# EDGAR Filing Document

**Accession Number:** 0001011378
**File Stem:** 0001752724-25-199132
**Filing Date:** 2025-8
**Character Count:** 780596
**Document Hash:** 687476f6ec1ffc0d9ba575adfcf59338
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-199132.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-199132

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY VARIABLE INSURANCE FUND INC.
- **CENTRAL INDEX KEY:** 0001011378

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07607
- **FILM NUMBER:** 251244147

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** UNIVERSAL INSTITUTIONAL FUNDS INC
- **DATE OF NAME CHANGE:** 20020322

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MORGAN STANLEY UNIVERSAL FUNDS INC
- **DATE OF NAME CHANGE:** 19960328

## Series and Classes Contracts Data

### Global Strategist Portfolio (Series ID: S000004181)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000011764 | Class I      | MIMPX           |
| C000097939 | Class II     | MGTPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MORGAN STANLEY VARIABLE INSURANCE FUND INC.

- **b. Investment Company Act file number:** 811-07607

- **c. CIK number of Registrant:** 0001011378

- **d. LEI of Registrant:** KRX6WCBD0RZHNUHCX346

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

  - **Street Address 1:** 1585 Broadway

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

  - **Telephone number:** 800-869-6397

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

- **a. Name of Series:** Global Strategist Portfolio

- **b. EDGAR series identifier (if any):** S000004181

- **c. LEI of Series:** 54930060BDYEN0LP3272

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $85606164.26

**Total Liabilities:** $3305393.80

**Net Assets:** $82300770.46

**Amount of Assets Invested in Other Investment Companies:** $3978210.55

**Delayed Delivery Securities:** $151130.39

**Cash Not Reported:** $1280115.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -27.36000000 | **1-Year:** -570.60000000 | **5-Year:** -2640.71000000 | **10-Year:** -2553.64000000 | **30-Year:** -316.79000000

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

- **3-Month:** -1.26000000 | **1-Year:** -31.34000000 | **5-Year:** -113.37000000 | **10-Year:** -183.67000000 | **30-Year:** -11.06000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000097939 | 1.62%                | 3.08%                | 3.30%                |
| Class ID C000011764 | 1.71%                | 3.05%                | 3.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $191280.86               | $545151.59                                 |
| Month 2  | $-49056.16               | $2046551.68                                |
| Month 3  | $359923.27               | $1825209.82                                |

**Designated Index Information**

- **Index Name:** Blended: (60% MSCI ACWI / 40% BBG Global Aggregate Index)

