77    | 0.04%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                       | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        3190 | NS      | $256220.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                  | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      245950 | NS      | $6581622.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                      | Cargurus Inc                                                                    | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |       19800 | NS      | $277398.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      490000 | PA      | $484421.53     | 0.00%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                       | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |        4184 | NS      | $353093.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Ho                    | Knight-Swift Transportation Holdings Inc                                        | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1595 | NS      | $83593.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                      | Carter's Inc                                                                    | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |         390 | NS      | $29097.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Extreme Networks Inc                              | Extreme Networks Inc                                                            | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |        7600 | NS      | $139156.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                           | First Financial Corp/IN                                                         | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2000 | NS      | $92160.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS FIN US INC                             | Stellantis Finance US Inc                                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      540000 | PA      | $412037.35     | 0.00%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Avanos Medical Inc                                | Avanos Medical Inc                                                              | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       53800 | NS      | $1455828.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                           | GMS Inc                                                                         | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |       59950 | NS      | $2985510.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                              | Umpqua Holdings Corp                                                            | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |        2215 | NS      | $39537.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Pacifi                    | Grupo Aeroportuario del Pacifico SAB de CV                                      | CUSIP: 000000000<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |        1900 | NS      | $27242.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                   | Norsk Hydro ASA                                                                 | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |       54920 | NS      | $410382.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Healthcare Trust Inc                    | Community Healthcare Trust Inc                                                  | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       10037 | NS      | $359324.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-275825.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Austal Ltd                                        | Austal Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900DJEFGICBICBU73 | Long             | EC               | CORP              | AU        |      622182 | NS      | $881233.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2500000 | PA      | $2347965.17    | 0.02%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Life Storage Inc                                  | Life Storage Inc                                                                | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |        2217 | NS      | $218374.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Platinum Ltd                       | Anglo American Platinum Ltd                                                     | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |        6676 | NS      | $557156.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1655000 | PA      | $1524095.16    | 0.01%             | 2028-01-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12896.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GameStop Corp                                     | GameStop Corp                                                                   | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |        2750 | NS      | $50765.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hankook Tire & Technology Co L                    | Hankook Tire & Technology Co Ltd                                                | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |        1737 | NS      | $42893.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2720500.18    | 0.03%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cia Siderurgica Nacional SA                       | Cia Siderurgica Nacional SA                                                     | CUSIP: 000000000<br>LEI: 529900K40TEND42S0T46 | Long             | EC               | CORP              | BR        |      289800 | NS      | $789902.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                         | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      389900 | NS      | $6240994.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tech Mahindra Ltd                                 | Tech Mahindra Ltd                                                               | CUSIP: 000000000<br>LEI: 3358005FZUZ1I25XQH69 | Long             | EC               | CORP              | IN        |       40516 | NS      | $496876.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $619019.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                               | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      145461 | NS      | $11391050.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| China CITIC Bank Corp Ltd                         | China CITIC Bank Corp Ltd                                                       | CUSIP: 000000000<br>LEI: 300300C1030211000384 | Long             | EC               | CORP              | CN        |     1256000 | NS      | $555808.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Austevoll Seafood ASA                             | Austevoll Seafood ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |      112698 | NS      | $1016438.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       69589 | NS      | $12052814.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                      | Parsons Corp                                                                    | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |       20600 | NS      | $952750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc                             | Vivint Smart Home Inc                                                           | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       58800 | NS      | $699720.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      990000 | PA      | $726941.37     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Steel Co                                  | Hyundai Steel Co                                                                | CUSIP: 000000000<br>LEI: 9884006EYA94IB2C3132 | Long             | EC               | CORP              | KR        |         675 | NS      | $16452.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC LTD                                          | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |     1700000 | PA      | $1650640.59    | 0.02%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bucher Industries AG                              | Bucher Industries AG                                                            | CUSIP: 000000000<br>LEI: 52990014AQ91A29HPB27 | Long             | EC               | CORP              | CH        |        3264 | NS      | $1362161.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcosa Inc                                        | Arcosa Inc                                                                      | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       12300 | NS      | $668382.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC AVIATION USA CORP                             | BOC Aviation USA Corp                                                           | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $954214.36     | 0.01%             | 2024-04-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| H.U. Group Holdings Inc                           | H.U. Group Holdings Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      111100 | NS      | $2426584.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide Inc                               | Cheil Worldwide Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       13108 | NS      | $239420.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1002033.60    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PTT Oil & Retail Business PCL                     | PTT Oil & Retail Business PCL                                                   | CUSIP: 000000000<br>LEI: 254900E86F1OANU6B371 | Long             | EC               | CORP              | TH        |       20800 | NS      | $14279.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                    | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      998549 | NS      | $83878116.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                        | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       20792 | NS      | $1017976.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $129705.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                        | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        4176 | NS      | $385403.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                     | Affiliated Managers Group Inc                                                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |         407 | NS      | $64481.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA OVERSEAS                                    | China Overseas Land & Investment Ltd                                            | CUSIP: 000000000<br>LEI: 529900I6W35GYKRIZ151 | Long             | EC               | CORP              | HK        |      177500 | NS      | $464494.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| elf Beauty Inc                                    | elf Beauty Inc                                                                  | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       38600 | NS      | $2134580.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eletrobras SA                                     | Centrais Eletricas Brasileiras SA                                               | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EP               | CORP              | BR        |       10600 | NS      | $86769.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordstrom Inc                                     | Nordstrom Inc                                                                   | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |         170 | NS      | $2743.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Hold                    | CCC Intelligent Solutions Holdings Inc                                          | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         940 | NS      | $8178.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AXA SA                                            | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      285325 | NS      | $7947881.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cushman & Wakefield PLC                           | Cushman & Wakefield PLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26500 | NS      | $330190.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KKR Financial CLO Ltd                             | KKR CLO 11 Ltd                                                                  | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-CBDO         | CORP              | KY        |    13500000 | PA      | $13374598.50   | 0.12%             | 2031-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Avis Budget Group Inc                             | Avis Budget Group Inc                                                           | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |         310 | NS      | $50818.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                              | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       81544 | NS      | $1862092.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avient Corp                                       | Avient Corp                                                                     | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |        5922 | NS      | $199926.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                           | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       25700 | NS      | $6099381.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Energetica de Minas Gerais                    | Cia Energetica de Minas Gerais                                                  | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |      316953 | NS      | $655731.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                      | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      488497 | NS      | $9079315.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     3310000 | PA      | $2788358.77    | 0.03%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tatneft PJSC                                      | Tatneft PJSC                                                                    | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |      133140 | NS      | $0.18          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sagax AB                                          | Sagax AB                                                                        | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |        1032 | NS      | $23447.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      175015 | NS      | $5568977.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                       | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1347145.27    | 0.01%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-98424.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Sing                    | Capitaland Investment Ltd/Singapore                                             | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |      289139 | NS      | $799091.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co/The                                   | Chemours Co/The                                                                 | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |         665 | NS      | $20362.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Health International Inc                       | JD Health International Inc                                                     | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | CN        |       10900 | NS      | $98427.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTVS SA                                          | TOTVS SA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |        3300 | NS      | $17206.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                           | SSAB AB                                                                         | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |      681975 | NS      | $3731391.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Medalist Partners Corporate Fi                    | Medalist Partners Corporate Finance Clo VII Ltd                                 | CUSIP: 58406CAA9<br>LEI: 254900H6CNZLCIDMYC58 | Long             | ABS-CBDO         | CORP              | KY        |    13250000 | PA      | $12781399.18   | 0.12%             | 2034-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd                     | CSPC Pharmaceutical Group Ltd                                                   | CUSIP: 000000000<br>LEI: 529900M3XQCW234H8O91 | Long             | EC               | CORP              | CN        |       45600 | NS      | $47472.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holding                    | Ollie's Bargain Outlet Holdings Inc                                             | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |         625 | NS      | $29275.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtu Financial Inc                               | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       34800 | NS      | $710268.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         774 | NC      | $-1022806.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2965000 | PA      | $1430612.50    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Enerpac Tool Group Corp                           | Enerpac Tool Group Corp                                                         | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |        7773 | NS      | $197822.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       93187 | NS      | $19296232.09   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                        | Merck KGaA                                                                      | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |       42944 | NS      | $8285632.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                            | Credit Acceptance Corp                                                          | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          61 | NS      | $28938.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Glovis Co Ltd                             | Hyundai Glovis Co Ltd                                                           | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |         300 | NS      | $38949.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     2000000 | PA      | $2135375.00    | 0.02%             | 2026-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                              | Tradeweb Markets Inc                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         405 | NS      | $26296.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                         | Janus Henderson Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |        1395 | NS      | $32810.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| New Jersey Resources Corp                         | New Jersey Resources Corp                                                       | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       19600 | NS      | $972552.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMIRATES NBD BANK PJSC                            | EMIRATES NBD BANK PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |     3100000 | PA      | $441212.59     | 0.00%             | 2025-09-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MacroGenics Inc                                   | MacroGenics Inc                                                                 | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |       87000 | NS      | $583770.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                  | Essent Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |        9800 | NS      | $381024.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc                             | Sage Therapeutics Inc                                                           | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |       18500 | NS      | $705590.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                 | Piper Sandler Cos                                                               | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |         700 | NS      | $91133.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America, National Association             | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $117261.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CubeSmart                                         | CubeSmart                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9698 | NS      | $390344.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hana Financial Group Inc                          | Hana Financial Group Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       25331 | NS      | $843499.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlanticus Holdings Corp                          | Atlanticus Holdings Corp                                                        | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3600 | NS      | $94320.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                               | Churchill Downs Inc                                                             | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |        2506 | NS      | $529843.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                 | GEO Group Inc/The                                                               | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |       55495 | NS      | $607670.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Inogen Inc                                        | Inogen Inc                                                                      | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       15000 | NS      | $295650.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                            | AmerisourceBergen Corp                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        2600 | NS      | $430846.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                | Trade Desk Inc/The                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       54437 | NS      | $2440410.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4785.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tri Pointe Homes Inc                              | Tri Pointe Homes Inc                                                            | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       33900 | NS      | $630201.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                   | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        4929 | NS      | $697157.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Investment & Securities Co                     | NH Investment & Securities Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300LQ6NXDW1B8NT42 | Long             | EC               | CORP              | KR        |       73615 | NS      | $512326.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Remgro Ltd                                        | Remgro Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |        1328 | NS      | $10328.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      820000 | PA      | $549533.18     | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5180000 | PA      | $5152076.59    | 0.05%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                            | Liberty Broadband Corp                                                          | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |         674 | NS      | $51405.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd                           | Hindalco Industries Ltd                                                         | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |       50632 | NS      | $289459.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                         | Cincinnati Financial Corp                                                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        4614 | NS      | $472427.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                           | HireRight Holdings Corp                                                         | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9086 | NS      | $107759.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Principal Financial Group Inc                     | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        6635 | NS      | $556809.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| African Rainbow Minerals Ltd                      | African Rainbow Minerals Ltd                                                    | CUSIP: 000000000<br>LEI: 529900L3TPSCK8ZVZ589 | Long             | EC               | CORP              | ZA        |       67210 | NS      | $1135679.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Advertising Co                              | Lamar Advertising Co                                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       21120 | NS      | $1993728.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                | TFS Financial Corp                                                              | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         585 | NS      | $8429.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                        | Azenta Inc                                                                      | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |         760 | NS      | $44247.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCSoft Corp                                       | NCSoft Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |          86 | NS      | $30721.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                               | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |        9447 | NS      | $607108.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna Inc                                       | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        8940 | NS      | $1605802.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                              | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        8105 | NS      | $255712.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HENDERSON LAND                                    | Henderson Land Development Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |      155200 | NS      | $540282.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DiamondRock Hospitality Co                        | DiamondRock Hospitality Co                                                      | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      396300 | NS      | $3245697.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CBAM CLO Management                               | CBAM 2019-11R Ltd                                                               | CUSIP: 12510TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10125000 | PA      | $9850873.73    | 0.09%             | 2035-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      100000 | PA      | $118169.90     | 0.00%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                       | Avantor Inc                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      327106 | NS      | $6898665.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      133881 | NS      | $70981028.58   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                | UFP Industries Inc                                                              | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       40100 | NS      | $3177925.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                         | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |       95856 | NS      | $1051819.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | EUR/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18490.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    19370000 | OU      | $38283.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding L                    | Zhen Ding Technology Holding Ltd                                                | CUSIP: 000000000<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | TW        |      227000 | NS      | $772168.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                        | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       99018 | NS      | $6074754.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        7880 | NS      | $239315.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation Clo 2021-15 Ltd                                                       | CUSIP: 28623VAC3<br>LEI: 5493005VN5WX000OV470 | Long             | ABS-CBDO         | CORP              | KY        |    17500000 | PA      | $17017133.00   | 0.16%             | 2035-01-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment C                    | Wharf Real Estate Investment Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | HK        |      130736 | NS      | $761424.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                         | Argenx SE                                                                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       12082 | NS      | $4577024.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                       | Asbury Automotive Group Inc                                                     | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       10800 | NS      | $1935900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Whitbread PLC                                     | Whitbread PLC                                                                   | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |       16511 | NS      | $510496.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                         | Dick's Sporting Goods Inc                                                       | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |         540 | NS      | $64956.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NetEase Inc                                       | NetEase Inc                                                                     | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |        4700 | NS      | $341361.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Target Corp                                       | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        9859 | NS      | $1469385.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      582498 | NS      | $51685047.54   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $190686.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                 | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       32050 | NS      | $2486118.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                            | Sirius XM Holdings Inc                                                          | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |        7195 | NS      | $42018.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BLACKSTONE PP EUR HOLD                            | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1700000 | PA      | $1321022.01    | 0.01%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Energy Select Sector SPDR Fund                    | Energy Select Sector SPDR Fund                                                  | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Long             | EC               | RF                | US        |      293344 | NS      | $25658799.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                   | SouthState Corp                                                                 | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |        8900 | NS      | $679604.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                       | SkyWest Inc                                                                     | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       55700 | NS      | $919607.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                        | ALLETE Inc                                                                      | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       17100 | NS      | $1103121.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      185000 | PA      | $151324.22     | 0.00%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                 | Toll Brothers Inc                                                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       72495 | NS      | $3618950.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LPP SA                                            | LPP SA                                                                          | CUSIP: 000000000<br>LEI: 259400NUS7MKGPJL4752 | Long             | EC               | CORP              | PL        |           5 | NS      | $12194.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1277310.39    | 0.01%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Industries Qatar QSC                              | Industries Qatar QSC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |      523458 | NS      | $1847676.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Inc                                           | ITT Inc                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |         880 | NS      | $71368.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia de Saneamento Basico do Es                    | Cia de Saneamento Basico do Estado de Sao Paulo                                 | CUSIP: 000000000<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |       36100 | NS      | $388646.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                        | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        4700 | NS      | $755008.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group PLC/The                               | UNITE Group PLC/The                                                             | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |        8019 | NS      | $87974.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                               | Arista Networks Inc                                                             | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       47800 | NS      | $5800530.