- **Index Identifier:** MSAWIF_A_BBG_GA

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                                                         | Honeywell International Inc                                                                                                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        341 | NS      | $79412.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                            | Queensland Treasury Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     100000 | PA      | $117810.45    | 0.14%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                                  | Hong Kong Exchanges & Clearing Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |        206 | NS      | $11080.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                                         | Swedish Orphan Biovitrum AB                                                                                                                | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |        116 | NS      | $3530.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                                                       | Nemetschek SE                                                                                                                              | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |         34 | NS      | $4929.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1340822   TRS EUR R E II5802820250306 EQUITYTRS / Short: 1340822   TRS EUR P V 00MESTR II6766680250306 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     455665 | OU      | $-4873.70     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH COL INV                                                                     | British Columbia Investment Management Corp                                                                                                | CUSIP: 110610AD4<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      40000 | PA      | $29492.64     | 0.04%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138Y6Y40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15562 | PA      | $15292.34     | 0.02%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        298 | NS      | $17379.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                                            | Universal Music Group NV                                                                                                                   | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |        646 | NS      | $20956.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                        | Nordson Corp                                                                                                                               | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         27 | NS      | $5787.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                                                    | Pure Storage Inc                                                                                                                           | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |        172 | NS      | $9903.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                                                    | EPAM Systems Inc                                                                                                                           | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         30 | NS      | $5304.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                                              | Equitable Holdings Inc                                                                                                                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |        164 | NS      | $9200.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                 | LVMH Moet Hennessy Louis Vuitton SE                                                                                                        | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        151 | NS      | $79030.39     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                           | Jabil Inc                                                                                                                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         59 | NS      | $12867.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                                      | Kingfisher PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |       1048 | NS      | $4185.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                                          | BOC Hong Kong Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |        640 | NS      | $2786.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                                              | EDP SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |       1621 | NS      | $7042.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                   | Cisco Systems Inc                                                                                                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       2109 | NS      | $146322.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                                                      | Albemarle Corp                                                                                                                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |         63 | NS      | $3948.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                                                        | Assurant Inc                                                                                                                               | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |         27 | NS      | $5332.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |          1 | NC      | $185.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen AB                                                            | L E Lundbergforetagen AB                                                                                                                   | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |         46 | NS      | $2296.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                                              | OMV AG                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |         93 | NS      | $5057.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                      | Salesforce Inc                                                                                                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        532 | NS      | $145071.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                              | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |          1 | NC      | $4924.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                          | Intuit Inc                                                                                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        147 | NS      | $115781.61    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                                                       | Dynatrace Inc                                                                                                                              | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |        156 | NS      | $8612.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                                             | Dow Inc                                                                                                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        366 | NS      | $9691.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                                                                                           | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75975.86     | 0.09%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                                 | Imperial Brands PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |        459 | NS      | $18135.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd                                                | Washington H Soul Pattinson & Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300G2Q3P6ZVNC1465 | Long             | EC               | CORP              | AU        |        133 | NS      | $3676.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Basic-Fit NV                                                                        | Basic-Fit NV                                                                                                                               | CUSIP: 000000000<br>LEI: 724500HUXGTQC07CAZ61 | Long             | EC               | CORP              | NL        |        788 | NS      | $24017.42     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      30000 | PA      | $5227.47      | 0.01%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                                        | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      40000 | PA      | $24028.45     | 0.03%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                   | LEG Immobilien SE                                                                                                                          | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |         44 | NS      | $3916.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                                                | Sigma Healthcare Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Long             | EC               | CORP              | AU        |       2573 | NS      | $5064.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                           | L3Harris Technologies Inc                                                                                                                  | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        100 | NS      | $25084.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                                                   | Hyatt Hotels Corp                                                                                                                          | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |         22 | NS      | $3072.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                                             | Zebra Technologies Corp                                                                                                                    | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         27 | NS      | $8325.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                                            | Kone Oyj                                                                                                                                   | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        197 | NS      | $12978.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                                           | Warner Bros Discovery Inc                                                                                                                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       1240 | NS      | $14210.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |          1 | NC      | $280.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                                                        | BT Group PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |       3495 | NS      | $9306.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Long: SMIEV0072 IRS BRL R F 13.49350 II0488950250502 CCPNDFPREDISWA / Short: SMIEV0072 IRS BRL P V 00MBRCDI II8189840250502 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2952000 | OU      | $2916.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |          1 | NC      | $10.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $8.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         13 | NC      | $28640.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                                           | United Parcel Service Inc                                                                                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        382 | NS      | $38559.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $48644.05     | 0.06%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                           | Nokia Oyj                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |       3182 | NS      | $16510.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                                   | Galderma Group AG                                                                                                                          | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |         69 | NS      | $10029.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                                 | Dollar General Corp                                                                                                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        117 | NS      | $13382.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44859.97     | 0.05%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                                                       | Blackrock Inc                                                                                                                              | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |         77 | NS      | $80792.25     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                              | PURCHASED CNY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |          1 | NC      | $3376.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                       | Accenture PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        327 | NS      | $97737.03     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                                                     | HANG SENG IDX FUT JUL25                                                                                                                    | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          1 | NC      | $1713.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Trust 2024-BHP                                                                                                                       | CUSIP: 05493WAA0<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $201399.94    | 0.24%             | 2039-08-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                                                  | Equity Residential                                                                                                                         | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |        178 | NS      | $12013.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                                                                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     210000 | PA      | $262932.41    | 0.32%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| L'Oreal SA                                                                          | L'Oreal SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        134 | NS      | $57399.40     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                                           | Telecom Italia SpA/Milano                                                                                                                  | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |       2079 | NS      | $1027.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                                          | AMETEK Inc                                                                                                                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        121 | NS      | $21896.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2024-8                                                                                                   | CUSIP: 16159XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     151919 | PA      | $151343.04    | 0.18%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                     | Fidelity National Financial Inc                                                                                                            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        136 | NS      | $7624.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                                             | Saab AB                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |        183 | NS      | $10232.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                      | American Electric Power Co Inc                                                                                                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        278 | NS      | $28845.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                                                   | General Motors Co                                                                                                                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        578 | NS      | $28443.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                                                | Western Digital Corp                                                                                                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        181 | NS      | $11582.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                                          | Boliden AB                                                                                                                                 | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |        163 | NS      | $5093.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                              | Asian Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      60000 | PA      | $32711.78     | 0.04%             | 2031-05-19      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| European Residential Loan Securitization                                            | European Residential Loan Securitisation 2019-NPL1 DAC                                                                                     | CUSIP: 000000000<br>LEI: 635400NCOLE2BYYWTZ86 | Long             | ABS-O            | CORP              | IE        |      47578 | PA      | $55904.80     | 0.07%             | 2054-07-24      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                         | Alnylam Pharmaceuticals Inc                                                                                                                | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         66 | NS      | $21521.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                                                                 | Barrick Mining Corp                                                                                                                        | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        975 | NS      | $20298.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                                    | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-24.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                        | Vontier Corp                                                                                                                               | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47084.18     | 0.06%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                                                                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      20000 | PA      | $23505.66     | 0.03%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Amundi SA                                                                           | Amundi SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |         34 | NS      | $2755.90      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                           | Teledyne Technologies Inc                                                                                                                  | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         25 | NS      | $12807.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                                         | Vistra Corp                                                                                                                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        181 | NS      | $35079.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                                                       | Welltower Inc                                                                                                                              | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |        326 | NS      | $50115.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                                          | Expeditors International of Washington Inc                                                                                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |         73 | NS      | $8340.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia Government Bonds                                                          | Australia Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     190000 | PA      | $105863.59    | 0.13%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                        | KBC Group NV                                                                                                                               | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        137 | NS      | $14139.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                    | Genuine Parts Co                                                                                                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |         73 | NS      | $8855.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                                            | MSCI Inc                                                                                                                                   | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         41 | NS      | $23646.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                                              | SKF AB                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |        200 | NS      | $4594.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                          | Chipotle Mexican Grill Inc                                                                                                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        720 | NS      | $40428.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                                         | Viatris Inc                                                                                                                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |        618 | NS      | $5518.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FDJ UNITED                                                                          | FDJ UNITED                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |         61 | NS      | $2393.67      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario Canada                                                                                                                 | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $117660.51    | 0.14%             | 2035-07-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Volvo AB                                                                            | Volvo AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |        942 | NS      | $26505.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                                                       | Beiersdorf AG                                                                                                                              | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |         59 | NS      | $7416.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                                | Progressive Corp/The                                                                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        309 | NS      | $82459.74     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                                                         | Jack Henry & Associates Inc                                                                                                                | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |         39 | NS      | $7026.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                                                           | Pool Corp                                                                                                                                  | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         20 | NS      | $5829.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                                           | Argenx SE                                                                                                                                  | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         36 | NS      | $19928.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                                                         | American Water Works Co Inc                                                                                                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        102 | NS      | $14189.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                                                      | Atlassian Corp                                                                                                                             | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |         88 | NS      | $17871.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                          | Vertex Pharmaceuticals Inc                                                                                                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        136 | NS      | $60547.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                                 | Dominion Energy Inc                                                                                                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        441 | NS      | $24925.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $8.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                          | Mondelez International Inc                                                                                                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        695 | NS      | $46870.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                                                            | Okta Inc                                                                                                                                   | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |         85 | NS      | $8497.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                            | Export-Import Bank of Korea                                                                                                                | CUSIP: 302154DF3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $195715.42    | 0.24%             | 2026-02-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                              | JW Commercial Mortgage Trust 2024-MRCO                                                                                                     | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100205.16    | 0.12%             | 2039-06-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                   | Kinder Morgan Inc                                                                                                                          | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102143.20    | 0.12%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                                  | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                                                                              | CUSIP: 35563PHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74874 | PA      | $64416.66     | 0.08%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                  | Union Pacific Corp                                                                                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        320 | NS      | $73625.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                                          | Skanska AB                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |        200 | NS      | $4658.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                                              | Aristocrat Leisure Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |        315 | NS      | $13496.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                   | Johnson & Johnson                                                                                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       1262 | NS      | $192770.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD DKK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-59.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                                       | REA Group Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |         29 | NS      | $4592.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                                  | Realty Income Corp                                                                                                                         | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |        459 | NS      | $26442.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        379 | NS      | $110732.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                                          | NetApp Inc                                                                                                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        108 | NS      | $11507.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     225000 | PA      | $262402.75    | 0.32%             | 2026-06-11      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| ASX Ltd                                                                             | ASX Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |        108 | NS      | $4958.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-12468.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                            | Rolls-Royce Holdings PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |       4991 | NS      | $66143.95     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |       1741 | NS      | $45183.92     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                                         | CAC40 10 EURO FUT JUL25                                                                                                                    | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |          1 | NC      | $-945.41      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-182.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                                                           | Hess Corp                                                                                                                                  | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        144 | NS      | $19949.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1342190   TRS USD R V 00MSOFR II0747350250528 EQUITYTRS / Short: 1342190   TRS USD P E II1562670250528 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    1678561 | OU      | $-113879.74   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                                                 | Heineken Holding NV                                                                                                                        | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |         77 | NS      | $5745.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        487 | NS      | $151929.39    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                                            | Snam SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |        396 | NS      | $2397.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                                                 | Exact Sciences Corp                                                                                                                        | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |         98 | NS      | $5207.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     620000 | PA      | $591203.91    | 0.72%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP PLC                                                                              | BP PLC                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       9398 | NS      | $46823.58     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                             | National Bank of Canada                                                                                                                    | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |        223 | NS      | $23011.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                                                       | Clorox Co/The                                                                                                                              | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |         65 | NS      | $7804.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                                                                           | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |        410 | NS      | $45436.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                                                      | Stora Enso Oyj                                                                                                                             | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |        329 | NS      | $3576.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                                                        | Cochlear Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |         36 | NS      | $7119.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                                             | Hungary Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      16000 | PA      | $20335.88     | 0.02%             | 2033-09-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                            | Molson Coors Beverage Co                                                                                                                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |         94 | NS      | $4520.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                                             | Toromont Industries Ltd                                                                                                                    | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |         45 | NS      | $4044.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                                     | ASML Holding NV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        237 | NS      | $189916.86    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                     | Philip Morris International Inc                                                                                                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        825 | NS      | $150257.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                                                  | United Rentals Inc                                                                                                                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         34 | NS      | $25615.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                                                                     | Brookfield Corp                                                                                                                            | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |        775 | NS      | $47965.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Cellulosa AB SCA                                                            | Svenska Cellulosa AB SCA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |        355 | NS      | $4615.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA SOUTHERN POWER                                                                | Korea Southern Power Co Ltd                                                                                                                | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $195887.04    | 0.24%             | 2026-01-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                | International Business Machines Corp                                                                                                       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        489 | NS      | $144147.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                                                        | British American Tobacco PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       1195 | NS      | $56817.84     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                              | Chocoladefabriken Lindt & Spruengli AG                                                                                                     | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |          1 | NS      | $16853.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                                                         | Pentair PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |         87 | NS      | $8931.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                                           | Land Securities Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |        413 | NS      | $3587.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                                 | Macquarie Group Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |        199 | NS      | $29930.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |          1 | NC      | $81596.03     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     359346 | PA      | $327273.27    | 0.40%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140A12P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17763 | PA      | $18390.05     | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1685.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                                  | Valero Energy Corp                                                                                                                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        165 | NS      | $22179.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-586.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                       | Amphenol Corp                                                                                                                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        630 | NS      | $62212.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                    | Wells Fargo & Co                                                                                                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       1728 | NS      | $138447.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                                                 | Northern Trust Corp                                                                                                                        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        104 | NS      | $13186.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                                           | News Corp                                                                                                                                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        201 | NS      | $5973.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25800.55     | 0.03%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                             | Marathon Petroleum Corp                                                                                                                    | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        168 | NS      | $27906.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                                                                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     150000 | PA      | $157021.50    | 0.19%             | 2054-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Revvity Inc                                                                         | Revvity Inc                                                                                                                                | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |         64 | NS      | $6190.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                                                      | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1100000 | PA      | $45455.08     | 0.06%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Scentre Group                                                                       | Scentre Group                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       2894 | NS      | $6797.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $4661.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                                                | Straumann Holding AG                                                                                                                       | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |         66 | NS      | $8638.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                                                    | Singapore Telecommunications Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |       3624 | NS      | $10925.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-10.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                           | Partners Group Holding AG                                                                                                                  | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         15 | NS      | $19624.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                                  | NextEra Energy Inc                                                                                                                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       1056 | NS      | $73307.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                       | Hilton Worldwide Holdings Inc                                                                                                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        130 | NS      | $34624.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                                                        | WP Carey Inc                                                                                                                               | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |        115 | NS      | $7173.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                                             | UDR Inc                                                                                                                                    | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |        164 | NS      | $6696.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |          1 | NC      | $-46.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                                      | BPER Banca SPA                                                                                                                             | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |        198 | NS      | $1797.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                   | General Mills Inc                                                                                                                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        288 | NS      | $14921.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                                                       | DR Horton Inc                                                                                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        152 | NS      | $19595.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                                         | Paychex Inc                                                                                                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        170 | NS      | $24728.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED HKD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HK        |          1 | NC      | $-66.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                                  | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                                                                              | CUSIP: 35563PFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70602 | PA      | $61250.05     | 0.07%             | 2057-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                           | Tesco PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |       3975 | NS      | $21916.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                                                       | Interactive Brokers Group Inc                                                                                                              | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        232 | NS      | $12855.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1646000000 | PA      | $112698.53    | 0.14%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $131489.46    | 0.16%             | 2028-04-12      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Long: BMIEFQG19 IRS JPY R V 00MTONAR II6460890250129 CCPOIS / Short: BMIEFQG19 IRS JPY P F  1.80475 II5340940250129 CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3315944 | OU      | $2033.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                                                      | Continental AG                                                                                                                             | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |         66 | NS      | $5760.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                    | Terna - Rete Elettrica Nazionale                                                                                                           | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |        276 | NS      | $2837.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1284.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                            | Mowi ASA                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |        287 | NS      | $5542.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                                                     | Schlumberger NV                                                                                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        743 | NS      | $25113.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BTP FUTURE SEP25                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -1 | NC      | $-494.74      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd                                                             | Sembcorp Industries Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |        433 | NS      | $2332.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                                                         | Zscaler Inc                                                                                                                                | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |         53 | NS      | $16638.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                                               | Deutsche Lufthansa AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |        355 | NS      | $3013.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-330.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                                              | Singapore Airlines Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |        718 | NS      | $3938.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                          | AbbVie Inc                                                                                                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        919 | NS      | $170584.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                                                   | Tractor Supply Co                                                                                                                          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        282 | NS      | $14881.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                                                       | Universal Health Services Inc                                                                                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         31 | NS      | $5615.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                                                       | Insurance Australia Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |       1314 | NS      | $7811.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                                  | Publicis Groupe SA                                                                                                                         | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |        125 | NS      | $14118.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                                      | TOPIX INDX FUTR SEP25                                                                                                                      | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         -3 | NC      | $-11292.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                                           | Ball Corp                                                                                                                                  | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        156 | NS      | $8750.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                                                     | Seagate Technology Holdings PLC                                                                                                            | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        111 | NS      | $16020.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                                                      | Wesfarmers Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |        630 | NS      | $35158.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd                                               | Check Point Software Technologies Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |         51 | NS      | $11283.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                                        | Unilever PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       1508 | NS      | $92027.50     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                      | Air Products and Chemicals Inc                                                                                                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        118 | NS      | $33283.