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                         | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       25254 | NS      | $4079026.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                            | First Republic Bank/CA                                                          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        4757 | NS      | $579830.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                      | Nordson Corp                                                                    | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        1260 | NS      | $299527.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redde Northgate PLC                               | Redde Northgate PLC                                                             | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |      316460 | NS      | $1574295.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                        | Stanley Black & Decker Inc                                                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        3810 | NS      | $286207.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                     | Shoals Technologies Group Inc                                                   | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13700 | NS      | $337979.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -23130000 | OU      | $-40881.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts Inc                         | Park Hotels & Resorts Inc                                                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |       47285 | NS      | $557490.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                  | ACCO Brands Corp                                                                | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |       20200 | NS      | $112918.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                            | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     2300000 | PA      | $2212446.20    | 0.02%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| iShares MBS ETF                                   | iShares MBS ETF                                                                 | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             | EC               | RF                | US        |       15000 | NS      | $1391250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Power Grid Corp of India Ltd                      | Power Grid Corp of India Ltd                                                    | CUSIP: 000000000<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | CORP              | IN        |       18401 | NS      | $47441.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informatica Inc                                   | Informatica Inc                                                                 | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $4887.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mphasis Ltd                                       | Mphasis Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800NSYTIQLQKUYP62 | Long             | EC               | CORP              | IN        |       21466 | NS      | $511279.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      161000 | PA      | $196565.38     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                      | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        8886 | NS      | $1825539.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                       | CorVel Corp                                                                     | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4300 | NS      | $624919.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp                                 | UWM Holdings Corp                                                               | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         350 | NS      | $1158.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SASU                                                              | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $463125.00     | 0.00%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                      | WP Carey Inc                                                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |        2130 | NS      | $166459.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays PLC                                      | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     5632485 | NS      | $10717561.99   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1431782.67    | 0.01%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Copart Inc                                        | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        6800 | NS      | $414052.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                     | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       21617 | NS      | $3635114.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CATL                                              | Contemporary Amperex Technology Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |        1500 | NS      | $84900.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                  | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        5827 | NS      | $422865.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                   | PacWest Bancorp                                                                 | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |        1190 | NS      | $27310.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ContextLogic Inc                                  | ContextLogic Inc                                                                | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |      145000 | NS      | $70716.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Reliance Steel & Aluminum Co                      | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |         633 | NS      | $128144.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Ltd                                         | Sasol Ltd                                                                       | CUSIP: 803866102<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |       67583 | NS      | $1078532.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                 | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     1590043 | NS      | $5071011.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Mindray Bio-Medical E                    | Shenzhen Mindray Bio-Medical Electronics Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |         400 | NS      | $18220.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EngageSmart Inc                                   | EngageSmart Inc                                                                 | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30400 | NS      | $535040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                      | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      277845 | NS      | $375173.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexity SA                                         | Nexity SA                                                                       | CUSIP: 000000000<br>LEI: 969500JJ71T2DIPDVV84 | Long             | EC               | CORP              | FR        |       15143 | NS      | $422975.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                                     | Axis Bank Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |       11648 | NS      | $131082.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX Inc                                           | WEX Inc                                                                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       25751 | NS      | $4214151.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $1070160.98    | 0.01%             | 2048-01-27      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                               | TE Connectivity Ltd                                                             | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |        5100 | NS      | $585480.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -23130000 | OU      | $-12687.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd                              | Swire Properties Ltd                                                            | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |       69185 | NS      | $175238.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ProPetro Holding Corp                             | ProPetro Holding Corp                                                           | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      203800 | NS      | $2113406.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $558500.00     | 0.01%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                       | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       17215 | NS      | $11276341.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                       | Bank Mandiri Persero Tbk PT                                                     | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |     1253352 | NS      | $799255.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                      | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       15200 | NS      | $2840424.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions                    | Broadridge Financial Solutions Inc                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        7810 | NS      | $1047555.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                                     | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      604900 | NS      | $10055306.64   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                         | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       20393 | NS      | $1118007.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cerevel Therapeutics Holdings                     | Cerevel Therapeutics Holdings Inc                                               | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |        7600 | NS      | $239704.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd                                     | Credicorp Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | PE        |         400 | NS      | $54264.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp                                   | ERO Copper Corp                                                                 | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |       18628 | NS      | $256444.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Dusit Medical Services                    | Bangkok Dusit Medical Services PCL                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |       50000 | NS      | $41813.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -20330000 | OU      | $-1303.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axonics Inc                                       | Axonics Inc                                                                     | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |        1500 | NS      | $93795.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      780221 | NS      | $25840919.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB India Ltd                                     | ABB India Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493001BUNB8WEF9JI21 | Long             | EC               | CORP              | IN        |         270 | NS      | $8752.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2894.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                    | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        5297 | NS      | $1226626.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                              | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        8225 | NS      | $771176.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-143234.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                          | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       25585 | NS      | $7114932.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Daqin Railway Co Ltd                              | Daqin Railway Co Ltd                                                            | CUSIP: 000000000<br>LEI: 30030098LARO7YWJL882 | Long             | EC               | CORP              | CN        |        7500 | NS      | $7237.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                       | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |       83400 | NS      | $1802618.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                              | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     2700000 | PA      | $2224201.08    | 0.02%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                              | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       20897 | NS      | $1535929.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                               | GLOBALFOUNDRIES Inc                                                             | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | US        |         515 | NS      | $27753.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryerson Holding Corp                              | Ryerson Holding Corp                                                            | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |       46350 | NS      | $1402551.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      270000 | PA      | $206730.03     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LK Technology Holdings Ltd                        | LK Technology Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 98450014EE068411A194 | Long             | EC               | CORP              | HK        |      635000 | NS      | $518417.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Samsung SDI Co Ltd                                | Samsung SDI Co Ltd                                                              | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |        7230 | NS      | $3394792.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Inc                                         | Alcon Inc                                                                       | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |       33521 | NS      | $2300176.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      400000 | PA      | $412471.15     | 0.00%             | 2025-10-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SIGA Technologies Inc                             | SIGA Technologies Inc                                                           | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       71600 | NS      | $526976.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                  | Oscar Health Inc                                                                | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       88000 | NS      | $216480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-48595.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $379766.54     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RXO Inc                                           | RXO Inc                                                                         | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |        1003 | NS      | $17251.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                         | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       56800 | NS      | $4237848.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Investec PLC                                      | Investec PLC                                                                    | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | ZA        |      286537 | NS      | $1751677.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                               | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       85615 | NS      | $5249911.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | PA      | $810581.77     | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                          | Super Micro Computer Inc                                                        | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       31100 | NS      | $2553310.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrotec Holdings Corp                            | Ferrotec Holdings Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       21600 | NS      | $454706.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuexiu Property Co Ltd                            | Yuexiu Property Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900GASK6R1FD08W10 | Long             | EC               | CORP              | HK        |      382400 | NS      | $461348.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shinyaku Co Ltd                            | Nippon Shinyaku Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        3300 | NS      | $187273.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                           | Kite Realty Group Trust                                                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       49662 | NS      | $1045385.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Reynolds Consumer Products Inc                    | Reynolds Consumer Products Inc                                                  | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         595 | NS      | $17838.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                     | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      479283 | NS      | $12730259.80   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RS Technologies Co Ltd                            | RS Technologies Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        9000 | NS      | $240165.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                  | Enstar Group Ltd                                                                | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |        7300 | NS      | $1686592.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Merchants Bank Co Ltd                       | China Merchants Bank Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |       64500 | NS      | $356933.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Doximity Inc                                      | Doximity Inc                                                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         550 | NS      | $18458.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                                   | Masterbrand Inc                                                                 | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |         865 | NS      | $6530.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                               | Ladder Capital Corp                                                             | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |       45192 | NS      | $453727.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pacira BioSciences Inc                            | Pacira BioSciences Inc                                                          | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7405 | NS      | $285907.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartGroup Corp Ltd                               | SmartGroup Corp Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      179961 | NS      | $623113.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Accommodations Fund Inc                    | Nippon Accommodations Fund Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          46 | NS      | $211040.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 448055AD5<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      515000 | PA      | $528681.03     | 0.00%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                               | Coinbase Global Inc                                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        1615 | NS      | $57154.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HCA Healthcare Inc                                | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        5630 | NS      | $1350974.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                | Teladoc Health Inc                                                              | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |       22287 | NS      | $527087.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Goodman Group                                     | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      553931 | NS      | $6514424.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebix Inc                                          | Ebix Inc                                                                        | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |        4800 | NS      | $95808.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22150000 | OU      | $-1782.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $360771.23     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Moog Inc                                          | Moog Inc                                                                        | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       11600 | NS      | $1018016.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                                     | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       54844 | NS      | $4328594.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp                    | Brookfield Infrastructure Corp                                                  | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        4300 | NS      | $167270.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Seaboard Corp                                     | Seaboard Corp                                                                   | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |           4 | NS      | $15100.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J Trust Co Ltd                                    | J Trust Co Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       74100 | NS      | $289728.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daseke Inc                                        | Daseke Inc                                                                      | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |       52100 | NS      | $296449.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                           | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        2408 | NS      | $620228.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Enel SpA                                          | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      762717 | NS      | $4102002.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       19832 | NS      | $870490.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                      | FactSet Research Systems Inc                                                    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         600 | NS      | $240726.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC                           | Standard Industries Inc/NJ                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1228733.42    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                      | Sumitomo Metal Mining Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |       17500 | NS      | $614930.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2535000 | PA      | $2307444.15    | 0.02%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                      | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       10500 | NS      | $513345.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridge Investment Group Holdin                    | Bridge Investment Group Holdings Inc                                            | CUSIP: 10806B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25214 | NS      | $303828.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Essential Properties Realty Tr                    | Essential Properties Realty Trust Inc                                           | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       24180 | NS      | $567504.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                             | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        5755 | NS      | $46845.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercedes-Benz Group AG                            | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       49856 | NS      | $3260330.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44276.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1370000 | PA      | $1205617.26    | 0.01%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      261787 | NS      | $2554117.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities Inc                               | Sun Communities Inc                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |        6770 | NS      | $968110.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Ltd                                 | Swire Pacific Ltd                                                               | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |       98500 | NS      | $863439.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                             | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |      123291 | NS      | $4381276.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $1935334.74    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Primerica Inc                                     | Primerica Inc                                                                   | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |         458 | NS      | $64953.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $364198.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-763298.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Global Commercial RE                    | Lendlease Global Commercial REIT                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      348673 | NS      | $183504.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                  | Imperial Oil Ltd                                                                | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |       10600 | NS      | $516299.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou                    | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       13250 | NS      | $811827.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                     | Timken Co/The                                                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       16635 | NS      | $1175595.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Co Ltd                                  | Sino Land Co Ltd                                                                | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |      612000 | NS      | $763338.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissha Co Ltd                                     | Nissha Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 353800DMEBG4RFUJ0P59 | Long             | EC               | CORP              | JP        |       26000 | NS      | $358796.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                      | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      148150 | NS      | $4260794.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NextGen Healthcare Inc                            | NextGen Healthcare Inc                                                          | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20000 | NS      | $375600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                       | National Bank Holdings Corp                                                     | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17200 | NS      | $723604.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                      | Organon & Co                                                                    | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |        6200 | NS      | $173166.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | CME Euro Foreign Exchange Currency                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -1203 | NC      | $-4763304.26   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8150000 | PA      | $7287882.81    | 0.07%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                         | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       41323 | NS      | $391742.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PhosAgro PJSC                                     | PhosAgro PJSC                                                                   | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |       14357 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Esab Corp                                         | Esab Corp                                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       77051 | NS      | $3615232.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| agilon health Inc                                 | agilon health Inc                                                               | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         115 | NS      | $1856.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                            | Universal Display Corp                                                          | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3908 | NS      | $422220.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sri Trang Gloves Thailand PCL                     | Sri Trang Gloves Thailand PCL                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     1018200 | NS      | $293834.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Hologic Inc                                       | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        6415 | NS      | $479906.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                 | Lithia Motors Inc                                                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        4675 | NS      | $957159.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Titan Machinery Inc                               | Titan Machinery Inc                                                             | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |       21600 | NS      | $858168.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XSCE                                              | Shanxi Coking Coal Energy Group Co Ltd                                          | CUSIP: 000000000<br>LEI: 3003006IEAP7EBNLIL41 | Long             | EC               | CORP              | CN        |        4900 | NS      | $8233.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co Ltd                                | Kyowa Kirin Co Ltd                                                              | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |       43200 | NS      | $989452.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                            | Guidewire Software Inc                                                          | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |         857 | NS      | $53613.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems                     | Computer Programs and Systems Inc                                               | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       12500 | NS      | $340250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                        | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        6400 | NS      | $2491008.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barings Loan Partners CLO Ltd.                    | Barings Loan Partners CLO Ltd 3                                                 | CUSIP: 06763BAA7<br>LEI: 549300RUPLT0ZHQPBR47 | Long             | ABS-CBDO         | CORP              | KY        |    15700000 | PA      | $15286766.58   | 0.14%             | 2034-01-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA2                                         | CUSIP: 35564KGR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $256861.80     | 0.00%             | 2033-12-25      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Federal Signal Corp                               | Federal Signal Corp                                                             | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |        2400 | NS      | $111528.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1965000 | PA      | $1601551.64    | 0.01%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Standard Bank Group Ltd                           | Standard Bank Group Ltd                                                         | CUSIP: 000000000<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |       15145 | NS      | $149430.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                   | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       19612 | NS      | $1573078.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryder System Inc                                  | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       25005 | NS      | $2089667.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Radian Group Inc                                  | Radian Group Inc                                                                | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |        8500 | NS      | $162095.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk PT                          | Bank Central Asia Tbk PT                                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |     6065849 | NS      | $3326137.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14958.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aier Eye Hospital Group Co Ltd                    | Aier Eye Hospital Group Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      116642 | NS      | $522378.