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY CORP VICTORIA                                                              | Treasury Corp of Victoria                                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     389000 | PA      | $214701.29    | 0.26%             | 2033-09-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                      | Commonwealth Bank of Australia                                                                                                             | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |        914 | NS      | $111241.36    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138WELB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76449 | PA      | $72744.32     | 0.09%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                                              | Singapore Exchange Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |        400 | NS      | $4683.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                                          | Ventas Inc                                                                                                                                 | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |        222 | NS      | $14019.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                                                                   | ARC Resources Ltd                                                                                                                          | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |        336 | NS      | $7083.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31414AYQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3738 | PA      | $3924.62      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                                       | Rio Tinto Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |        207 | NS      | $14653.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                                   | Sonova Holding AG                                                                                                                          | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |         33 | NS      | $9841.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                                 | AUST 10Y BOND FUT SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -4 | NC      | $-1984.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                                             | Freddie Mac Whole Loan Securities Trust                                                                                                    | CUSIP: 3137G1BK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26700 | PA      | $22847.87     | 0.03%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                              | SAP SE                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        622 | NS      | $190194.92    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                                                | Tradeweb Markets Inc                                                                                                                       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         61 | NS      | $8930.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp                                                                 | Tourmaline Oil Corp                                                                                                                        | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |        201 | NS      | $9697.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                                                 | Amadeus IT Group SA                                                                                                                        | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |        150 | NS      | $12672.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                                                          | Acciona SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |          8 | NS      | $1442.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                                               | Swiss Life Holding AG                                                                                                                      | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |         19 | NS      | $19234.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                    | ASR Nederland NV                                                                                                                           | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |         88 | NS      | $5847.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Long: 1342393   TRS USD R E II1454760250611 EQUITYTRS / Short: 1342393   TRS USD P V 00MSOFR II3597070250611 EQUITYTRS                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     758314 | OU      | $-367.85      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |          1 | NC      | $-30191.86    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                        | Thermo Fisher Scientific Inc                                                                                                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        200 | NS      | $81092.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                               | Costco Wholesale Corp                                                                                                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        234 | NS      | $231645.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                                                   | Expedia Group Inc                                                                                                                          | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         66 | NS      | $11132.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138A4JG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1790 | PA      | $1811.39      | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                                           | Holcim AG                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |        348 | NS      | $25842.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                                           | Endesa SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |        105 | NS      | $3326.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                                                      | Cloudflare Inc                                                                                                                             | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |        159 | NS      | $31136.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                                                   | Everest Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         22 | NS      | $7476.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                                                   | Chile Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      30000 | PA      | $35222.26     | 0.04%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                        | Carrefour SA                                                                                                                               | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |        325 | NS      | $4584.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                                                        | MTR Corp Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |        256 | NS      | $920.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                                                   | Constellation Software Inc/Canada                                                                                                          | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         11 | NS      | $40334.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                               | Uber Technologies Inc                                                                                                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       1043 | NS      | $97311.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                                                               | Aeroports de Paris SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |         19 | NS      | $2382.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                   | Brown-Forman Corp                                                                                                                          | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |         96 | NS      | $2583.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                                        | Teradyne Inc                                                                                                                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         85 | NS      | $7643.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60000 | PA      | $51900.03     | 0.06%             | 2054-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd                                                                    | CLP Holdings Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |        284 | NS      | $2398.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                                            | Rexel SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |        122 | NS      | $3762.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                                                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $117680.79    | 0.14%             | 2037-03-05      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BKW AG                                                                              | BKW AG                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |         12 | NS      | $2630.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED HKD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |          1 | NC      | $2.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                                                 | Cognizant Technology Solutions Corp                                                                                                        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        261 | NS      | $20365.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                                                         | Keyera Corp                                                                                                                                | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |        128 | NS      | $4186.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AddTech AB                                                                          | AddTech AB                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |        152 | NS      | $5181.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                                                          | Masco Corp                                                                                                                                 | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        113 | NS      | $7272.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                              | PURCHASED DKK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |          1 | NC      | $144.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | BNP Paribas SA                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |        554 | NS      | $49694.75     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Long: 1340858   TRS JPY R E II6585230250310 EQUITYTRS / Short: 1340858   TRS JPY P V 00MTONAR II3142620250310 EQUITYTRS                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   37275731 | OU      | $10662.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                                                    | Bank Hapoalim BM                                                                                                                           | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |        730 | NS      | $14021.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          5 | NC      | $22685.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                                            | eBay Inc                                                                                                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        251 | NS      | $18689.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                                                | WEC Energy Group Inc                                                                                                                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        166 | NS      | $17297.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                                                   | EOG Resources Inc                                                                                                                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        296 | NS      | $35404.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                                                             | M&G PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |       1344 | NS      | $4750.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                              | Arch Capital Group Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        196 | NS      | $17845.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                                               | 3M Co                                                                                                                                      | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        285 | NS      | $43388.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                                            | NIKE Inc                                                                                                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        626 | NS      | $44471.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                                           | Airbus SE                                                                                                                                  | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |        321 | NS      | $67153.41     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                            | Agilent Technologies Inc                                                                                                                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        146 | NS      | $17229.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                                 | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     390000 | PA      | $93715.44     | 0.11%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-138.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                           | Shell PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       3515 | NS      | $122636.65    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO STOXX 50 SEP25                                                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          6 | NC      | $3846.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                         | BioMarin Pharmaceutical Inc                                                                                                                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        100 | NS      | $5497.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                                               | TFI International Inc                                                                                                                      | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |         45 | NS      | $4039.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                                       | Owens Corning                                                                                                                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |         45 | NS      | $6188.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     530000 | PA      | $439547.82    | 0.53%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Quebecor Inc                                                                        | Quebecor Inc                                                                                                                               | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         88 | NS      | $2678.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140LVRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     266171 | PA      | $221313.84    | 0.27%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     351536 | PA      | $304417.70    | 0.37%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                               | Micron Technology Inc                                                                                                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        581 | NS      | $71608.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                                                | Regency Centers Corp                                                                                                                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |         90 | NS      | $6410.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136244.66    | 0.17%             | 2026-11-13      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| Covivio SA/France                                                                   | Covivio SA/France                                                                                                                          | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |         30 | NS      | $1902.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | Long: 1340215   TRS USD R E II6454740250127 EQUITYTRS / Short: 1340215   TRS USD P V 00MSOFR II4998320250127 EQUITYTRS                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |    4943400 | OU      | $623122.32    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                            | Jeronimo Martins SGPS SA                                                                                                                   | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |        146 | NS      | $3696.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     480000 | PA      | $479887.27    | 0.58%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Industrivarden AB                                                                   | Industrivarden AB                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |         72 | NS      | $2617.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                               | Burlington Stores Inc                                                                                                                      | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |         35 | NS      | $8142.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                                | Williams Cos Inc/The                                                                                                                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        644 | NS      | $40449.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT Group AG                                                                        | VAT Group AG                                                                                                                               | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |         16 | NS      | $6779.71      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HubSpot Inc                                                                         | HubSpot Inc                                                                                                                                | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |         27 | NS      | $15029.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |          1 | NC      | $29.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |          1 | NC      | $42464.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                       | TMX Group Ltd                                                                                                                              | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |        158 | NS      | $6697.09      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investment AB Latour                                                                | Investment AB Latour                                                                                                                       | CUSIP: 000000000<br>LEI: 5493006GFBLNB3Y0Y789 | Long             | EC               | CORP              | SE        |         87 | NS      | $2294.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                                  | Deutsche Boerse AG                                                                                                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |        110 | NS      | $35935.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                         | Snap-on Inc                                                                                                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         27 | NS      | $8401.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        992 | NS      | $84439.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                                                                | Evolution Mining Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |       1123 | NS      | $5846.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                           | Prologis Euro Finance LLC                                                                                                                  | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     100000 | PA      | $114147.07    | 0.14%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                             | Bank Leumi Le-Israel BM                                                                                                                    | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |        873 | NS      | $16242.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                                                         | Randstad NV                                                                                                                                | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |         63 | NS      | $2911.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |          1 | NC      | $53.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                                        | Walgreens Boots Alliance Inc                                                                                                               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |        387 | NS      | $4442.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                                           | Chubb Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        199 | NS      | $57654.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Ten Year Bonds                                                     | Japan Government Ten Year Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   16900000 | PA      | $115007.62    | 0.14%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Syensqo SA                                                                          | Syensqo SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |         43 | NS      | $3330.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                                                         | Rational AG                                                                                                                                | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |          3 | NS      | $2520.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                   | Omnicom Group Inc                                                                                                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        104 | NS      | $7481.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                                           | West Fraser Timber Co Ltd                                                                                                                  | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |         30 | NS      | $2199.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                                             | Sea Ltd                                                                                                                                    | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        186 | NS      | $29748.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                                                                    | Severn Trent PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |        158 | NS      | $5936.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor PLC                                                                           | Amcor PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |       1203 | NS      | $11055.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                | PNC Financial Services Group Inc/The                                                                                                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        208 | NS      | $38775.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                                                        | ROCKWOOL A/S                                                                                                                               | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |         55 | NS      | $2577.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                                                  | Cooper Cos Inc/The                                                                                                                         | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        105 | NS      | $7471.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                                            | Mizrahi Tefahot Bank Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |         91 | NS      | $5936.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 31329Q5L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11272 | PA      | $10960.45     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                                                  | Hang Seng Bank Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |        130 | NS      | $1950.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                                        | Porsche Automobil Holding SE                                                                                                               | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |         93 | NS      | $3691.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                               | Spotify Technology SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |         91 | NS      | $69827.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                                                                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     410000 | PA      | $496097.72    | 0.60%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Iberdrola SA                                                                        | Iberdrola SA                                                                                                                               | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       1910 | NS      | $36744.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                               | General Dynamics Corp                                                                                                                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        123 | NS      | $35874.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                                               | Robinhood Markets Inc                                                                                                                      | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        325 | NS      | $30429.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                                                         | Northern Star Resources Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |        775 | NS      | $9572.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanergy Thin Film Power Group Ltd.                                                  | Hanergy Thin Film Power Group Ltd.                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      18000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DBS Group Holdings Ltd                                                              | DBS Group Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       1024 | NS      | $36149.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                                                                                       | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     125000 | PA      | $139786.61    | 0.17%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                     | Xcel Energy Inc                                                                                                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        300 | NS      | $20430.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Ten Year Bonds                                                     | Japan Government Ten Year Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   64500000 | PA      | $429784.49    | 0.52%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bollore SE                                                                          | Bollore SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |        389 | NS      | $2445.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |          1 | NC      | $24.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-743.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                          | DaVita Inc                                                                                                                                 | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |         24 | NS      | $3418.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                                                                 | Helvetia Holding AG                                                                                                                        | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |         22 | NS      | $5165.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $977.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Long: 1342394   TRS USD R V 00MSOFR II4188360250611 EQUITYTRS / Short: 1342394   TRS USD P E II5208770250611 EQUITYTRS                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     762336 | OU      | $-13255.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                 | Cheniere Energy Inc                                                                                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        119 | NS      | $28978.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                                                                         | Samsara Inc                                                                                                                                | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        139 | NS      | $5529.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                                                        | Allegion plc                                                                                                                               | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |         46 | NS      | $6629.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       2034 | NS      | $72593.46     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BERG Finance                                                                        | Berg Finance 2021 DAC                                                                                                                      | CUSIP: 000000000<br>LEI: 635400MVCRPAUVUGGY60 | Long             | ABS-MBS          | CORP              | IE        |      14831 | PA      | $17426.91     | 0.02%             | 2033-04-22      | Floating      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| PPG Industries Inc                                                                  | PPG Industries Inc                                                                                                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        122 | NS      | $13877.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                                           | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |        982 | NS      | $72228.47     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                                                         | James Hardie Industries PLC                                                                                                                | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |        236 | NS      | $6337.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD DKK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-22.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                  | Canadian Imperial Bank of Commerce                                                                                                         | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |        534 | NS      | $37904.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                                                       | ICL Group Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |        451 | NS      | $3096.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                                           | Talanx AG                                                                                                                                  | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |         38 | NS      | $4926.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                                      | ACS Actividades de Construccion y Servicios SA                                                                                             | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |         58 | NS      | $4031.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                   | Atmos Energy Corp                                                                                                                          | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |         81 | NS      | $12482.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                                       | Marriott International Inc/MD                                                                                                              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        125 | NS      | $34151.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd                                                                            | Xero Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |         81 | NS      | $9584.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                        | Moody's Corp                                                                                                                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         86 | NS      | $43136.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                                            | Fox Corp                                                                                                                                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        121 | NS      | $6780.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $119727.49    | 0.15%             | 2030-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                       | Akzo Nobel NV                                                                                                                              | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |        101 | NS      | $7086.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                           | Orange SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       1013 | NS      | $15426.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                        | GEA Group AG                                                                                                                               | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |         87 | NS      | $6098.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp                                                                            | PPL Corp                                                                                                                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        386 | NS      | $13081.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | Long: 1342048   TRS USD R V 00MSOFR II3274380250519 EQUITYTRS / Short: 1342048   TRS USD P E II6250620250519 EQUITYTRS                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     738387 | OU      | $-4939.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                                                 | Sun Communities Inc                                                                                                                        | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |         67 | NS      | $8474.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                                                         | Exelon Corp                                                                                                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        523 | NS      | $22708.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                                          | Carvana Co                                                                                                                                 | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |         61 | NS      | $20554.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                                             | ABB Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       1044 | NS      | $62565.69     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                                                                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     160000 | PA      | $196604.45    | 0.24%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DWDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     573155 | PA      | $454550.43    | 0.55%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                          | Nucor Corp                                                                                                                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        125 | NS      | $16192.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                                             | Bank of Nova Scotia/The                                                                                                                    | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |        693 | NS      | $38320.47     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90787.68     | 0.11%             | 2032-03-23      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                                 | Societe Generale SA                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |        397 | NS      | $22710.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                                                | ASM International NV                                                                                                                       | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |         28 | NS      | $17961.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                                                          | FTSE/MIB IDX FUT SEP25                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |          1 | NC      | $276.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc/CN                                                                        | Metro Inc/CN                                                                                                                               | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |        119 | NS      | $9347.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                                         | Cintas Corp                                                                                                                                | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        191 | NS      | $42568.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                            | Thermo Fisher Scientific Inc                                                                                                               | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103494.16    | 0.13%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                                       | Medtronic PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        668 | NS      | $58229.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                                                 | Paycom Software Inc                                                                                                                        | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |         28 | NS      | $6479.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evraz PLC                                                                           | Evraz PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |        464 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Truist Financial Corp                                                               | Truist Financial Corp                                                                                                                      | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        701 | NS      | $30135.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-20997.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                            | Next PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |         69 | NS      | $11784.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                                                         | Corteva Inc                                                                                                                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        365 | NS      | $27203.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                         | Reckitt Benckiser Group PLC                                                                                                                | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |        408 | NS      | $27795.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                                                   | Upjohn Finance BV                                                                                                                          | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $102445.84    | 0.12%             | 2032-06-23      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                          | Advanced Micro Devices Inc                                                                                                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        854 | NS      | $121182.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                        | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |        761 | NS      | $12754.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM STUDENT LOAN TR 04-2                                                            | SLM Student Loan Trust 2004-2                                                                                                              | CUSIP: 000000000<br>LEI: 549300Y3YMECZJOAL893 | Long             | DBT              | CORP              | US        |      44819 | PA      | $49823.15     | 0.06%             | 2039-07-25      | Variable      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                  | Coterra Energy Inc                                                                                                                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        384 | NS      | $9745.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                         | PepsiCo Inc                                                                                                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        718 | NS      | $94804.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-3.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                                                       | Jardine Matheson Holdings Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |         26 | NS      | $1249.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104915.51    | 0.13%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |          1 | NC      | $70.84        | 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        |     100000 | PA      | $122505.74    | 0.15%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments Inc                                                               | Texas Instruments Inc                                                                                                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        480 | NS      | $99657.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                                       | CME Group Inc                                                                                                                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        190 | NS      | $52367.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                                            | Super Micro Computer Inc                                                                                                                   | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        280 | NS      | $13722.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                                            | Lifco AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |        138 | NS      | $5592.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-17.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                                           | Thales SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |         50 | NS      | $14763.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                                 | Vulcan Materials Co                                                                                                                        | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         69 | NS      | $17996.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                                            | Manhattan Associates Inc                                                                                                                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |         32 | NS      | $6319.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                                                 | PayPal Holdings Inc                                                                                                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        506 | NS      | $37605.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                                        | Centene Corp                                                                                                                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        265 | NS      | $14384.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                                                          | Getlink SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |        164 | NS      | $3165.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                                               | Dell Technologies Inc                                                                                                                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        171 | NS      | $20964.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                                          | Renault SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |        107 | NS      | $4937.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet Inc                                                                                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       3095 | NS      | $545431.85    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                                                           | Avolta AG                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |         52 | NS      | $2832.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                                                 | Meridian Energy Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |        905 | NS      | $3257.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                                                  | Barry Callebaut AG                                                                                                                         | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |          2 | NS      | $2186.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | FTSE 100 IDX FUT SEP25                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          1 | NC      | $-1638.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138AXVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6333 | PA      | $6105.07      | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BXP Inc                                                                             | BXP Inc                                                                                                                                    | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |         78 | NS      | $5262.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                            | Estee Lauder Cos Inc/The                                                                                                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        118 | NS      | $9534.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                                            | Tele2 AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |        324 | NS      | $4729.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                                         | Phillips 66                                                                                                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        214 | NS      | $25530.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                                                            | Pan American Silver Corp                                                                                                                   | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |        206 | NS      | $5845.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                                                   | CNH Industrial NV                                                                                                                          | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |        466 | NS      | $6039.