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| F&F Co Ltd / New                                  | F&F Co Ltd / New                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         130 | NS      | $14941.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       87447 | NS      | $25252944.66   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXI SPA                                          | Nexi SpA                                                                        | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     4930000 | PA      | $4265660.77    | 0.04%             | 2029-04-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                       | Trimble Inc                                                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        6555 | NS      | $331420.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -127 | NC      | $99814.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1147000 | PA      | $968830.22     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCSK Corp                                         | SCSK Corp                                                                       | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |       55000 | NS      | $832520.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                               | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       49792 | NS      | $6083586.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP J-Reit                                        | GLP J-Reit                                                                      | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               | CORP              | JP        |         682 | NS      | $785444.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    20330000 | OU      | $3120.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                            | Liberty Broadband Corp                                                          | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |         135 | NS      | $10239.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                   | D'ieteren Group                                                                 | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |        1860 | NS      | $356958.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                | Royalty Pharma PLC                                                              | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |        3755 | NS      | $148397.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consultancy Services Ltd                     | Tata Consultancy Services Ltd                                                   | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |       18528 | NS      | $728652.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -275 | NC      | $2608086.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $778868.26     | 0.01%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco del Bajio SA                                | Banco del Bajio SA                                                              | CUSIP: 000000000<br>LEI: 4469000001BD95FFLY16 | Long             | EC               | CORP              | MX        |      171700 | NS      | $540833.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                               | Tronox Holdings PLC                                                             | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |       13700 | NS      | $187827.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                              | Kyndryl Holdings Inc                                                            | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       91255 | NS      | $1014755.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                | Cenovus Energy Inc                                                              | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       28400 | NS      | $551010.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      210000 | PA      | $179026.82     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bupa Arabia for Cooperative In                    | Bupa Arabia for Cooperative Insurance Co                                        | CUSIP: 000000000<br>LEI: 558600B2WJHD5P31XS68 | Long             | EC               | CORP              | SA        |         618 | NS      | $23568.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                            | Equitable Holdings Inc                                                          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |        3830 | NS      | $109921.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2032138.04    | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| PayPal Holdings Inc                               | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       61195 | NS      | $4358307.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acerinox SA                                       | Acerinox SA                                                                     | CUSIP: 000000000<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |       24839 | NS      | $245541.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      136267 | NS      | $9238902.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co Ltd/Japan                        | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |       27600 | NS      | $4016467.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software                     | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        2685 | NS      | $279589.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1159241.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXI Ltd                                                    | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15500000 | PA      | $15223543.55   | 0.14%             | 2032-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $59852.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                            | Yum China Holdings Inc                                                          | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |        2100 | NS      | $114765.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                      | Veritiv Corp                                                                    | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |       23100 | NS      | $2811501.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| LIBERTY MUTUAL FIN EU                             | Liberty Mutual Finance Europe DAC                                               | CUSIP: 000000000<br>LEI: 254900GTNATA5DHR0920 | Long             | DBT              | CORP              | IE        |     2200000 | PA      | $2291153.99    | 0.02%             | 2024-03-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                            | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       27792 | NS      | $12008645.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                                    | Sumo Logic Inc                                                                  | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |       20200 | NS      | $163620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                    | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       30800 | NS      | $11958716.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijer Ref AB                                     | Beijer Ref AB                                                                   | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |       13332 | NS      | $188255.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwabo Holdings Co Ltd                           | Daiwabo Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       40700 | NS      | $596675.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings                     | Sun Country Airlines Holdings Inc                                               | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       15048 | NS      | $238661.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       55926 | NS      | $7591954.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13010000 | PA      | $8466664.06    | 0.08%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TBEA Co Ltd                                       | TBEA Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 300300NIEBMOQ4DNLE36 | Long             | EC               | CORP              | CN        |       12400 | NS      | $35862.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wabash National Corp                              | Wabash National Corp                                                            | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |       10400 | NS      | $235040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Hung Kai Properties Ltd                       | Sun Hung Kai Properties Ltd                                                     | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |       83841 | NS      | $1145215.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                             | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       65070 | NS      | $4058415.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Illumina Inc                                      | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        4130 | NS      | $835086.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      285000 | PA      | $249524.54     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | HUF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $48933.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging SA                         | Ardagh Metal Packaging SA                                                       | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |        1200 | NS      | $5772.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                       | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |        5755 | NS      | $284469.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank, National Association                    | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36004.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                    | CK Infrastructure Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | HK        |       42000 | NS      | $219157.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eHealth Inc                                       | eHealth Inc                                                                     | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       37800 | NS      | $182952.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I                    | Ryman Hospitality Properties Inc                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       12500 | NS      | $1022250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Indian Hotels Co Ltd                              | Indian Hotels Co Ltd                                                            | CUSIP: 000000000<br>LEI: 33580076CH5SBY5HWA22 | Long             | EC               | CORP              | IN        |        4342 | NS      | $16703.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Holdings Co Ltd                              | Toho Holdings Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800Z8BQ3ZHELA4J90 | Long             | EC               | CORP              | JP        |       92900 | NS      | $1549049.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                      | Porsche Automobil Holding SE                                                    | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |       29703 | NS      | $1619881.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1040908.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                    | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        7794 | NS      | $2402578.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      359540 | NS      | $16261994.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $234824.70     | 0.00%             | 2037-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                           | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1392907.25    | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freenet AG                                        | Freenet AG                                                                      | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |        5015 | NS      | $109047.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                 | Erie Indemnity Co                                                               | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |         112 | NS      | $27856.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                         | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      154994 | NS      | $2487653.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | EUR/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $91427.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO                             | Bain Capital Euro CLO 2020-1 DAC                                                | CUSIP: 000000000<br>LEI: 5493001FSPB8QPJ8P276 | Long             | ABS-CBDO         | CORP              | IE        |    14000000 | PA      | $14624439.30   | 0.14%             | 2033-01-24      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Lite-On Technology Corp                           | Lite-On Technology Corp                                                         | CUSIP: 000000000<br>LEI: 2549005GU1PQ73SZBT32 | Long             | EC               | CORP              | TW        |      255000 | NS      | $526998.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $141260.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $896044.83     | 0.01%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                        | Astra International Tbk PT                                                      | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |     1173600 | NS      | $429478.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Definitive Healthcare Corp                        | Definitive Healthcare Corp                                                      | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16305 | NS      | $179191.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Empire Co Ltd                                     | Empire Co Ltd                                                                   | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       19200 | NS      | $505666.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21194.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9743.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PDF Solutions Inc                                 | PDF Solutions Inc                                                               | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       26600 | NS      | $758632.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                | Unity Software Inc                                                              | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |         835 | NS      | $23872.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| eGain Corp                                        | eGain Corp                                                                      | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       87200 | NS      | $787416.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES                             | Healthpeak Properties Inc                                                       | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      555000 | PA      | $463767.90     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                              | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        2500 | NS      | $441050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                          | Dana Inc                                                                        | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $1998189.94    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Berry Corp                                        | Berry Corp                                                                      | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       98900 | NS      | $791200.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIDEOTRON LTD                                     | Videotron Ltd                                                                   | CUSIP: 92660FAG9<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      395000 | PA      | $390556.25     | 0.00%             | 2024-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                        | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      282815 | NS      | $11142911.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken                     | Skandinaviska Enskilda Banken AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |      106379 | NS      | $1224727.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Horiba Ltd                                        | Horiba Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |       23000 | NS      | $997114.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hargreaves Lansdown PLC                           | Hargreaves Lansdown PLC                                                         | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |       22132 | NS      | $227914.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ODP Corp/The                                      | ODP Corp/The                                                                    | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9100 | NS      | $414414.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                    | Metropolitan Bank Holding Corp                                                  | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2700 | NS      | $158409.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxaro Resources Ltd                              | Exxaro Resources Ltd                                                            | CUSIP: 000000000<br>LEI: 378900BC3D9BFF4E4A37 | Long             | EC               | CORP              | ZA        |        1550 | NS      | $19871.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jindal Steel & Power Ltd                          | Jindal Steel & Power Ltd                                                        | CUSIP: 000000000<br>LEI: 335800UIKQBF6QO2NP15 | Long             | EC               | CORP              | IN        |       29928 | NS      | $209911.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                     | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        3509 | NS      | $1316296.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KAZAKHSTAN TEMIR ZHOLY                            | Kazakhstan Temir Zholy National Co JSC                                          | CUSIP: 000000000<br>LEI: 213800X9NVS4IWFKLS77 | Long             | DBT              | CORP              | KZ        |     1500000 | PA      | $1562415.51    | 0.01%             | 2023-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2014-CCRE20 Mortgage Trust                                                 | CUSIP: 12592LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4957667 | PA      | $4725531.54    | 0.04%             | 2047-11-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-574135.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                         | Segro PLC                                                                       | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |       54599 | NS      | $502980.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd                      | Impala Platinum Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |       51436 | NS      | $646389.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      552951 | NS      | $15588140.54   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                             | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       24970 | NS      | $8245593.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GREE                                              | Gree Electric Appliances Inc of Zhuhai                                          | CUSIP: 000000000<br>LEI: 655600UY069MU9JRAN62 | Long             | EC               | CORP              | CN        |       12200 | NS      | $56789.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Calix Inc                                         | Calix Inc                                                                       | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       43100 | NS      | $2949333.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                      | WesBanco Inc                                                                    | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26700 | NS      | $987366.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $361324.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      169307 | NS      | $18613611.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | EUR/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31859.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                       | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       97277 | NS      | $6742888.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      892824 | NS      | $214117051.68  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8788.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Beer Co Inc/The                            | Boston Beer Co Inc/The                                                          | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |          15 | NS      | $4942.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                 | CONSOL Energy Inc                                                               | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       86700 | NS      | $5635500.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Latin America Ltd                         | Liberty Latin America Ltd                                                       | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |      192300 | NS      | $1461480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterRent Real Estate Investme                    | InterRent Real Estate Investment Trust                                          | CUSIP: 46071W205<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       32993 | NS      | $311898.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                              | Hancock Whitney Corp                                                            | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       43300 | NS      | $2095287.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                      | Teleflex Inc                                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        1196 | NS      | $298557.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-715186.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                        | Fidelity Grand Harbour CLO 2021-1 DAC                                           | CUSIP: 000000000<br>LEI: 635400KPYNGCFZ6MDR25 | Long             | ABS-CBDO         | CORP              | IE        |     8500000 | PA      | $8700572.16    | 0.08%             | 2034-10-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10662.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3520007.99    | 0.03%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Tsugami Corp                                      | Tsugami Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      207500 | NS      | $1818243.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                 | Indra Sistemas SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |       24096 | NS      | $274670.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $529501.92     | 0.00%             | 2041-12-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Mowi ASA                                          | Mowi ASA                                                                        | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |       29783 | NS      | $507511.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                    | JB Hunt Transport Services Inc                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        9589 | NS      | $1671938.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                              | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       38150 | NS      | $1449700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corp                                       | Otsuka Corp                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |       21400 | NS      | $674535.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                          | Jazz Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       54914 | NS      | $8748349.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                               | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       49194 | NS      | $6930942.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Latin America Ltd                         | Liberty Latin America Ltd                                                       | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |       85100 | NS      | $640803.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                               | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      152189 | NS      | $5000930.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgutneftegas PJSC                               | Surgutneftegas PJSC                                                             | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               | CORP              | RU        |       55200 | NS      | $0.07          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      825000 | PA      | $397864.50     | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TravelCenters of America Inc                      | TravelCenters of America Inc                                                    | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |       24000 | NS      | $1074720.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                  | Zillow Group Inc                                                                | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |         580 | NS      | $18101.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                       | Masimo Corp                                                                     | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |         130 | NS      | $19233.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1206000 | PA      | $1225584.53    | 0.01%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Fortum Oyj                                        | Fortum Oyj                                                                      | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |       41398 | NS      | $689445.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Enterprises Ltd                             | Adani Enterprises Ltd                                                           | CUSIP: 000000000<br>LEI: 335800OTN96B3M38HC30 | Long             | EC               | CORP              | IN        |        1888 | NS      | $87918.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polski Koncern Naftowy ORLEN S                    | Polski Koncern Naftowy ORLEN SA                                                 | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |       34392 | NS      | $505264.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo de Inversiones Surameric                    | Grupo de Inversiones Suramericana SA                                            | CUSIP: 000000000<br>LEI: 549300AC1Q176TZL0305 | Long             | EC               | CORP              | CO        |        7797 | NS      | $67381.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                  | Boyd Gaming Corp                                                                | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |        6864 | NS      | $374293.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Makino Milling Machine Co Ltd                     | Makino Milling Machine Co Ltd                                                   | CUSIP: 000000000<br>LEI: 353800JAOIGQ7V5T9078 | Long             | EC               | CORP              | JP        |       13300 | NS      | $434515.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirby Corp                                        | Kirby Corp                                                                      | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       33536 | NS      | $2158041.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     5725000 | PA      | $4651562.50    | 0.04%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| IDOM Inc                                          | IDOM Inc                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       96500 | NS      | $483658.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp                              | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        9775 | NS      | $610937.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                           | Illinois Tool Works Inc                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        4922 | NS      | $1084316.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health Inc                             | Oak Street Health Inc                                                           | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |        1195 | NS      | $25704.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      270000 | PA      | $247754.70     | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan L                    | Evergreen Marine Corp Taiwan Ltd                                                | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |      193400 | NS      | $1022160.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                   | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       62314 | NS      | $14927941.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                                    | NETSTREIT Corp                                                                  | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |       14462 | NS      | $265088.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hirose Electric Co Ltd                            | Hirose Electric Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        1800 | NS      | $225758.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-64734.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                               | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      107065 | NS      | $4416431.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SM Energy Co                                      | SM Energy Co                                                                    | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       56200 | NS      | $1957446.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      557337 | NS      | $18748816.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      900000 | PA      | $687208.83     | 0.01%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                | Crown Holdings Inc                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       44052 | NS      | $3621514.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                            | Franklin Resources Inc                                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        7120 | NS      | $187825.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Summit Hotel Properties Inc                       | Summit Hotel Properties Inc                                                     | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |       63918 | NS      | $461487.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                  | Deutsche Post AG                                                                | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       13096 | NS      | $490139.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brightsphere Investment Group                     | Brightsphere Investment Group Inc                                               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |        5252 | NS      | $108086.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                     | Rexford Industrial Realty Inc                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       10788 | NS      | $589456.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                           | Naturgy Energy Group SA                                                         | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |       18378 | NS      | $477626.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1100000 | PA      | $1064250.00    | 0.01%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Ares Euro CLO                                     | Ares European CLO VI DAC                                                        | CUSIP: 000000000<br>LEI: 635400IKZCKH2JKELA27 | Long             | ABS-CBDO         | CORP              | IE        |     2000000 | PA      | $2022878.82    | 0.02%             | 2030-04-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                           | Mahindra & Mahindra Ltd                                                         | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |      109698 | NS      | $1651474.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thor Industries Inc                               | Thor Industries Inc                                                             | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |         589 | NS      | $44463.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Everest Re Group Ltd                              | Everest Re Group Ltd                                                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        1015 | NS      | $336239.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22790000 | OU      | $-52934.