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                                            | Microchip Technology Inc                                                                                                                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        281 | NS      | $19773.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                        | Prologis Inc                                                                                                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |        483 | NS      | $50772.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                                                  | Cenovus Energy Inc                                                                                                                         | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |        768 | NS      | $10450.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                                                 | Henkel AG & Co KGaA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |         99 | NS      | $7779.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |      35556 | NS      | $37387.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                                                        | Hong Kong & China Gas Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |       1944 | NS      | $1634.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                          | Genmab A/S                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |         37 | NS      | $7683.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                          | Fortum Oyj                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |        261 | NS      | $4894.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $499.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                                            | Visa Inc                                                                                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        905 | NS      | $321320.25    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                       | Hewlett Packard Enterprise Co                                                                                                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        692 | NS      | $14151.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                                                         | Ageas SA/NV                                                                                                                                | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |         89 | NS      | $6020.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                     | Southern Co/The                                                                                                                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        574 | NS      | $52710.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                                                  | Crown Holdings Inc                                                                                                                         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |         63 | NS      | $6487.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                                                       | Celestica Inc                                                                                                                              | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |         67 | NS      | $10468.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                        | Enbridge Inc                                                                                                                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       1224 | NS      | $55503.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Oyj                                                                           | Metso Oyj                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |        357 | NS      | $4626.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                                 | SPI 200 FUTURES SEP25                                                                                                                      | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          1 | NC      | $119.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                                                         | Pandora A/S                                                                                                                                | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |         49 | NS      | $8633.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                           | Legal & General Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |       3459 | NS      | $12102.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                               | Carlyle Group Inc/The                                                                                                                      | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |        123 | NS      | $6322.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                                           | Orkla ASA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |        437 | NS      | $4759.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                           | Sodexo SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |         48 | NS      | $2954.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                    | Roche Holding AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        457 | NS      | $149173.79    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                                                 | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | SE        |          1 | NC      | $1450.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                                | Woolworths Group Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |        683 | NS      | $13990.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                          | Zoetis Inc                                                                                                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        236 | NS      | $36804.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                                                      | NRG Energy Inc                                                                                                                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        108 | NS      | $17342.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                                                         | Informa PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |        783 | NS      | $8668.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                                 | Eastman Chemical Co                                                                                                                        | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |         61 | NS      | $4554.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                                                        | Securitas AB                                                                                                                               | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |        291 | NS      | $4356.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                             | Siemens Healthineers AG                                                                                                                    | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |        200 | NS      | $11102.87     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                                               | American Homes 4 Rent                                                                                                                      | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |        175 | NS      | $6312.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60000 | PA      | $57389.06     | 0.07%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-9804.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                              | Boston Scientific Corp                                                                                                                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        775 | NS      | $83242.75     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                           | Sampo Oyj                                                                                                                                  | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       1404 | NS      | $15110.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                          | Zimmer Biomet Holdings Inc                                                                                                                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        104 | NS      | $9485.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                                          | CONSTELLATION SOFTWARE INC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |         16 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Futu Holdings Ltd                                                                   | Futu Holdings Ltd                                                                                                                          | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         10 | NS      | $1235.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                                                       | Westlake Corp                                                                                                                              | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |         20 | NS      | $1518.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Long: 1342105   TRS USD R E II1988820250523 EQUITYTRS / Short: 1342105   TRS USD P V 00MSOFR II3206130250523 EQUITYTRS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1637830 | OU      | $123229.17    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                                           | Archer-Daniels-Midland Co                                                                                                                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        253 | NS      | $13353.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                                            | Daimler Truck Holding AG                                                                                                                   | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |        278 | NS      | $13189.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                                                          | ResMed Inc                                                                                                                                 | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         77 | NS      | $19866.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                                         | Swedbank AB                                                                                                                                | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |        504 | NS      | $13349.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                 | Elevance Health Inc                                                                                                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        122 | NS      | $47453.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                                                         | Lennar Corp                                                                                                                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        126 | NS      | $13936.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                                   | Lam Research Corp                                                                                                                          | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        676 | NS      | $65801.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                             | Pfizer Investment Enterprises Pte Ltd                                                                                                      | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      50000 | PA      | $46409.72     | 0.06%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                                     | Baker Hughes Co                                                                                                                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        512 | NS      | $19630.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                                                  | J M Smucker Co/The                                                                                                                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |         55 | NS      | $5401.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                               | NXP Semiconductors NV                                                                                                                      | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        134 | NS      | $29277.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                                                 | Leidos Holdings Inc                                                                                                                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         68 | NS      | $10727.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                                           | Essity AB                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |        359 | NS      | $9940.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60000 | PA      | $55793.16     | 0.07%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                                                      | CBRE Group Inc                                                                                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        161 | NS      | $22559.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |          1 | NC      | $1494.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                                                 | HKT Trust & HKT Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        663 | NS      | $991.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWITZERLAND                                                                         | Swiss Confederation Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     110000 | PA      | $136488.66    | 0.17%             | 2035-06-23      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                         | Raymond James Financial Inc                                                                                                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        102 | NS      | $15643.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                                                        | 3i Group PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |        552 | NS      | $31238.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                                         | Brenntag SE                                                                                                                                | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |         71 | NS      | $4703.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                          | Biogen Inc                                                                                                                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         74 | NS      | $9293.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1341339   TRS EUR R E II9836860250415 EQUITYTRS / Short: 1341339   TRS EUR P V 00MESTR II7870930250415 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     483531 | OU      | $-5171.76     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                                                       | Dollarama Inc                                                                                                                              | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        157 | NS      | $22121.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $35.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                                             | WPP PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |        637 | NS      | $4485.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                                                           | Block Inc                                                                                                                                  | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        292 | NS      | $19835.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                                                   | Gaming and Leisure Properties Inc                                                                                                          | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |        145 | NS      | $6768.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                          | Fiserv Inc                                                                                                                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        302 | NS      | $52067.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                                | Edison International                                                                                                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        202 | NS      | $10423.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                             | Procter & Gamble Co/The                                                                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       1231 | NS      | $196122.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-15.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Empire Co Ltd                                                                       | Empire Co Ltd                                                                                                                              | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |         74 | NS      | $3070.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                                                                                 | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51927.92     | 0.06%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                    | TotalEnergies SE                                                                                                                           | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       1119 | NS      | $68396.28     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                              | Treasury Corp of Victoria                                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     420000 | PA      | $211018.62    | 0.26%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                                           | Unibail-Rodamco-Westfield                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | XX        |         66 | NS      | $6344.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reece Ltd                                                                           | Reece Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        124 | NS      | $1171.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Long: BMIEQQFD2 IRS USD R V 00MSOFR II5212690250403 CCPOIS / Short: BMIEQQFD2 IRS USD P F  3.52550 II4305140250403 CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1031000 | OU      | $-4736.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                              | AXA SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118019.59    | 0.14%             | 2049-05-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Akamai Technologies Inc                                                             | Akamai Technologies Inc                                                                                                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |         80 | NS      | $6380.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                                              | Canadian Tire Corp Ltd                                                                                                                     | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |         30 | NS      | $4084.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                              | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53274.40     | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                                 | Kingdom of Belgium Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     100000 | PA      | $114318.50    | 0.14%             | 2043-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                    | Novo Nordisk A/S                                                                                                                           | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       1906 | NS      | $132074.38    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                                                       | Goodman Group                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       1124 | NS      | $25340.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                                                  | CONTRA ABIOMED INC                                                                                                                         | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |         14 | NS      | $14.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                                                   | State Street Corp                                                                                                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        154 | NS      | $16376.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-88712.34    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                                   | Hellenic Republic Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      30000 | PA      | $38091.63     | 0.05%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                                | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        116 | NS      | $53724.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottery Corp Ltd/The                                                                | Lottery Corp Ltd/The                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       1227 | NS      | $4304.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                                           | H & M Hennes & Mauritz AB                                                                                                                  | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |        323 | NS      | $4549.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                   | NatWest Group PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |       4781 | NS      | $33576.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                                    | Delivery Hero SE                                                                                                                           | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |        115 | NS      | $3121.36      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                                                    | Medibank Pvt Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |       1530 | NS      | $5080.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                                                | Power Corp of Canada                                                                                                                       | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        315 | NS      | $12303.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                       | Boeing Co/The                                                                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25730.67     | 0.03%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Trelleborg AB                                                                       | Trelleborg AB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |        120 | NS      | $4470.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                      | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        300 | NS      | $66561.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                                                       | Old Dominion Freight Line Inc                                                                                                              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        102 | NS      | $16554.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                                            | United Therapeutics Corp                                                                                                                   | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         22 | NS      | $6321.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                                            | RELX PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       1103 | NS      | $59780.03     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                              | Koninklijke Philips NV                                                                                                                     | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |        492 | NS      | $11814.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     160000 | PA      | $188063.50    | 0.23%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                              | AP Moller - Maersk A/S                                                                                                                     | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          2 | NS      | $3689.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                        | Alimentation Couche-Tard Inc                                                                                                               | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        431 | NS      | $21424.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                                                  | Albertsons Cos Inc                                                                                                                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |        198 | NS      | $4258.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                                                                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     240000 | PA      | $265764.89    | 0.32%             | 2029-02-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Cummins Inc                                                                         | Cummins Inc                                                                                                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         72 | NS      | $23580.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                                         | Workday Inc                                                                                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        112 | NS      | $26880.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                                                        | Sartorius AG                                                                                                                               | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |         15 | NS      | $3820.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                         | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |        133 | NS      | $41647.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                                           | IDEX Corp                                                                                                                                  | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         40 | NS      | $7022.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                                                  | Teck Resources Ltd                                                                                                                         | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |        265 | NS      | $10716.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Azrieli Group Ltd                                                                   | Azrieli Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         25 | NS      | $2302.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                                                         | CDW Corp/DE                                                                                                                                | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         71 | NS      | $12679.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138A8YQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12857 | PA      | $13013.60     | 0.02%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                          | Air Canada                                                                                                                                 | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |         93 | NS      | $1438.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                                          | Scout24 SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |         44 | NS      | $6074.15      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tyler Technologies Inc                                                              | Tyler Technologies Inc                                                                                                                     | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         23 | NS      | $13635.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                                               | Norfolk Southern Corp                                                                                                                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        117 | NS      | $29948.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1342519   TRS EUR R V 00MESTR II5583610250617 EQUITYTRS / Short: 1342519   TRS EUR P E II6478150250617 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     612282 | OU      | $-7060.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                      | Microsoft Corp                                                                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       3712 | NS      | $1846385.92   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1341340   TRS USD R V 00MSOFR II0387340250415 EQUITYTRS / Short: 1341340   TRS USD P E II4054220250415 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     563880 | OU      | $-7577.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                   | Suncor Energy Inc                                                                                                                          | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |        703 | NS      | $26333.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                              | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |          1 | NC      | $18.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                                                        | Insulet Corp                                                                                                                               | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         37 | NS      | $11624.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                            | Enel SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |       1603 | NS      | $15213.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                                                          | Eurazeo SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |         22 | NS      | $1572.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          4 | NC      | $3300.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                                                      | A O Smith Corp                                                                                                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |         63 | NS      | $4130.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Ing hc F Porsche AG                                                              | Dr Ing hc F Porsche AG                                                                                                                     | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |         67 | NS      | $3311.40      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Align Technology Inc                                                                | Align Technology Inc                                                                                                                       | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |         37 | NS      | $7005.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                                | Targa Resources Corp                                                                                                                       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        111 | NS      | $19322.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                   | Portugal Obrigacoes do Tesouro OT                                                                                                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      90000 | PA      | $102095.10    | 0.12%             | 2054-06-12      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                       | Industria de Diseno Textil SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |        363 | NS      | $18936.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                     | Tyson Foods Inc                                                                                                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        149 | NS      | $8335.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                                               | Becton Dickinson & Co                                                                                                                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        152 | NS      | $26182.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                                               | STMicroelectronics NV                                                                                                                      | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |        362 | NS      | $11099.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1410.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                  | Vertiv Holdings Co                                                                                                                         | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        188 | NS      | $24141.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                                                 | American Tower Corp                                                                                                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |        246 | NS      | $54370.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                                           | Neste Oyj                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |        245 | NS      | $3320.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                                           | Kering SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |         41 | NS      | $8932.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                                        | Evolution AB                                                                                                                               | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |         87 | NS      | $6909.81      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                   | Chile Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     100000 | PA      | $120110.61    | 0.15%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                                             | Freddie Mac Whole Loan Securities Trust 2017-SC02                                                                                          | CUSIP: 3137G1BS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32235 | PA      | $27551.10     | 0.03%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APA Group                                                                           | APA Group                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |        724 | NS      | $3892.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                     | Dollar Tree Inc                                                                                                                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        107 | NS      | $10597.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                                                    | French Republic Government Bond OAT                                                                                                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     630000 | PA      | $667127.54    | 0.81%             | 2029-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Packaging Corp of America                                                           | Packaging Corp of America                                                                                                                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         47 | NS      | $8857.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                                                  | IQVIA Holdings Inc                                                                                                                         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |         95 | NS      | $14971.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                                                   | Veeva Systems Inc                                                                                                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |         69 | NS      | $19870.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138A7K49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5694 | PA      | $5763.21      | 0.01%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                            | Accor SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |        108 | NS      | $5660.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Long: 1340248   TRS JPY R E II7837880250128 EQUITYTRS / Short: 1340248   TRS JPY P V 00MTONAR II5642690250128 EQUITY +20 BPS               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   33391240 | OU      | $9550.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Utilities Ltd                                                              | Canadian Utilities Ltd                                                                                                                     | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |         75 | NS      | $2075.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                                                  | Province of Quebec Canada                                                                                                                  | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $117553.62    | 0.14%             | 2035-05-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                 | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |         39 | NS      | $32289.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                       | Intercontinental Exchange Inc                                                                                                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        302 | NS      | $55407.94     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                               | Applied Materials Inc                                                                                                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        434 | NS      | $79452.38     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                                           | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |        369 | NS      | $15501.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |          1 | NC      | $20005.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                                                                  | Trade Desk Inc/The                                                                                                                         | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        241 | NS      | $17349.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |          1 | NC      | $10.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                               | Pembina Pipeline Corp                                                                                                                      | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |        329 | NS      | $12353.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                           | Aptiv PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |        123 | NS      | $8391.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp                                                                  | Lundin Mining Corp                                                                                                                         | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |        417 | NS      | $4385.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205283.96    | 0.25%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                             | Rockwell Automation Inc                                                                                                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         59 | NS      | $19598.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                                                                   | Origin Energy Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |        955 | NS      | $6788.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                    | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     108000 | PA      | $106301.08    | 0.13%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                                                         | Moderna Inc                                                                                                                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        167 | NS      | $4607.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Ltd                                                                          | Keppel Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |        705 | NS      | $4116.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                                 | Henkel AG & Co KGaA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |         61 | NS      | $4424.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                           | Orion Oyj                                                                                                                                  | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |         63 | NS      | $4739.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                                           | Constellation Energy Corp                                                                                                                  | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        167 | NS      | $53900.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                                           | Kellanova                                                                                                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        145 | NS      | $11531.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                                                        | Stryker Corp                                                                                                                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        180 | NS      | $71213.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                                                            | Tryg A/S                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |        201 | NS      | $5196.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                                      | Rheinmetall AG                                                                                                                             | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         25 | NS      | $52942.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24924.94     | 0.03%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2021-INV6                                                                                                         | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142892 | PA      | $121966.50    | 0.15%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                                                         | Pearson PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |        355 | NS      | $5229.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                              | Trane Technologies PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        119 | NS      | $52051.79     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD                                                                          | NBN Co Ltd                                                                                                                                 | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $180755.14    | 0.22%             | 2031-05-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                        | Newmont Corp                                                                                                                               | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        602 | NS      | $35072.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                                 | Alexandria Real Estate Equities Inc                                                                                                        | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |         81 | NS      | $5883.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                                            | Adyen NV                                                                                                                                   | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |         15 | NS      | $27548.06     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CapitaLand Investment Ltd/Singapore                                                 | CapitaLand Investment Ltd/Singapore                                                                                                        | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |       1124 | NS      | $2343.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                            | Constellation Brands Inc                                                                                                                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |         85 | NS      | $13827.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                                                         | Trimble Inc                                                                                                                                | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        129 | NS      | $9801.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                                               | AECOM                                                                                                                                      | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |         70 | NS      | $7900.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                              | Long: 1341033   TRS USD R E II8308920250324 EQUITYTRS / Short: 1341033   TRS USD P V 00MSOFR II3737000250324 EQUITYTRS                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     263943 | OU      | $4305.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                                            | Willis Towers Watson PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |         53 | NS      | $16244.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                                                                     | Kerry Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |         96 | NS      | $10606.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                         | NVIDIA Corp                                                                                                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      12517 | NS      | $1977560.83   | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD DKK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-98.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monday.com Ltd                                                                      | Monday.com Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |         24 | NS      | $7547.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                                                     | Best Buy Co Inc                                                                                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        117 | NS      | $7854.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                                        | Chevron Corp                                                                                                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        889 | NS      | $127295.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax Group PLC                                                                    | Spirax Group PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |         42 | NS      | $3434.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                                                 | Williams-Sonoma Inc                                                                                                                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         65 | NS      | $10619.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     360000 | PA      | $493086.55    | 0.60%             | 2025-10-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Johnson Controls International plc                                                  | Johnson Controls International plc                                                                                                         | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |        347 | NS      | $36650.