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YTO Express Group Co Ltd                          | YTO Express Group Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        2300 | NS      | $6665.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $999027.36     | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $227472.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                             | Lumentum Holdings Inc                                                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |         730 | NS      | $38084.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avenue Supermarts Ltd                             | Avenue Supermarts Ltd                                                           | CUSIP: 000000000<br>LEI: 335800B2ZPJKOU2ZM776 | Long             | EC               | CORP              | IN        |         924 | NS      | $45369.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      102252 | NS      | $35111291.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                            | Banc of California Inc                                                          | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       42700 | NS      | $680211.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                 | Chord Energy Corp                                                               | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       24348 | NS      | $3331049.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund VII DAC                                                  | CUSIP: 000000000<br>LEI: 635400CLBI5JM6YQBR92 | Long             | ABS-CBDO         | CORP              | IE        |     5450000 | PA      | $5669745.99    | 0.05%             | 2031-09-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Serco Group PLC                                   | Serco Group PLC                                                                 | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |      120330 | NS      | $225878.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $612862.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                      | LyondellBasell Industries NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      127127 | NS      | $10555354.81   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                      | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $39541.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                        | Phoenix Group Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |       27665 | NS      | $202659.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $58594.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                            | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     1040000 | PA      | $965837.60     | 0.01%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Eclat Textile Co Ltd                              | Eclat Textile Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        1000 | NS      | $16053.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                             | Mountain View CLO 2013-1 Ltd                                                    | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5500000 | PA      | $5420998.55    | 0.05%             | 2030-10-12      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| OneWater Marine Inc                               | OneWater Marine Inc                                                             | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5300 | NS      | $151580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Arrow Electronics Inc                             | Arrow Electronics Inc                                                           | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |         653 | NS      | $68284.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11498.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashok Leyland Ltd                                 | Ashok Leyland Ltd                                                               | CUSIP: 000000000<br>LEI: 3358001BZKWERVWYCK35 | Long             | EC               | CORP              | IN        |      269672 | NS      | $466715.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $399492.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                       | Jack Henry & Associates Inc                                                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        1100 | NS      | $193116.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                        | Grid Dynamics Holdings Inc                                                      | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6380 | NS      | $71583.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp                                 | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      292500 | NS      | $5075208.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                              | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      400000 | PA      | $401660.04     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Ultra Clean Holdings Inc                          | Ultra Clean Holdings Inc                                                        | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       10300 | NS      | $341445.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                    | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      132479 | NS      | $17565390.61   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Largan Precision Co Ltd                           | Largan Precision Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        1000 | NS      | $66099.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      500000 | PA      | $695070.69     | 0.01%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                    | Shinhan Financial Group Co Ltd                                                  | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |       28797 | NS      | $801693.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                       | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $28043.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      165000 | PA      | $142892.58     | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OPG Trust                                         | OPG Trust 2021-PORT                                                             | CUSIP: 67118AAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3735289 | PA      | $3454270.50    | 0.03%             | 2036-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1558992.79    | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Co                    | Booz Allen Hamilton Holding Corp                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       49459 | NS      | $5169454.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                        | Atkore Inc                                                                      | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       39500 | NS      | $4480090.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kodiak Sciences Inc                               | Kodiak Sciences Inc                                                             | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |       37800 | NS      | $270648.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Perseus Mining Ltd                                | Perseus Mining Ltd                                                              | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |      528791 | NS      | $760912.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Faes Farma SA                                     | Faes Farma SA                                                                   | CUSIP: 000000000<br>LEI: 959800FXZQY7U3P1G969 | Long             | EC               | CORP              | ES        |      103282 | NS      | $388094.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First BanCorp/Puerto Rico                         | First BanCorp/Puerto Rico                                                       | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |       48900 | NS      | $622008.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tokyo Steel Manufacturing Co L                    | Tokyo Steel Manufacturing Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      207100 | NS      | $1861076.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                     | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |       24000 | NS      | $265041.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        3735 | NC      | $-681017.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                 | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      642538 | NS      | $14837508.73   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Grasim Industries Ltd                             | Grasim Industries Ltd                                                           | CUSIP: 000000000<br>LEI: 335800WLY7FOIT3ERV21 | Long             | EC               | CORP              | IN        |        1638 | NS      | $34001.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                    | Intermediate Capital Group PLC                                                  | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |       27081 | NS      | $373912.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1459482.80    | 0.01%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Materials Select Sector SPDR Fund                 | Materials Select Sector SPDR Fund                                               | CUSIP: 81369Y100<br>LEI: 549300N81BAQ1XPGBT65 | Long             | EC               | RF                | US        |       54062 | NS      | $4199536.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -20330000 | OU      | $-116462.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                          | Endeavor Energy Resources LP / EER Finance Inc                                  | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2345920.03    | 0.02%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Jeol Ltd                                          | Jeol Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       20000 | NS      | $537809.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taurus CMBS                                       | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |     1190832 | PA      | $1337773.22    | 0.01%             | 2031-08-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| StoneX Group Inc                                  | StoneX Group Inc                                                                | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |        4500 | NS      | $428850.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                   | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       10488 | NS      | $4919606.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        9430 | NS      | $898773.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sime Darby Plantation Bhd                         | Sime Darby Plantation Bhd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |       10800 | NS      | $11412.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Residential Loan Secu                    | LSF11 Boson Investments Sarl Compartment 2                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      496522 | PA      | $506068.16     | 0.00%             | 2060-11-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd                        | Hongkong Land Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | HK        |      113200 | NS      | $520812.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd                                | Kumba Iron Ore Ltd                                                              | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |       31435 | NS      | $907948.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                          | Manhattan Associates Inc                                                        | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |         226 | NS      | $27436.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPSON DEV HOLD                                   | Hopson Development Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 549300HYMKPTC1DTZS42 | Long             | EC               | CORP              | HK        |      415629 | NS      | $406407.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                      | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      323409 | NS      | $12793462.80   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Gap Inc/The                                       | Gap Inc/The                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |        2035 | NS      | $22954.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AST PGIM Fixed Income Central Fund                | AST PGIM Fixed Income Central Fund                                              | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |   106425754 | NS      | $1047229420.79 | 9.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                         | FleetCor Technologies Inc                                                       | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        1200 | NS      | $220416.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       18898 | NS      | $3278991.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                   | Bio-Techne Corp                                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        2400 | NS      | $198912.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                      | Ganfeng Lithium Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: 3003006BE6UOHWEOOR42 | Long             | EC               | CORP              | CN        |        2200 | NS      | $16309.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                      | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       11389 | NS      | $1109339.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                    | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       52115 | NS      | $37923735.24   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1220000 | PA      | $1042012.00    | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Perrigo Co PLC                                    | Perrigo Co PLC                                                                  | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |        5975 | NS      | $203687.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                          | F&G Annuities & Life Inc                                                        | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         198 | NS      | $3961.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                           | Amicus Therapeutics Inc                                                         | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |       79100 | NS      | $965811.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Daito Trust Cons                                  | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |        4000 | NS      | $409531.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co Ltd                                | WuXi AppTec Co Ltd                                                              | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |        1900 | NS      | $19935.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2067651.26    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Middleby Corp/The                                 | Middleby Corp/The                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |         509 | NS      | $68155.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                       | Premier Inc                                                                     | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1205 | NS      | $42150.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIAO AUTONOMA MADEIRA                           | Regiao Autonoma Madeira                                                         | CUSIP: 000000000<br>LEI: 549300NI7DXWFX27WX21 | Long             | DBT              | NUSS              | PT        |     1000000 | PA      | $829501.77     | 0.01%             | 2032-05-29      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| DoubleVerify Holdings Inc                         | DoubleVerify Holdings Inc                                                       | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          70 | NS      | $1537.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                       | Banner Corp                                                                     | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4700 | NS      | $297040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Jiangsu Co Ltd                            | Bank of Jiangsu Co Ltd                                                          | CUSIP: 000000000<br>LEI: 300300C1086832000046 | Long             | EC               | CORP              | CN        |       47000 | NS      | $49446.