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                                           | Adobe Inc                                                                                                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        229 | NS      | $88595.52     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                                                                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |        485 | NS      | $8448.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd                                                           | Power Assets Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |        240 | NS      | $1543.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Long: BMIES9S28 IRS USD R V 12MUSCPI II4907470250411 CCPINFLATIONZE / Short: BMIES9S28 IRS USD P F  2.35300 II1313980250411 CCPINFLATIONZE | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     736000 | OU      | $6852.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                           | Woodside Energy Group Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |       1062 | NS      | $16404.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                                                    | Sino Land Co Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |        613 | NS      | $652.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                                                              | Wharf Holdings Ltd/The                                                                                                                     | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |        173 | NS      | $527.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1340706   TRS USD R V 00MSOFR II7291220250226 EQUITYTRS / Short: 1340706   TRS USD P E II4500640250226 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |      14573 | OU      | $-195.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                                  | Renaissance Home Equity Loan Trust 2002-3                                                                                                  | CUSIP: 75970NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69850 | PA      | $65793.85     | 0.08%             | 2032-12-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                   | Take-Two Interactive Software Inc                                                                                                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         94 | NS      | $22827.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                              | AXA SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |        972 | NS      | $47730.09     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                                | Waste Management Inc                                                                                                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        211 | NS      | $48281.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Capital Partners PLC                                                            | CVC Capital Partners PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |        122 | NS      | $2508.49      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GSK PLC                                                                             | GSK PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       2431 | NS      | $46350.55     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                        | Entergy Corp                                                                                                                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        224 | NS      | $18618.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                                             | Freddie Mac Whole Loan Securities Trust 2015-SC02                                                                                          | CUSIP: 3137G1AK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14781 | PA      | $12896.84     | 0.02%             | 2045-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                           | Elisa Oyj                                                                                                                                  | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |         81 | NS      | $4502.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-290.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED HKD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |          1 | NC      | $-13.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132QMN80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26322 | PA      | $24312.69     | 0.03%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                     | Danske Bank A/S                                                                                                                            | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |        409 | NS      | $16705.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                                | Evonik Industries AG                                                                                                                       | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |        152 | NS      | $3140.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                         | Hubbell Inc                                                                                                                                | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         28 | NS      | $11435.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWAP MORGAN STANLEY COC                                                             | SWAP MORGAN STANLEY COC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     254991 | NS      | $254990.96    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | S+P500 EMINI FUT SEP25                                                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -7 | NC      | $-77507.50    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet Inc                                                                                                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       2636 | NS      | $467600.04    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                                                         | AltaGas Ltd                                                                                                                                | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |        165 | NS      | $4789.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                                                    | Smiths Group PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |        197 | NS      | $6076.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25506.89     | 0.03%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                     | Cigna Group/The                                                                                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        147 | NS      | $48595.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                 | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     225000 | PA      | $219014.55    | 0.27%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                                                  | SITC International Holdings Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |        241 | NS      | $772.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                                        | Dayforce Inc                                                                                                                               | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |         79 | NS      | $4375.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                                                   | Admiral Group PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |        156 | NS      | $7005.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                         | Cie Financiere Richemont SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        356 | NS      | $67366.87     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                                                | Dassault Aviation SA                                                                                                                       | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |         11 | NS      | $3889.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                                           | Stockland                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       1343 | NS      | $4746.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                                                | Ryanair Holdings PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |        488 | NS      | $13842.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                       | M&T Bank Corp                                                                                                                              | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |         87 | NS      | $16877.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | Long: 1338948   TRS JPY R E II2264420241108 EQUITYTRS / Short: 1338948   TRS JPY P V 00MTONAR II4493750241108 EQUITYTRS                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |  105857602 | OU      | $30278.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                                               | Lithuania Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      40000 | PA      | $48708.58     | 0.06%             | 2031-07-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                                                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        332 | NS      | $25155.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1700000 | PA      | $89553.72     | 0.11%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                             | O'Reilly Automotive Inc                                                                                                                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        465 | NS      | $41910.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                                                    | W R Berkley Corp                                                                                                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        160 | NS      | $11755.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $176991.93    | 0.22%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                               | Great-West Lifeco Inc                                                                                                                      | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |        157 | NS      | $5971.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-124.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        659 | NS      | $45457.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1300000 | PA      | $194468.30    | 0.24%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                   | Chile Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     100000 | PA      | $121272.55    | 0.15%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                    | Crown Castle Inc                                                                                                                           | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |        228 | NS      | $23422.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                                               | DuPont de Nemours Inc                                                                                                                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        219 | NS      | $15021.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SWAP GOLDMAN SACHS BOC                                                              | SWAP GOLDMAN SACHS BOC                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |    -570000 | NS      | $-570000.00   | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                                           | adidas AG                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        102 | NS      | $23809.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                                                     | Japan Government Ten Year Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   63150000 | PA      | $437400.15    | 0.53%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                                 | MTU Aero Engines AG                                                                                                                        | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |         32 | NS      | $14216.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                                                     | EMCOR Group Inc                                                                                                                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         24 | NS      | $12837.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                                                 | Wharf Real Estate Investment Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |        275 | NS      | $780.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                                        | Ferrovial SE                                                                                                                               | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |        169 | NS      | $9014.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                        | Illumina Inc                                                                                                                               | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |         84 | NS      | $8014.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                                                   | Bureau Veritas SA                                                                                                                          | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |        173 | NS      | $5904.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                                               | CyberArk Software Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |         27 | NS      | $10985.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                            | Province of British Columbia Canada                                                                                                        | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     150000 | PA      | $152481.54    | 0.19%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                  | Walt Disney Co/The                                                                                                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        953 | NS      | $118181.53    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-26393.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                   | Telstra Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |       2260 | NS      | $7206.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                        | DNB Bank ASA                                                                                                                               | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |        553 | NS      | $15292.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                                           | Linde PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |        250 | NS      | $117295.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd                                                                          | Santos Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |       1826 | NS      | $9206.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | RO        |          1 | NC      | $385.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                                          | Garmin Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         81 | NS      | $16906.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                                                 | Quanta Services Inc                                                                                                                        | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         78 | NS      | $29490.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                                         | Target Corp                                                                                                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        245 | NS      | $24169.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                                           | Dick's Sporting Goods Inc                                                                                                                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |         30 | NS      | $5934.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-185.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                         | Gartner Inc                                                                                                                                | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         41 | NS      | $16573.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                                         | Sun Hung Kai Properties Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |        244 | NS      | $2811.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                            | Marsh & McLennan Cos Inc                                                                                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        257 | NS      | $56190.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                                                       | Principal Financial Group Inc                                                                                                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        119 | NS      | $9452.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                         | Walmart Inc                                                                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       2317 | NS      | $226556.26    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                                          | Symrise AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |         78 | NS      | $8179.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                   | Compass Group PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |       1012 | NS      | $34278.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-45624.49    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    3550000 | PA      | $531426.05    | 0.65%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                    | Coca-Cola Co/The                                                                                                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       2149 | NS      | $152041.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                                        | Fortinet Inc                                                                                                                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        353 | NS      | $37319.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2022-LTV1                                                                                                         | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76551 | PA      | $67588.10     | 0.08%             | 2052-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                                            | CapitaLand Ascendas REIT                                                                                                                   | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |       1803 | NS      | $3804.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                                                         | GoDaddy Inc                                                                                                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |         73 | NS      | $13144.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                                                | Thomson Reuters Corp                                                                                                                       | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |         89 | NS      | $17897.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |        492 | NS      | $7534.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     300000 | PA      | $304886.81    | 0.37%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                                                         | Shopify Inc                                                                                                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        682 | NS      | $78659.75     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                                         | MongoDB Inc                                                                                                                                | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |         39 | NS      | $8189.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                                                | Ares Management Corp                                                                                                                       | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |         99 | NS      | $17146.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Airlines Group SA                                        | International Consolidated Airlines Group SA                                                                                               | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |        411 | NS      | $1936.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     510000 | PA      | $73283.56     | 0.09%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                                                                       | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |        824 | NS      | $108597.97    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                      | Public Storage                                                                                                                             | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |         82 | NS      | $24060.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     620000 | PA      | $597985.16    | 0.73%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                                                  | Japan Government Thirty Year Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   32250000 | PA      | $139071.15    | 0.17%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                                                | Rentokil Initial PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |       1485 | NS      | $7164.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                                                        | Techtronic Industries Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |        256 | NS      | $2824.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                                             | Magna International Inc                                                                                                                    | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        150 | NS      | $5798.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Long: SMIEY13M1 IRS BRL R F 13.56000 II4392610250523 CCPNDFPREDISWA / Short: SMIEY13M1 IRS BRL P V 00MBRCDI II0369710250523 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6379000 | OU      | $8778.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK Inc                                                                                                                                  | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73023.45     | 0.09%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                          | Stanley Black & Decker Inc                                                                                                                 | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |         81 | NS      | $5487.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Twenty Year Bonds                                                  | Japan Government Twenty Year Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   63300000 | PA      | $338224.46    | 0.41%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                          | TransUnion                                                                                                                                 | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        104 | NS      | $9152.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1338.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                          | Airbnb Inc                                                                                                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        229 | NS      | $30305.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                                          | PACCAR Inc                                                                                                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        275 | NS      | $26141.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                                    | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       2306 | NS      | $248586.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2303.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                                  | Cellnex Telecom SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |        162 | NS      | $6308.00      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |          1 | NC      | $71.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                                                         | Corning Inc                                                                                                                                | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        425 | NS      | $22350.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1330000 | PA      | $1342260.94   | 1.63%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications Inc                                                                                                                  | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $92966.46     | 0.11%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                           | Emera Inc                                                                                                                                  | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |        165 | NS      | $7558.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group PLC                                                                  | Kingspan Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |         90 | NS      | $7668.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                      | Air Liquide SA                                                                                                                             | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        317 | NS      | $65365.73     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1340705   TRS EUR R E II4173510250226 EQUITYTRS / Short: 1340705   TRS EUR P V 00MESTR II4262780250226 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     503234 | OU      | $-5382.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                                                              | Franklin Resources Inc                                                                                                                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        150 | NS      | $3577.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |          1 | NC      | $3679.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                           | Nestle SA                                                                                                                                  | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       1715 | NS      | $170516.18    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                     | CMS Energy Corp                                                                                                                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        156 | NS      | $10807.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                                                         | Nutanix Inc                                                                                                                                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        139 | NS      | $10625.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | LONG GILT FUTURE SEP25                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $3623.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-11160.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-8.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                                      | Galaxy Entertainment Group Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |        358 | NS      | $1595.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                                           | Host Hotels & Resorts Inc                                                                                                                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |        367 | NS      | $5637.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                                                    | Elia Group SA/NV                                                                                                                           | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |         29 | NS      | $3349.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |       1085 | NS      | $32165.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                                              | Agnico Eagle Mines Ltd                                                                                                                     | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        282 | NS      | $33597.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                                                       | JDE Peet's NV                                                                                                                              | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |        101 | NS      | $2885.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                                  | Steel Dynamics Inc                                                                                                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |         77 | NS      | $9856.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                                           | Kesko Oyj                                                                                                                                  | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |        159 | NS      | $3921.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                   | Wolters Kluwer NV                                                                                                                          | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        142 | NS      | $23747.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                              | China Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     410000 | PA      | $57270.43     | 0.07%             | 2025-07-14      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc                                                                | Amentum Holdings Inc                                                                                                                       | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |          4 | NS      | $94.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                                              | Darden Restaurants Inc                                                                                                                     | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         62 | NS      | $13514.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagax AB                                                                            | Sagax AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |        128 | NS      | $2933.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                                          | Geberit AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |         23 | NS      | $18113.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                                      | BE Semiconductor Industries NV                                                                                                             | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |         48 | NS      | $7178.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                     | American Financial Group Inc/OH                                                                                                            | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |         37 | NS      | $4669.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                                               | McCormick & Co Inc/MD                                                                                                                      | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        131 | NS      | $9932.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                                           | Palantir Technologies Inc                                                                                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       1114 | NS      | $151860.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                                                                 | WiseTech Global Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |        112 | NS      | $8032.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralliant Corp                                                                       | Ralliant Corp                                                                                                                              | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         61 | NS      | $2974.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                                              | Marvell Technology Inc                                                                                                                     | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        463 | NS      | $35836.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                                            | CTS Eventim AG & Co KGaA                                                                                                                   | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |         37 | NS      | $4600.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                                             | Consolidated Edison Inc                                                                                                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        180 | NS      | $18063.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Government Bonds                                                             | Canada Government Bonds                                                                                                                    | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     920000 | PA      | $679283.28    | 0.83%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                             | Hungary Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      64000 | PA      | $76202.44     | 0.09%             | 2034-06-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Sandvik AB                                                                          | Sandvik AB                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |        626 | NS      | $14374.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                                            | Agence Francaise de Developpement EPIC                                                                                                     | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $100923.45    | 0.12%             | 2034-10-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                                           | Marks & Spencer Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |       1215 | NS      | $5913.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                                                           | Link REIT                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |        445 | NS      | $2383.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                       | Martin Marietta Materials Inc                                                                                                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         32 | NS      | $17566.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | Long: 1342047   TRS USD R E II1752990250519 EQUITYTRS / Short: 1342047   TRS USD P V 00MSOFR II0349580250519 EQUITYTRS                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     738597 | OU      | $144.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                                                                            | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     180000 | PA      | $192974.82    | 0.23%             | 2030-04-23      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Assa Abloy AB                                                                       | Assa Abloy AB                                                                                                                              | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |        596 | NS      | $18633.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                     | London Stock Exchange Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |        284 | NS      | $41534.18     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                    | Carlisle Cos Inc                                                                                                                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         24 | NS      | $8961.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                                                    | CoStar Group Inc                                                                                                                           | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |        222 | NS      | $17848.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                                                    | DSM-Firmenich AG                                                                                                                           | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |        111 | NS      | $11808.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                     | TJX Cos Inc/The                                                                                                                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        589 | NS      | $72735.61     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                                            | Engie SA                                                                                                                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |        994 | NS      | $23361.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                                           | Hikma Pharmaceuticals PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |        101 | NS      | $2756.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                                                         | Incyte Corp                                                                                                                                | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |         85 | NS      | $5788.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD DKK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-495.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                                                             | Texas Pacific Land Corp                                                                                                                    | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         10 | NS      | $10563.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                                                  | Sage Group PLC/The                                                                                                                         | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |        582 | NS      | $9994.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |          1 | NC      | $-11664.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK Inc                                                                                                                                  | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26242.95     | 0.03%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                                           | Repsol SA                                                                                                                                  | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |        385 | NS      | $5631.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                                               | Monster Beverage Corp                                                                                                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        385 | NS      | $24116.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                                                    | Wartsila OYJ Abp                                                                                                                           | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |        293 | NS      | $6924.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                                                        | Indutrade AB                                                                                                                               | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |        161 | NS      | $4396.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                              | Berkshire Hathaway Inc                                                                                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        699 | NS      | $339553.23    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $-108.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                                                                        | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99707.05     | 0.12%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                    | Markel Group Inc                                                                                                                           | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |          7 | NS      | $13981.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                                         | Nutrien Ltd                                                                                                                                | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        280 | NS      | $16315.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                                             | Vestas Wind Systems A/S                                                                                                                    | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |        584 | NS      | $8772.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                        | DoorDash Inc                                                                                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        186 | NS      | $45850.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                                             | DSV A/S                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |        121 | NS      | $29022.36     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     800000 | PA      | $42517.73     | 0.05%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                      | Hershey Co/The                                                                                                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         75 | NS      | $12446.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                                                   | Hannover Rueck SE                                                                                                                          | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |         36 | NS      | $11344.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                 | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |       2992 | NS      | $17235.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-6029.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                    | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |          5 | NS      | $9782.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                                      | Atlas Copco AB                                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       1617 | NS      | $26140.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                                                     | Japan Government Ten Year Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   31150000 | PA      | $207370.17    | 0.25%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                                             | JT International Financial Services BV                                                                                                     | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116499.43    | 0.14%             | 2034-04-11      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1339672   TRS USD R V 00MSOFR II0984400241217 EQUITYTRS / Short: 1339672   TRS USD P E II3725390241217 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     205645 | OU      | $-2763.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                                                 | TransDigm Group Inc                                                                                                                        | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         30 | NS      | $45619.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                                         | Netflix Inc                                                                                                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        229 | NS      | $306660.77    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                                                                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      25000 | PA      | $28733.33     | 0.03%             | 2034-02-15      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                           | Fresenius Medical Care AG                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |        130 | NS      | $7469.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                          | Cadence Design Systems Inc                                                                                                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        147 | NS      | $45298.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                                                                                    | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      90000 | PA      | $95641.58     | 0.12%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                     | AstraZeneca PLC                                                                                                                            | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        923 | NS      | $128453.11    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                   | Kimco Realty Corp                                                                                                                          | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |        349 | NS      | $7335.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                                                  | Koninklijke KPN NV                                                                                                                         | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |       2288 | NS      | $11161.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                                                         | Aena SME SA                                                                                                                                | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |        249 | NS      | $6646.75      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $147.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                                | Juniper Networks Inc                                                                                                                       | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        174 | NS      | $6947.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                            | Bank Gospodarstwa Krajowego                                                                                                                | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     100000 | PA      | $119515.73    | 0.15%             | 2030-03-18      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Meff Financial Derivatives                                                          | IBEX 35 INDX FUTR JUL25                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |          1 | NC      | $-1041.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED ILS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |          1 | NC      | $67.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                                              | Intuitive Surgical Inc                                                                                                                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        186 | NS      | $101074.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                                                                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      58000 | PA      | $72330.13     | 0.09%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                                                                                     | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      60000 | PA      | $61931.55     | 0.08%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                          | Allianz SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $132746.53    | 0.16%             | 2053-07-25      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                           | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |        570 | NS      | $8122.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                                                 | BlueScope Steel Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |        244 | NS      | $3718.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                                             | Sika AG                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |         99 | NS      | $26936.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD DKK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-245.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                              | Fresenius SE & Co KGaA                                                                                                                     | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |        249 | NS      | $12530.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                                                                 | Bentley Systems Inc                                                                                                                        | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |         84 | NS      | $4533.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                                                        | Xylem Inc/NY                                                                                                                               | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        128 | NS      | $16558.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                                          | Ecolab Inc                                                                                                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        134 | NS      | $36104.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                                             | Freddie Mac Whole Loan Securities Trust 2016-SC01                                                                                          | CUSIP: 3137G1AW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9049 | PA      | $7794.33      | 0.01%             | 2046-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                      | Mastercard Inc                                                                                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        431 | NS      | $242196.14    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                                           | Arkema SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |         31 | NS      | $2289.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                               | Republic Services Inc                                                                                                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        115 | NS      | $28360.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       3790 | NS      | $109682.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                                                       | Schroders PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |        427 | NS      | $2123.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                                          | Salmar ASA                                                                                                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |         42 | NS      | $1821.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                    | Pernod Ricard SA                                                                                                                           | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |        110 | NS      | $10972.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                               | Southwest Airlines Co                                                                                                                      | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |         77 | NS      | $2497.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAR Group Ltd                                                                       | CAR Group Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |        210 | NS      | $5171.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                    | Booz Allen Hamilton Holding Corp                                                                                                           | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |         66 | NS      | $6872.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                                               | Kongsberg Gruppen ASA                                                                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        268 | NS      | $10393.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                        | Broadcom Inc                                                                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       2326 | NS      | $641161.90    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                              | Volkswagen International Finance NV                                                                                                        | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $232861.58    | 0.28%             | 2027-03-30      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $10.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                           | Amgen Inc                                                                                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        279 | NS      | $77899.59     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                                                | Westpac Banking Corp                                                                                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |       1888 | NS      | $42076.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                | Bank of America Corp                                                                                                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       3601 | NS      | $170399.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                                     | Antofagasta PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |        223 | NS      | $5544.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                                             | Canada Government Bonds                                                                                                                    | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      20000 | PA      | $10741.77     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                  | Credit Agricole SA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |        577 | NS      | $10915.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                                             | SSE PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |        658 | NS      | $16568.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                                                                                    | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152803.84    | 0.19%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                                               | JD Sports Fashion PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |       1479 | NS      | $1803.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                          | HEICO Corp                                                                                                                                 | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         23 | NS      | $7544.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                                         | Bayerische Motoren Werke AG                                                                                                                | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |        171 | NS      | $15229.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                                       | Alfa Laval AB                                                                                                                              | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |        172 | NS      | $7244.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap Inc                                                                            | Snap Inc                                                                                                                                   | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |        560 | NS      | $4866.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      80000 | PA      | $104966.32    | 0.13%             | 2043-10-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen AG                                                                       | Volkswagen AG                                                                                                                              | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |        123 | NS      | $13002.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                            | Medtronic Global Holdings SCA                                                                                                              | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $104745.39    | 0.13%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                                            | Essex Property Trust Inc                                                                                                                   | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |         34 | NS      | $9635.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1341308   TRS JPY R E II0653840250414 EQUITYTRS / Short: 1341308   TRS JPY P V 00MTONAR II7966030250414 EQUITYTRS                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |   70363438 | OU      | $40777.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                                                   | Hormel Foods Corp                                                                                                                          | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        158 | NS      | $4779.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF ALBERTA                                                                 | Province of Alberta Canada                                                                                                                 | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $119103.66    | 0.14%             | 2035-04-02      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust                                                                | STAR 2024-SFR4 Trust                                                                                                                       | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     199696 | PA      | $201017.23    | 0.24%             | 2041-10-17      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                       | Stellantis NV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |        401 | NS      | $4016.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                                                                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      50000 | PA      | $55126.62     | 0.07%             | 2029-02-15      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| Bunge Global SA                                                                     | Bunge Global SA                                                                                                                            | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |         74 | NS      | $5940.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                           | Tesla Inc                                                                                                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       1513 | NS      | $480619.58    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                                            | Alcon AG                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        326 | NS      | $28910.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                          | US Bancorp                                                                                                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        816 | NS      | $36924.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                                                               | Novonesis Novozymes B                                                                                                                      | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |        208 | NS      | $14933.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                         | Swisscom AG                                                                                                                                | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |         17 | NS      | $12071.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Campbell's Company                                                              | The Campbell's Company                                                                                                                     | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        101 | NS      | $3095.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                                 | Deutsche Telekom AG                                                                                                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       2062 | NS      | $75476.62     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                           | Aviva PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |       1585 | NS      | $13475.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                        | Entegris Inc                                                                                                                               | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |         80 | NS      | $6452.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                        | ING Groep NV                                                                                                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       1874 | NS      | $41073.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Reddit Inc                                                                          | Reddit Inc                                                                                                                                 | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         33 | NS      | $4968.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                                                | Westpac Banking Corp                                                                                                                       | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     125000 | PA      | $110308.21    | 0.13%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-99.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                  | Home Depot Inc/The                                                                                                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        526 | NS      | $192852.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                                                 | Alliant Energy Corp                                                                                                                        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        134 | NS      | $8102.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99151.59     | 0.12%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                                | Schindler Holding AG                                                                                                                       | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         14 | NS      | $5086.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                                          | Intel Corp                                                                                                                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       2293 | NS      | $51363.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140E7GS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6549 | PA      | $6247.43      | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                             | Veolia Environnement SA                                                                                                                    | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |        339 | NS      | $12102.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                            | Corebridge Financial Inc                                                                                                                   | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |        133 | NS      | $4721.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      50000 | PA      | $8885.64      | 0.01%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                                            | Wilmar International Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |        936 | NS      | $2112.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                                                | Labcorp Holdings Inc                                                                                                                       | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         44 | NS      | $11550.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1342517   TRS EUR R E II3595140250617 EQUITYTRS / Short: 1342517   TRS EUR P V 00MESTR II5196040250617 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     610972 | OU      | $1942.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group PLC                                                               | Auto Trader Group PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |        519 | NS      | $5878.61      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                                               | Camden Property Trust                                                                                                                      | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |         56 | NS      | $6310.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                                                 | Fisher & Paykel Healthcare Corp Ltd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |        404 | NS      | $8873.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                                                        | Alliander NV                                                                                                                               | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $120801.14    | 0.15%             | 2032-03-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                                                      | SS&C Technologies Holdings Inc                                                                                                             | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |        118 | NS      | $9770.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1342516   TRS EUR R E II7539000250617 EQUITYTRS / Short: 1342516   TRS EUR P V 00MESTR II1463020250617 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     539691 | OU      | $-55.73       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                            | Long: BMIEM4223 IRS JPY R V 00MTONAR II9389870250310 CCPOIS / Short: BMIEM4223 IRS JPY P F  2.02250 II4553680250310 CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4427000 | OU      | $1213.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                                 | Kingdom of Belgium Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      30000 | PA      | $33494.21     | 0.04%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                       | Rio Tinto PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |        653 | NS      | $38007.26     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                                             | IMCD NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |         35 | NS      | $4707.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $126489.28    | 0.15%             | 2033-06-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                                | Galp Energia SGPS SA                                                                                                                       | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |        215 | NS      | $3935.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                                              | CapitaLand Integrated Commercial Trust                                                                                                     | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |       2818 | NS      | $4811.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                                                                                    | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $152214.30    | 0.18%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                         | Bouygues SA                                                                                                                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |        103 | NS      | $4658.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                          | Evergy Inc                                                                                                                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        120 | NS      | $8271.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                                                  | Conagra Brands Inc                                                                                                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |        253 | NS      | $5178.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                                                     | Descartes Systems Group Inc/The                                                                                                            | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |         48 | NS      | $4875.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                                                   | Iron Mountain Inc                                                                                                                          | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |        154 | NS      | $15795.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                          | Anheuser-Busch InBev SA/NV                                                                                                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |        587 | NS      | $40385.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $13345.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                    | ABN AMRO Bank NV                                                                                                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |        273 | NS      | $7454.53      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wise PLC                                                                            | Wise PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |        393 | NS      | $5614.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Long: 1342107   TRS USD R V 00MSOFR II5211790250523 EQUITYTRS / Short: 1342107   TRS USD P E II6968470250523 EQUITYTRS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1636580 | OU      | $-140275.22   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                      | Fortune Brands Innovations Inc                                                                                                             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |         65 | NS      | $3346.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                                           | PG&E Corp                                                                                                                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       1143 | NS      | $15933.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                       | Koninklijke Ahold Delhaize NV                                                                                                              | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |        547 | NS      | $22846.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $134284.15    | 0.16%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BCE Inc                                                                             | BCE Inc                                                                                                                                    | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |         40 | NS      | $887.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                                                          | Verbund AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |         43 | NS      | $3303.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $17837.02     | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                                                | Jacobs Solutions Inc                                                                                                                       | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         66 | NS      | $8675.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-924.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                 | Abbott Laboratories                                                                                                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        909 | NS      | $123633.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     200000 | PA      | $36996.82     | 0.04%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                          | Legrand SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        143 | NS      | $19166.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                          | FedEx Corp                                                                                                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        120 | NS      | $27277.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                                                        | Veralto Corp                                                                                                                               | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        130 | NS      | $13123.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |          1 | NC      | $65.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                 | Synchrony Financial                                                                                                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        206 | NS      | $13748.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                                                       | Ford Motor Co                                                                                                                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       2051 | NS      | $22253.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                                                          | Kenvue Inc                                                                                                                                 | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       1008 | NS      | $21097.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                                                        | Apollo Global Management Inc                                                                                                               | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |        208 | NS      | $29508.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2022-SSP                                                                                                                         | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100156.35    | 0.12%             | 2039-05-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                             | SBA Communications Corp                                                                                                                    | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |         57 | NS      | $13385.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                                 | Arista Networks Inc                                                                                                                        | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        600 | NS      | $61386.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |          1 | NC      | $-3705.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                                     | J Sainsbury PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |       1047 | NS      | $4166.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                              | Galaxy Pipeline Assets Bidco Ltd                                                                                                           | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     225000 | PA      | $191616.37    | 0.23%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                      | Commerzbank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |        526 | NS      | $16575.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                             | BASF SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |        528 | NS      | $26114.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Landmark Mortgage Securities Plc                                                    | Landmark Mortgage Securities No 3 PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800S8KWEEVI3XTK68 | Long             | ABS-MBS          | CORP              | GB        |      46096 | PA      | $61135.80     | 0.07%             | 2044-04-17      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                                  | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                                                                              | CUSIP: 35563PLB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11641 | PA      | $10045.02     | 0.01%             | 2058-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                        | CaixaBank SA                                                                                                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       1315 | NS      | $11394.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                                                  | Domino's Pizza Inc                                                                                                                         | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         19 | NS      | $8561.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                                                                                   | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99276.65     | 0.12%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Industrivarden AB                                                                   | Industrivarden AB                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |         92 | NS      | $3331.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                                | Parker-Hannifin Corp                                                                                                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         68 | NS      | $47495.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                                                      | Lonza Group AG                                                                                                                             | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |         48 | NS      | $34327.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                      | GE HealthCare Technologies Inc                                                                                                             | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        241 | NS      | $17850.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | Long: 1339929   TRS JPY R E II8081990250106 EQUITYTRS / Short: 1339929   TRS JPY P V 00MTONAR II3611480250106 EQUITY +5 BPS                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   61914073 | OU      | $17709.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $61117.40     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                                                            | CSX Corp                                                                                                                                   | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       1009 | NS      | $32923.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                                          | United Utilities Group PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |        399 | NS      | $6265.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAE Inc                                                                             | CAE Inc                                                                                                                                    | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        178 | NS      | $5216.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1339695   TRS USD R V 00MSOFR II7286380241218 EQUITYTRS / Short: 1339695   TRS USD P E II2391280241218 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     254698 | OU      | $-3422.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                             | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    8480000 | PA      | $21383.40     | 0.03%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      75000 | PA      | $53332.18     | 0.06%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DWFC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      90452 | PA      | $78347.79     | 0.10%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                                             | Freddie Mac Whole Loan Securities Trust 2015-SC01                                                                                          | CUSIP: 3137G1AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1721 | PA      | $1524.91      | 0.00%             | 2045-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                                          | Corpay Inc                                                                                                                                 | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         35 | NS      | $11613.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                                                     | Brookfield Asset Management Ltd                                                                                                            | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |        201 | NS      | $11124.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-3331.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                   | Kinder Morgan Inc                                                                                                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       1055 | NS      | $31017.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                                                    | Wynn Resorts Ltd                                                                                                                           | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |         49 | NS      | $4589.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |          1 | NC      | $247.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                           | Cincinnati Financial Corp                                                                                                                  | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         81 | NS      | $12062.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                         | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        167 | NS      | $118194.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |          1 | NC      | $8754.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31418BYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9059 | PA      | $8617.04      | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                    | Coca-Cola HBC AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |        128 | NS      | $6687.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                                        | Leonardo SpA                                                                                                                               | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |         78 | NS      | $4401.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUND FUTURE SEP25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -5 | NC      | $3418.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-467.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                                           | Logitech International SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |        101 | NS      | $9159.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |          1 | NC      | $965.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                                      | Atlas Copco AB                                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |        931 | NS      | $13250.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                                  | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                                                                              | CUSIP: 35563PLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10414 | PA      | $9791.87      | 0.01%             | 2058-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                                         | FinecoBank Banca Fineco SpA                                                                                                                | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |        120 | NS      | $2662.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                                                         | Rollins Inc                                                                                                                                | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        152 | NS      | $8575.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                                                        | Bankinter SA                                                                                                                               | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |        225 | NS      | $2937.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                             | Essential Utilities Inc                                                                                                                    | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        137 | NS      | $5088.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                                            | Ipsen SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |         20 | NS      | $2382.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                                | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        753 | NS      | $32642.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                                      | ServiceNow Inc                                                                                                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        109 | NS      | $112060.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                                              | CenterPoint Energy Inc                                                                                                                     | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        343 | NS      | $12601.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                              | Long: 1337501   TRS USD R E II6222140240923 EQUITYTRS / Short: 1337501   TRS USD P V 00MSOFR II1299180240923 EQUITYTRS                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    4277947 | OU      | $148038.23    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                                          | Sysco Corp                                                                                                                                 | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        257 | NS      | $19465.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                                           | AvalonBay Communities Inc                                                                                                                  | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |         74 | NS      | $15059.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                                             | CSL Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |        272 | NS      | $42965.27     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |          1 | NC      | $-182.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                      | Canadian Natural Resources Ltd                                                                                                             | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       1188 | NS      | $37339.01     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd                                                         | National Australia Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |       1689 | NS      | $43775.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EFSF                                                                                | European Financial Stability Facility                                                                                                      | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      90000 | PA      | $106876.15    | 0.13%             | 2034-09-04      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                               | Gildan Activewear Inc                                                                                                                      | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |         78 | NS      | $3843.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                                              | Melrose Industries PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |        767 | NS      | $5586.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                                        | FactSet Research Systems Inc                                                                                                               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         20 | NS      | $8945.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1727.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                        | Comcast Corp                                                                                                                               | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117383.54    | 0.14%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                                             | QBE Insurance Group Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |        834 | NS      | $12842.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                          | Fidelity National Information Services Inc                                                                                                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        291 | NS      | $23690.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 31323AEC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7462 | PA      | $6886.26      | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                                                   | Ashtead Group PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |        252 | NS      | $16159.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                                                   | Erie Indemnity Co                                                                                                                          | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |         13 | NS      | $4508.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                                                          | Watsco Inc                                                                                                                                 | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         18 | NS      | $7949.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd                                                               | Julius Baer Group Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |        120 | NS      | $8140.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings Inc                                                                      | DraftKings Inc                                                                                                                             | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |        226 | NS      | $9693.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $670.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                             | Sherwin-Williams Co/The                                                                                                                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        126 | NS      | $43263.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                                                     | Sandoz Group AG                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |        245 | NS      | $13426.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                                          | Dexcom Inc                                                                                                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        210 | NS      | $18330.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                                                         | Givaudan SA                                                                                                                                | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |          7 | NS      | $33946.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                           | Prosus NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |        783 | NS      | $43931.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     610000 | PA      | $379439.06    | 0.46%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                                               | Yangzijiang Shipbuilding Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |       1267 | NS      | $2211.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                                                        | WH Group Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |       1447 | NS      | $1394.61      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $12.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                                              | International Paper Co                                                                                                                     | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        262 | NS      | $12269.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $124.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1200000 | PA      | $170031.44    | 0.21%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                                           | PRMI Securitization Trust 2021-1                                                                                                           | CUSIP: 69359DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77074 | PA      | $63013.62     | 0.08%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                       | UniCredit SpA                                                                                                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        277 | NS      | $18582.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                        | NiSource Inc                                                                                                                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        244 | NS      | $9842.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                                                    | FirstEnergy Corp                                                                                                                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        285 | NS      | $11474.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                                                 | General Electric Co                                                                                                                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        570 | NS      | $146712.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AON NORTH AMERICA INC                                                               | Aon North America Inc                                                                                                                      | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $102772.39    | 0.12%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Carlsberg AS                                                                        | Carlsberg AS                                                                                                                               | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |         57 | NS      | $8075.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                                                        | DiaSorin SpA                                                                                                                               | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |          4 | NS      | $428.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                                                     | Bayview Opportunity Master Fund VIa Trust 2022-INV3                                                                                        | CUSIP: 07336FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82150 | PA      | $70068.40     | 0.09%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                                | Fastighets AB Balder                                                                                                                       | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |        415 | NS      | $3093.