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lions Gate Entertainment Corp                     | Lions Gate Entertainment Corp                                                   | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |      117200 | NS      | $669212.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Raymond James Financial Inc                       | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        4957 | NS      | $529655.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeuchi Manufacturing Co Ltd                     | Takeuchi Manufacturing Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       14400 | NS      | $316175.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                        | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        4007 | NS      | $1109618.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Yangtze Power Co Ltd                        | China Yangtze Power Co Ltd                                                      | CUSIP: 000000000<br>LEI: 3003008VX8JFJXA6QP74 | Long             | EC               | CORP              | CN        |        7400 | NS      | $22423.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank TAS                                        | Akbank TAS                                                                      | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |      539301 | NS      | $563505.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Group Inc                               | Paramount Group Inc                                                             | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |      179100 | NS      | $1063854.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Genworth Financial Inc                            | Genworth Financial Inc                                                          | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      224800 | NS      | $1189192.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | News Corp                                                                       | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        2840 | NS      | $52369.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                     | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        1592 | NS      | $538048.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobile Telecommunications Co K                    | Mobile Telecommunications Co KSCP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |       48048 | NS      | $88542.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasseur Real Estate Investment                    | Sasseur Real Estate Investment Trust                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     2185200 | NS      | $1231745.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                      | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |     6346860 | NS      | $3701731.52    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                          | Service Properties Trust                                                        | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |      156400 | NS      | $1140156.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1170103.57    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                     | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      340575 | NS      | $10549973.03   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5825000 | PA      | $4636708.21    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Nexstar Media Group Inc                           | Nexstar Media Group Inc                                                         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |         364 | NS      | $63710.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Xcel Energy Inc                                   | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       14540 | NS      | $1019399.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                         | Graco Inc                                                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |         565 | NS      | $38001.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                    | NewMarket Corp                                                                  | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |          62 | NS      | $19288.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                     | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      411800 | NS      | $4717559.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information                     | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       34213 | NS      | $2321352.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Azimut Holding SpA                                | Azimut Holding SpA                                                              | CUSIP: 000000000<br>LEI: 81560025690EF8540635 | Long             | EC               | CORP              | IT        |      176265 | NS      | $3944071.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-49658.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                               | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        9178 | NS      | $4708038.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Max Healthcare Institute Ltd                      | Max Healthcare Institute Ltd                                                    | CUSIP: 000000000<br>LEI: 3358005LALYV4GZOYF67 | Long             | EC               | CORP              | IN        |       87981 | NS      | $466525.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHIFEI-BIOL                                       | Chongqing Zhifei Biological Products Co Ltd                                     | CUSIP: 000000000<br>LEI: 300300DRZD9P8L2NA467 | Long             | EC               | CORP              | CN        |         600 | NS      | $7609.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSW Steel Ltd                                     | JSW Steel Ltd                                                                   | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | EC               | CORP              | IN        |        3796 | NS      | $35190.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera Inc                                        | Natera Inc                                                                      | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          70 | NS      | $2811.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      107264 | NS      | $16941276.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Daqo New Energy Corp                              | Daqo New Energy Corp                                                            | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | CN        |         300 | NS      | $11583.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      300000 | PA      | $297460.28     | 0.00%             | 2036-03-28      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                            | Petroleo Brasileiro SA                                                          | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |       84700 | NS      | $449136.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $37157.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co L                    | Korea Investment Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       27843 | NS      | $1181607.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox Inc                                       | Dropbox Inc                                                                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |         180 | NS      | $4028.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                      | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       10355 | NS      | $283934.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOYY Inc                                          | JOYY Inc                                                                        | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | SG        |         300 | NS      | $9477.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                         | Vanda Pharmaceuticals Inc                                                       | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      136000 | NS      | $1005040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NTPC Ltd                                          | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               | CORP              | IN        |       21585 | NS      | $43409.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                    | BorgWarner Inc                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      156015 | NS      | $6279603.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Veritex Holdings Inc                              | Veritex Holdings Inc                                                            | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |        3700 | NS      | $103896.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                           | Pebblebrook Hotel Trust                                                         | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |       32800 | NS      | $439192.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    12470000 | PA      | $15097466.13   | 0.14%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                  | CUSIP: 46654EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1960000 | PA      | $1812203.85    | 0.02%             | 2038-06-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Old Republic International Cor                    | Old Republic International Corp                                                 | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |        3335 | NS      | $80540.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NCI                                               | New China Life Insurance Co Ltd                                                 | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |        5200 | NS      | $12660.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unimicron Technology Corp                         | Unimicron Technology Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      153000 | NS      | $593974.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3206503.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-379.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      227999 | NS      | $19808553.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SIPG                                              | Shanghai International Port Group Co Ltd                                        | CUSIP: 000000000<br>LEI: 300300DAQ7G1LS22G609 | Long             | EC               | CORP              | CN        |       67640 | NS      | $52147.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle India Ltd                                  | Nestle India Ltd                                                                | CUSIP: 000000000<br>LEI: 3358008SYYY9CPWH5D94 | Long             | EC               | CORP              | IN        |         176 | NS      | $41633.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp                           | Wintrust Financial Corp                                                         | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       16412 | NS      | $1387142.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                        | Xenia Hotels & Resorts Inc                                                      | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       72200 | NS      | $951596.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                        | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        8400 | NS      | $642180.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -26820000 | OU      | $-73629.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.HY.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    -4626000 | OU      | $-17035.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi Trends Inc                                   | Citi Trends Inc                                                                 | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |        6449 | NS      | $170769.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                        | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       16044 | NS      | $1621567.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                     | BlackRock Inc                                                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        4035 | NS      | $2859322.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI NV                                            | OCI NV                                                                          | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |       48475 | NS      | $1733101.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Incitec Pivot Ltd                                 | Incitec Pivot Ltd                                                               | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |      127998 | NS      | $325834.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                    | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       45998 | NS      | $3194783.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                              | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        4560 | NS      | $9189676.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HKEX                                              | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |       43508 | NS      | $1869549.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | Three-Month SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         110 | NC      | $53423.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                               | Xerox Holdings Corp                                                             | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |       22500 | NS      | $328500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                 | Marathon Oil Corp                                                               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       17280 | NS      | $467769.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2592751.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                    | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      126951 | NS      | $46443753.84   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Change Inc                                        | Change Inc                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       26600 | NS      | $436156.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd                              | Pilbara Minerals Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |      736754 | NS      | $1865644.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Corp                                  | LendingClub Corp                                                                | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |       17000 | NS      | $149600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                         | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       10900 | NS      | $1042895.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SL Green Realty Corp                              | SL Green Realty Corp                                                            | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |         678 | NS      | $22862.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Axis Capital Holdings Ltd                         | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       50487 | NS      | $2734880.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24273.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel Inc                                        | Mattel Inc                                                                      | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |        1865 | NS      | $33271.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2500000 | PA      | $2532785.05    | 0.02%             | 2026-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tandem Diabetes Care Inc                          | Tandem Diabetes Care Inc                                                        | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |          50 | NS      | $2247.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS SA                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4785.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                        | Brixmor Property Group Inc                                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       23085 | NS      | $523336.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        3400 | NS      | $204204.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Treasurer and Principal Financial and Accounting Officer