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                                          | Deere & Co                                                                                                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        137 | NS      | $69663.13     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                                                       | Hydro One Ltd                                                                                                                              | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        185 | NS      | $6666.39      | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35988.23     | 0.04%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                                         | Swiss Re AG                                                                                                                                | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |        199 | NS      | $34424.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                           | Zurich Insurance Group AG                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |         96 | NS      | $67173.39     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                                  | Analog Devices Inc                                                                                                                         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        262 | NS      | $62361.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                                           | Danone SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |        356 | NS      | $29129.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                    | Roche Holding AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         19 | NS      | $6603.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                             | Charles Schwab Corp/The                                                                                                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        910 | NS      | $83028.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                                         | MetLife Inc                                                                                                                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        308 | NS      | $24769.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                                                   | EDP Renovaveis SA                                                                                                                          | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |        162 | NS      | $1812.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                                                                              | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87049.19     | 0.11%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                             | Illinois Tool Works Inc                                                                                                                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        155 | NS      | $38323.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $4646.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                                  | Province of Quebec Canada                                                                                                                  | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     210000 | PA      | $215033.61    | 0.26%             | 2030-10-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                                               | Valterra Platinum Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |         79 | NS      | $3470.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $-65.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                           | MGM Resorts International                                                                                                                  | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        118 | NS      | $4058.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                                           | Aflac Inc                                                                                                                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        276 | NS      | $29106.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                                                       | Telefonica SA                                                                                                                              | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       1222 | NS      | $6431.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |          1 | NC      | $3.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                   | Eversource Energy                                                                                                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        191 | NS      | $12151.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                                              | F5 Inc                                                                                                                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         31 | NS      | $9123.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                    | Duke Energy Corp                                                                                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        403 | NS      | $47554.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                          | Allianz SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        228 | NS      | $92530.01     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                                       | Snowflake Inc                                                                                                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        157 | NS      | $35131.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                                                  | AerCap Holdings NV                                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |        110 | NS      | $12870.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                                  | Meta Platforms Inc                                                                                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       1147 | NS      | $846589.23    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                                          | Pfizer Inc                                                                                                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       2964 | NS      | $71847.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                                                        | VeriSign Inc                                                                                                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         46 | NS      | $13284.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                             | E.ON SE                                                                                                                                    | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |       1316 | NS      | $24248.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                     | Ross Stores Inc                                                                                                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        174 | NS      | $22198.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                                              | RWE AG                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      30000 | PA      | $36239.80     | 0.04%             | 2032-01-10      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1057.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Techne Corp                                                                     | Bio-Techne Corp                                                                                                                            | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |         83 | NS      | $4270.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                             | Transcontinental Gas Pipe Line Co LLC                                                                                                      | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $105357.22    | 0.13%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                                             | Lululemon Athletica Inc                                                                                                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         58 | NS      | $13779.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |          1 | NC      | $3844.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                         | Ameren Corp                                                                                                                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        139 | NS      | $13349.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                                                     | First Solar Inc                                                                                                                            | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         54 | NS      | $8939.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                             | Metropolitan Life Global Funding I                                                                                                         | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     150000 | PA      | $140449.59    | 0.17%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                               | Waste Connections Inc                                                                                                                      | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        136 | NS      | $25393.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       2122 | NS      | $72045.59     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                                                  | Nibe Industrier AB                                                                                                                         | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |        895 | NS      | $3821.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-SCHATZ FUT SEP25                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         11 | NC      | $-1874.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Netherlands Government Bonds                                                        | Netherlands Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      20000 | PA      | $22152.14     | 0.03%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| WSP Global Inc                                                                      | WSP Global Inc                                                                                                                             | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |         73 | NS      | $14890.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                         | Mediobanca Banca di Credito Finanziario SpA                                                                                                | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |         99 | NS      | $2303.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                          | Verizon Communications Inc                                                                                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       2210 | NS      | $95626.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                          | S+P/TSX 60 IX FUT SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |          1 | NC      | $3060.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                                                       | BHP Group Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       2849 | NS      | $68540.08     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                                                            | Generali                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |        170 | NS      | $6047.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                                           | Mondi PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |        256 | NS      | $4183.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                                                        | Associated British Foods PLC                                                                                                               | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |        190 | NS      | $5368.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                               | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         30 | NS      | $8937.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                         | Oracle Corp                                                                                                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        894 | NS      | $195455.22    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                                                              | Whitecap Resources Inc                                                                                                                     | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |        695 | NS      | $4669.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                                              | UCB SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |         76 | NS      | $14953.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Inc                                                                          | CarMax Inc                                                                                                                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         81 | NS      | $5444.01      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                                                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       1193 | NS      | $19742.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                                        | Experian PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        553 | NS      | $28516.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                                                            | RTX Corp                                                                                                                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        693 | NS      | $101191.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                                           | Edwards Lifesciences Corp                                                                                                                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        308 | NS      | $24088.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                                                           | Gecina SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               |  | FR        |         25 | NS      | $2752.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                                           | Alstom SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |        191 | NS      | $4458.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd                                                                   | George Weston Ltd                                                                                                                          | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |         33 | NS      | $6618.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                      | Fairfax Financial Holdings Ltd                                                                                                             | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         11 | NS      | $19855.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                                                              | EQT AB                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |        211 | NS      | $7078.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                                                        | KKR & Co Inc                                                                                                                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        325 | NS      | $43234.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                                             | Eni SpA                                                                                                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |        434 | NS      | $7010.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                                               | EMS-Chemie Holding AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |          4 | NS      | $3024.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                                 | Avery Dennison Corp                                                                                                                        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         42 | NS      | $7369.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                                                                                     | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     160000 | PA      | $107766.04    | 0.13%             | 2029-02-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                   | Brown & Brown Inc                                                                                                                          | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        127 | NS      | $14080.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                                          | Eiffage SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |         37 | NS      | $5198.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                           | QIAGEN NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        125 | NS      | $6022.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                       | Boeing Co/The                                                                                                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        385 | NS      | $80669.05     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                                                     | D'ieteren Group                                                                                                                            | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |         13 | NS      | $2799.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                        | Autodesk Inc                                                                                                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        114 | NS      | $35290.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                                                        | Prysmian SpA                                                                                                                               | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |         55 | NS      | $3893.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                                           | Orsted AS                                                                                                                                  | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |         99 | NS      | $4264.78      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                            | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        132 | NS      | $67228.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                                             | Aon PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        101 | NS      | $36032.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMerieux                                                                          | BioMerieux                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |         23 | NS      | $3181.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                                                            | Fox Corp                                                                                                                                   | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |         77 | NS      | $3975.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                                                      | GE Vernova Inc                                                                                                                             | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        149 | NS      | $78843.35     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                                      | Blackstone Inc                                                                                                                             | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        381 | NS      | $56989.98     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                                     | Gen Digital Inc                                                                                                                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        294 | NS      | $8643.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                   | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |        415 | NS      | $3117.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                                                           | Brookfield Renewable Corp                                                                                                                  | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |         78 | NS      | $2556.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                                                            | Nexi SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |         94 | NS      | $561.40       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                                        | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   11152761 | NS      | $11152760.78  | 13.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                                          | Ferrari NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |         25 | NS      | $12247.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Long: BMIEFJHR7 IRS JPY R V 00MTONAR II8317560250128 CCPOIS / Short: BMIEFJHR7 IRS JPY P F  1.82496 II7249990250128 CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1656750 | OU      | $962.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                   | Allstate Corp/The                                                                                                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        139 | NS      | $27982.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                                                         | Moncler SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |         47 | NS      | $2680.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                                                      | Redeia Corp SA                                                                                                                             | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |        133 | NS      | $2845.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                                                   | Computershare Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |        290 | NS      | $7607.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                      | Solventum Corp                                                                                                                             | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |         78 | NS      | $5915.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                                          | Dover Corp                                                                                                                                 | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |         72 | NS      | $13192.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                                                 | Cardinal Health Inc                                                                                                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        127 | NS      | $21336.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                                         | Cencora Inc                                                                                                                                | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |         91 | NS      | $27286.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                                                        | Wheaton Precious Metals Corp                                                                                                               | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |        256 | NS      | $23021.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |          1 | NC      | $163.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd                                                                          | Amrize Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        350 | NS      | $17459.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                                             | Heidelberg Materials AG                                                                                                                    | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |         79 | NS      | $18604.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $13869.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                                         | Euronext NV                                                                                                                                | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |         42 | NS      | $7196.36      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-155.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51108.92     | 0.06%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                            | Bayer AG                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |        583 | NS      | $17564.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                   | Kinross Gold Corp                                                                                                                          | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |        697 | NS      | $10891.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                                                          | LPL Financial Holdings Inc                                                                                                                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |         42 | NS      | $15748.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                                                                   | MicroStrategy Inc                                                                                                                          | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |        117 | NS      | $47294.91     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                                                 | Carrier Global Corp                                                                                                                        | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        423 | NS      | $30959.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                                               | Intact Financial Corp                                                                                                                      | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        100 | NS      | $23253.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                              | Roper Technologies Inc                                                                                                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         57 | NS      | $32309.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                                   | Devon Energy Corp                                                                                                                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        327 | NS      | $10401.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                                        | LyondellBasell Industries NV                                                                                                               | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |        136 | NS      | $7868.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                                              | Sun Life Financial Inc                                                                                                                     | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |        322 | NS      | $21425.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                            | Hermes International SCA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |         17 | NS      | $46084.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                           | Sanofi SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |        607 | NS      | $58765.96     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132QQTV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50794 | PA      | $46892.69     | 0.06%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                           | Aegon Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |        783 | NS      | $5674.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                              | Skyworks Solutions Inc                                                                                                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |         85 | NS      | $6334.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        893 | NS      | $52356.59     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                                                 | VICI Properties Inc                                                                                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |        554 | NS      | $18060.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                                                            | LKQ Corp                                                                                                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        137 | NS      | $5070.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                                                        | Capgemini SE                                                                                                                               | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |         89 | NS      | $15240.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |          1 | NC      | $-891.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                                              | Palo Alto Networks Inc                                                                                                                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        351 | NS      | $71828.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-67362.42    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                       | AIB Group PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |       1206 | NS      | $9952.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                      | Starbucks Corp                                                                                                                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        607 | NS      | $55619.41     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                                                    | IFSC NIFTY 50 FUT JUL25                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |          9 | NC      | $5294.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                                                 | TE Connectivity PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        156 | NS      | $26312.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-13.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                                              | RWE AG                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |        374 | NS      | $15628.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                                                         | Cameco Corp                                                                                                                                | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        252 | NS      | $18714.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario Canada                                                                                                                 | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     140000 | PA      | $106792.73    | 0.13%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                                 | Emerson Electric Co                                                                                                                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        301 | NS      | $40132.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                                                      | JB Hunt Transport Services Inc                                                                                                             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         42 | NS      | $6031.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN LLC                                                                          | Nuveen LLC                                                                                                                                 | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $26033.12     | 0.03%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                            | Vinci SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |        268 | NS      | $39522.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                        | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        230 | NS      | $10292.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |       8449 | NS      | $39040.85     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                            | Simon Property Group Inc                                                                                                                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |        170 | NS      | $27329.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                                                      | TC Energy Corp                                                                                                                             | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        586 | NS      | $28608.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $1687.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                      | Open Text Corp                                                                                                                             | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |        150 | NS      | $4382.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                                                                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      80000 | PA      | $90877.01     | 0.11%             | 2032-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                                                                                 | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      75000 | PA      | $78808.29     | 0.10%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | MSCI EMGMKT SEP25                                                                                                                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        -22 | NC      | $-21120.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                                                     | Yum! Brands Inc                                                                                                                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        147 | NS      | $21782.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow PLC                                                                  | Barratt Redrow PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |        819 | NS      | $5128.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                                            | New Zealand Local Government Funding Agency Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     310000 | PA      | $207307.31    | 0.25%             | 2027-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                          | TELUS Corp                                                                                                                                 | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |        276 | NS      | $4432.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED ILS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IL        |          1 | NC      | $145.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                                             | Zoom Communications Inc                                                                                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |        131 | NS      | $10215.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                                              | AP Moller - Maersk A/S                                                                                                                     | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          2 | NS      | $3719.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |          1 | NC      | $283.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                       | Live Nation Entertainment Inc                                                                                                              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |         88 | NS      | $13312.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                                 | Kingdom of Belgium Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      80000 | PA      | $61659.50     | 0.07%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Tenaris SA                                                                          | Tenaris SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |         80 | NS      | $1499.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                                                         | Datadog Inc                                                                                                                                | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        147 | NS      | $19746.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                                                        | Docusign Inc                                                                                                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |        107 | NS      | $8334.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                                | Schindler Holding AG                                                                                                                       | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         24 | NS      | $8936.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                                | Infrastrutture Wireless Italiane SpA                                                                                                       | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |         54 | NS      | $660.31       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                                     | Norsk Hydro ASA                                                                                                                            | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |        854 | NS      | $4890.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                                                        | Infratil Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |        647 | NS      | $4174.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                                           | CK Hutchison Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |        465 | NS      | $2863.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                                                                                     | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      80000 | PA      | $82176.47     | 0.10%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     220000 | PA      | $231937.01    | 0.28%             | 2033-07-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| PulteGroup Inc                                                                      | PulteGroup Inc                                                                                                                             | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        108 | NS      | $11389.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                                            | Ferguson Enterprises Inc                                                                                                                   | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        105 | NS      | $22863.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                                                            | Nice Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |         37 | NS      | $6271.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31416XW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15650 | PA      | $15499.92     | 0.02%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                              | International Flavors & Fragrances Inc                                                                                                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        133 | NS      | $9782.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                                              | Blackstone Property Partners Europe Holdings Sarl                                                                                          | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $114603.23    | 0.14%             | 2027-04-26      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Klepierre SA                                                                        | Klepierre SA                                                                                                                               | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |        120 | NS      | $4744.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Long: 1342508   TRS USD R V 00MSOFR II7856640250617 EQUITYTRS / Short: 1342508   TRS USD P E II3565570250617 EQUITYTRS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1585959 | OU      | $-53264.34    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                                                      | CK Infrastructure Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |        105 | NS      | $695.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -2 | NC      | $-2406.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                                           | Epiroc AB                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        388 | NS      | $8442.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                    | Bank of New York Mellon Corp/The                                                                                                           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |        376 | NS      | $34257.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                                                       | Fortescue Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |        963 | NS      | $9680.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                                                             | PTC Inc                                                                                                                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |         63 | NS      | $10857.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd                                              | Singapore Technologies Engineering Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |        744 | NS      | $4561.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                       | Carnival Corp                                                                                                                              | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |        544 | NS      | $15297.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Long: 1342514   TRS USD R V 00MSOFR II9152120250617 EQUITYTRS / Short: 1342514   TRS USD P E II3264080250617 EQUITYTRS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     503786 | OU      | $-10866.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                     | Ulta Beauty Inc                                                                                                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         24 | NS      | $11227.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2023-AFC1 Trust                                                                                                                      | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     113744 | PA      | $114212.76    | 0.14%             | 2058-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |          1 | NC      | $218.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                  | Ingersoll Rand Inc                                                                                                                         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        212 | NS      | $17634.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $47395.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                     | Caterpillar Inc                                                                                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        253 | NS      | $98217.13     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36424.37     | 0.04%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                  | Banco Santander SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |       5041 | NS      | $41743.91     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                                             | Freddie Mac Whole Loan Securities Trust 2016-SC01                                                                                          | CUSIP: 3137G1AV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7424 | PA      | $6402.21      | 0.01%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                                     | Kuehne + Nagel International AG                                                                                                            | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |         31 | NS      | $6712.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                                                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       1825 | NS      | $27078.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstService Corp                                                                   | FirstService Corp                                                                                                                          | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |         23 | NS      | $4013.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                                          | Hexagon AB                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |       1228 | NS      | $12377.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                                                  | Baloise Holding AG                                                                                                                         | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |         25 | NS      | $5896.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                                                    | Oversea-Chinese Banking Corp Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |       1636 | NS      | $20978.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     370000 | PA      | $64472.10     | 0.08%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                                          | CF Industries Holdings Inc                                                                                                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |         93 | NS      | $8556.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Land Development Co Ltd                                                   | Henderson Land Development Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |        238 | NS      | $835.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                                                        | Monolithic Power Systems Inc                                                                                                               | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         26 | NS      | $19015.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                                          | Merck KGaA                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |         75 | NS      | $9724.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                        | QUALCOMM Inc                                                                                                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        584 | NS      | $93007.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                                                       | RB Global Inc                                                                                                                              | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |        105 | NS      | $11155.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denmark Government Bonds                                                            | Denmark Government Bonds                                                                                                                   | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     580000 | PA      | $89136.12     | 0.11%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $18103.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera Inc                                                                          | Natera Inc                                                                                                                                 | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         67 | NS      | $11318.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                                             | CGI Inc                                                                                                                                    | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        114 | NS      | $11972.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                                          | Diageo PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       1310 | NS      | $33033.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                                          | Siemens AG                                                                                                                                 | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        447 | NS      | $114815.67    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                                              | ANZ Group Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |       1622 | NS      | $31104.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                                                         | Textron Inc                                                                                                                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |         97 | NS      | $7788.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                                          | Neurocrine Biosciences Inc                                                                                                                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |         53 | NS      | $6661.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                        | Cie Generale des Etablissements Michelin SCA                                                                                               | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |        376 | NS      | $13985.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                                         | NN Group NV                                                                                                                                | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |        159 | NS      | $10579.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    3250000 | PA      | $490856.03    | 0.60%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                                                   | Swire Pacific Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |         61 | NS      | $522.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                  | Ally Financial Inc                                                                                                                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |        143 | NS      | $5569.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |          1 | NC      | $19370.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Long: BMIEC99S9 IRS JPY R V 00MTONAR II7369360250106 CCPOIS / Short: BMIEC99S9 IRS JPY P F  1.88625 II1608360250106 CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5608000 | OU      | $2704.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                            | United Overseas Bank Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |        605 | NS      | $17123.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                                                         | Covestro AG                                                                                                                                | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |        106 | NS      | $7542.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                        | AutoZone Inc                                                                                                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          9 | NS      | $33410.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1380000 | PA      | $263541.44    | 0.32%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     175000 | PA      | $190267.25    | 0.23%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                                 | EssilorLuxottica SA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |        166 | NS      | $45582.39     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                                               | ON Semiconductor Corp                                                                                                                      | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        224 | NS      | $11739.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                                             | Freddie Mac Whole Loan Securities Trust 2015-SC01                                                                                          | CUSIP: 3137G1AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6361 | PA      | $5534.45      | 0.01%             | 2045-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd                                                               | Genting Singapore Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |       2905 | NS      | $1633.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                          | Haleon PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |       5397 | NS      | $27738.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                           | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                                  | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |         80 | NS      | $51946.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                            | Ameriprise Financial Inc                                                                                                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         51 | NS      | $27220.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                                                  | HCA Healthcare Inc                                                                                                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         99 | NS      | $37926.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |          1 | NC      | $319.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                      | Air Lease Corp                                                                                                                             | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     125000 | PA      | $115578.14    | 0.14%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                              | Liberty Media Corp-Liberty Formula One                                                                                                     | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        110 | NS      | $11495.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $447.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                                                    | Imperial Oil Ltd                                                                                                                           | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |        101 | NS      | $8023.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                                    | Deutsche Post AG                                                                                                                           | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |        567 | NS      | $26263.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                            | Bio-Rad Laboratories Inc                                                                                                                   | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         10 | NS      | $2413.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | MSCI INDONESIA SEP25                                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         54 | NC      | $-21573.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                                                 | Otis Worldwide Corp                                                                                                                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        211 | NS      | $20893.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                                                    | Transurban Group                                                                                                                           | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |       1739 | NS      | $16000.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                                            | KLA Corp                                                                                                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         71 | NS      | $63597.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                                                        | Glencore PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |       5773 | NS      | $22495.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Inc                                                                         | Avantor Inc                                                                                                                                | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        357 | NS      | $4805.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                                          | Copart Inc                                                                                                                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        462 | NS      | $22670.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                                               | Northrop Grumman Corp                                                                                                                      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         72 | NS      | $35998.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |          1 | NC      | $1024.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                     | Telefonaktiebolaget LM Ericsson                                                                                                            | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       1645 | NS      | $14057.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                                                | Republic of Austria Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      60000 | PA      | $63499.09     | 0.08%             | 2030-02-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                    | Hartford Insurance Group Inc/The                                                                                                           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        152 | NS      | $19284.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                                                         | Stantec Inc                                                                                                                                | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |         65 | NS      | $7072.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                                              | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |         99 | NS      | $13602.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                                                                       | Banco BPM SpA                                                                                                                              | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |        225 | NS      | $2626.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                                                             | NVR Inc                                                                                                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          2 | NS      | $14771.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                       | Boeing Co/The                                                                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26436.90     | 0.03%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                                 | Electronic Arts Inc                                                                                                                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        136 | NS      | $21719.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                                            | Slovakia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     130000 | PA      | $150400.37    | 0.18%             | 2040-02-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp                                                                       | McKesson Corp                                                                                                                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         67 | NS      | $49096.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                    | Skandinaviska Enskilda Banken AB                                                                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |        943 | NS      | $16436.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-OAT FUTURE SEP25                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -2 | NC      | $1560.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                                                   | U-Haul Holding Co                                                                                                                          | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         50 | NS      | $2718.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                                                                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     190000 | PA      | $233520.27    | 0.28%             | 2034-07-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $115.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                              | Regions Financial Corp                                                                                                                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        476 | NS      | $11195.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                                                | Verisk Analytics Inc                                                                                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         75 | NS      | $23362.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                                          | Humana Inc                                                                                                                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         63 | NS      | $15402.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                                              | SGS SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |         95 | NS      | $9645.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1590000 | PA      | $1583430.22   | 1.92%             | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Onex Corp                                                                           | Onex Corp                                                                                                                                  | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |         34 | NS      | $2798.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                                                     | Knorr-Bremse AG                                                                                                                            | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |         43 | NS      | $4170.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                                            | Finland Government Bonds                                                                                                                   | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     220000 | PA      | $188845.95    | 0.23%             | 2036-04-15      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| SIG Group AG                                                                        | SIG Group AG                                                                                                                               | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |        179 | NS      | $3310.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                           | Keysight Technologies Inc                                                                                                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |         91 | NS      | $14911.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1342521   TRS EUR R V 00MESTR II7363300250618 EQUITYTRS / Short: 1342521   TRS EUR P E II4627650250618 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     539205 | OU      | $-9041.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                       | Kroger Co/The                                                                                                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        366 | NS      | $26253.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNCF RESEAU                                                                         | SNCF Reseau                                                                                                                                | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $104574.22    | 0.13%             | 2034-03-30      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Pinterest Inc                                                                       | Pinterest Inc                                                                                                                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        315 | NS      | $11295.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-52.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Long: 1340256   TRS JPY R E II0257890250129 EQUITYTRS / Short: 1340256   TRS JPY P V 00MTONAR II2553770250129 EQUITYTRS                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   33511430 | OU      | $9585.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                                                        | United Airlines Holdings Inc                                                                                                               | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |         43 | NS      | $3424.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                                                         | ROBLOX Corp                                                                                                                                | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        255 | NS      | $26826.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                                               | RPM International Inc                                                                                                                      | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |         67 | NS      | $7359.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                                                     | Pro Medicus Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |         32 | NS      | $5988.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH Ltd                                                                             | SGH Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900DME8O9GCK94794 | Long             | EC               | CORP              | AU        |        111 | NS      | $3953.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                        | Fortive Corp                                                                                                                               | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        184 | NS      | $9591.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                                              | Church & Dwight Co Inc                                                                                                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        129 | NS      | $12398.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweden Government Bonds                                                             | Sweden Government Bonds                                                                                                                    | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     400000 | PA      | $42350.73     | 0.05%             | 2035-05-11      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Long: SMIEM41W8 IRS THB R F  1.74970 II0664290250310 CCPNDFOIS / Short: SMIEM41W8 IRS THB P V 00MTHOR II1672270250310 CCPNDFOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   81945000 | OU      | $55694.50     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio Inc                                                                          | Twilio Inc                                                                                                                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |         77 | NS      | $9575.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                                           | Epiroc AB                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        229 | NS      | $4390.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                              | Cie de Saint-Gobain SA                                                                                                                     | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |        243 | NS      | $28546.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Long: BMIEFMC38 IRS JPY R V 00MTONAR II1329570250128 CCPOIS / Short: BMIEFMC38 IRS JPY P F  1.82833 II0227570250128 CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1654306 | OU      | $952.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                     | UPM-Kymmene Oyj                                                                                                                            | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |        304 | NS      | $8301.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                        | Synopsys Inc                                                                                                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         83 | NS      | $42552.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SLOVENIA                                                                | Slovenia Government International Bond                                                                                                     | CUSIP: 831594AH9<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     200000 | PA      | $202874.50    | 0.25%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1340821   TRS USD R V 00MSOFR II2821030250306 EQUITYTRS / Short: 1340821   TRS USD P E II2840300250306 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     554926 | OU      | $-7457.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                        | Canadian National Railway Co                                                                                                               | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        302 | NS      | $31467.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                                                   | IGM Financial Inc                                                                                                                          | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |         47 | NS      | $1484.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED ILS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |          1 | NC      | $205.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                         | Ovintiv Inc                                                                                                                                | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |        137 | NS      | $5212.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                           | Apple Inc                                                                                                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       7963 | NS      | $1633768.71   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                                                 | Restaurant Brands International Inc                                                                                                        | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        175 | NS      | $11608.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                                 | Erste Group Bank AG                                                                                                                        | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |        195 | NS      | $16599.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                              | Eurofins Scientific SE                                                                                                                     | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |         64 | NS      | $4560.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Offshore PLC                                                                | Paragon Offshore PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 5493009D85BF18WG1Z30 | Long             | EC               | CORP              | GB        |         67 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $22667.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust 2022-INV3                                                                                                       | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     155785 | PA      | $132971.05    | 0.16%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                        | Danaher Corp                                                                                                                               | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        340 | NS      | $67163.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                                                | Dassault Systemes SE                                                                                                                       | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |        371 | NS      | $13445.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                                                                | Smurfit WestRock PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |        272 | NS      | $11736.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Auckland International Airport Ltd                                                  | Auckland International Airport Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |       1184 | NS      | $5589.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roku Inc                                                                            | Roku Inc                                                                                                                                   | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |         68 | NS      | $5976.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                              | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |          1 | NC      | $854.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANSYS Inc                                                                           | ANSYS Inc                                                                                                                                  | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |         46 | NS      | $16156.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                                                                | Banca Mediolanum SpA                                                                                                                       | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |         44 | NS      | $758.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                            | Lennox International Inc                                                                                                                   | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         17 | NS      | $9745.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |          1 | NC      | $102.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                                  | Poste Italiane SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |         90 | NS      | $1933.72      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1342058   TRS USD R E II5501700250521 EQUITYTRS / Short: 1342058   TRS USD P V 00MSOFR II6765430250521 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    1226988 | OU      | $107713.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                       | Regeneron Pharmaceuticals Inc                                                                                                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         56 | NS      | $29400.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                                          | HEICO Corp                                                                                                                                 | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         39 | NS      | $10091.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                                             | Cboe Global Markets Inc                                                                                                                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         55 | NS      | $12826.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Ltd                                                          | Hongkong Land Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |        180 | NS      | $1039.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                            | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |         60 | NS      | $7001.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                                                  | Vodafone Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      11712 | NS      | $12537.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $12524.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                                             | EXOR NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |         53 | NS      | $5350.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BOBL FUTURE SEP25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -3 | NC      | $636.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138Y6YJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21756 | PA      | $21379.84     | 0.03%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $3335.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ESTONIA                                                                 | Estonia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      60000 | PA      | $71100.54     | 0.09%             | 2034-01-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Sofina SA                                                                           | Sofina SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |          9 | NS      | $2976.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                                             | Freddie Mac Whole Loan Securities Trust 2015-SC02                                                                                          | CUSIP: 3137G1AL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15338 | PA      | $13663.12     | 0.02%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Demant A/S                                                                          | Demant A/S                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |         50 | NS      | $2089.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          3 | NC      | $11398.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                                                | Howmet Aerospace Inc                                                                                                                       | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        204 | NS      | $37970.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                                                       | AppLovin Corp                                                                                                                              | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        112 | NS      | $39208.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                                                       | Automatic Data Processing Inc                                                                                                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        215 | NS      | $66306.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                                               | Rivian Automotive Inc                                                                                                                      | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |        411 | NS      | $5647.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                                                                   | Fortis Inc/Canada                                                                                                                          | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        279 | NS      | $13321.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                                          | Vonovia SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |        437 | NS      | $15493.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-9.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                                          | Edenred SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |        125 | NS      | $3882.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                                               | Mid-America Apartment Communities Inc                                                                                                      | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |         61 | NS      | $9028.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                            | Prudential Financial Inc                                                                                                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        186 | NS      | $19983.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                                             | Manulife Financial Corp                                                                                                                    | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |        971 | NS      | $31046.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                                                    | MercadoLibre Inc                                                                                                                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         24 | NS      | $62727.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                                                         | South32 Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |       2578 | NS      | $4926.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                     | Sands China Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |        405 | NS      | $846.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                    | ArcelorMittal SA                                                                                                                           | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |        254 | NS      | $8065.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                         | Aker BP ASA                                                                                                                                | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |        197 | NS      | $5034.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Long: 1342506   TRS USD R E II7724750250617 EQUITYTRS / Short: 1342506   TRS USD P V 00MSOFR II8747690250617 EQUITYTRS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    1583397 | OU      | $37571.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                                                                         | Telia Co AB                                                                                                                                | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |       1402 | NS      | $5042.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                                            | Digital Realty Trust Inc                                                                                                                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        172 | NS      | $29984.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                                          | Nasdaq Inc                                                                                                                                 | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        225 | NS      | $20119.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47996.17     | 0.06%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Long: 1342512   TRS USD R E II6217240250617 EQUITYTRS / Short: 1342512   TRS USD P V 00MSOFR II8079610250617 EQUITYTRS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     503587 | OU      | $10145.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                                          | Grifols SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |         96 | NS      | $1171.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED ILS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |          1 | NC      | $511.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | Long: 1341343   TRS USD R E II6335620250415 EQUITYTRS / Short: 1341343   TRS USD P V 00MSOFR II0072440250415 EQUITYTRS                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     159965 | OU      | $2609.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InPost SA                                                                           | InPost SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | LU        |        131 | NS      | $2180.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                     | WW Grainger Inc                                                                                                                            | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         23 | NS      | $23925.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                                                         | Equifax Inc                                                                                                                                | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         66 | NS      | $17118.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                                                  | Franco-Nevada Corp                                                                                                                         | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |        108 | NS      | $17731.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                            | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1350000 | PA      | $41546.23     | 0.05%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                                                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |        351 | NS      | $14436.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                                                            | Sartorius Stedim Biotech                                                                                                                   | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |         16 | NS      | $3828.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     110000 | PA      | $148998.38    | 0.18%             | 2034-07-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Prudential PLC                                                                      | Prudential PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       1528 | NS      | $19124.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                     | T-Mobile US Inc                                                                                                                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        278 | NS      | $66236.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                         | Novartis AG                                                                                                                                | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       1238 | NS      | $150264.84    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                                           | Segro PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |        756 | NS      | $7077.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                                 | Kimberly-Clark Corp                                                                                                                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        174 | NS      | $22432.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                                                    | Mettler-Toledo International Inc                                                                                                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         11 | NS      | $12921.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     300000 | PA      | $57947.14     | 0.07%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | MSCI SING IX ETS JUL25                                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          1 | NC      | $659.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                                                   | National Grid PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       2886 | NS      | $42362.60     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                            | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    3660000 | PA      | $116232.43    | 0.14%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                    | Interpublic Group of Cos Inc/The                                                                                                           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        198 | NS      | $4847.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    2470000 | PA      | $343967.01    | 0.42%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| DCC PLC                                                                             | DCC PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |         57 | NS      | $3699.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                               | Travelers Cos Inc/The                                                                                                                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        119 | NS      | $31837.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                                                       | AIA Group Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |       1843 | NS      | $16694.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                          | Saputo Inc                                                                                                                                 | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |        142 | NS      | $2906.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                                          | Charter Communications Inc                                                                                                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         50 | NS      | $20440.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                                                | Deckers Outdoor Corp                                                                                                                       | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |         78 | NS      | $8039.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                                                  | Kraft Heinz Co/The                                                                                                                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        471 | NS      | $12161.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-15656.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                                                          | Temenos AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |         35 | NS      | $2514.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                                                | Sonic Healthcare Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |        254 | NS      | $4483.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    2510000 | PA      | $383825.42    | 0.47%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                     | Weyerhaeuser Co                                                                                                                            | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |        381 | NS      | $9787.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                                             | Extra Space Storage Inc                                                                                                                    | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |        110 | NS      | $16218.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |          1 | NC      | $392.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                                                               | CK Asset Holdings Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |        320 | NS      | $1414.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                                                  | Teva Pharmaceutical Industries Ltd                                                                                                         | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |        670 | NS      | $11229.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                                         | Bayerische Motoren Werke AG                                                                                                                | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |         33 | NS      | $2740.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-68404.96    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                                            | State of North Rhine-Westphalia Germany                                                                                                    | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     230000 | PA      | $227377.72    | 0.28%             | 2038-02-22      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                 | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |         85 | NS      | $4180.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                      | Long: 1340390   TRS USD R E II6306240250207 EQUITYTRS / Short: 1340390   TRS USD P V 00MSOFR II9400610250207 EQUITY +36 BPS                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    2506956 | OU      | $122068.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                                                        | Vicinity Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       2155 | NS      | $3517.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138X0PH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45089 | PA      | $43409.60     | 0.05%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                              | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $44785.79     | 0.05%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                              | Korea Development Bank/The                                                                                                                 | CUSIP: 500630DG0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $193042.50    | 0.23%             | 2026-07-19      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                                                  | Japan Government Thirty Year Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   31200000 | PA      | $141917.06    | 0.17%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                                                  | CCL Industries Inc                                                                                                                         | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |         84 | NS      | $4898.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $-133.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toast Inc                                                                           | Toast Inc                                                                                                                                  | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        211 | NS      | $9345.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                                                                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      40000 | PA      | $38890.75     | 0.05%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                                         | Groupe Bruxelles Lambert NV                                                                                                                | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |         49 | NS      | $4182.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        190 | NS      | $8266.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         12 | NC      | $16218.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                                                           | Bunzl PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |        194 | NS      | $6182.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                | Booking Holdings Inc                                                                                                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         17 | NS      | $98417.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                                              | T Rowe Price Group Inc                                                                                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        117 | NS      | $11290.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                                                | Banco de Sabadell SA                                                                                                                       | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |       1782 | NS      | $5673.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $2.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                                  | Coca-Cola Europacific Partners PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |        138 | NS      | $12795.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                | Keurig Dr Pepper Inc                                                                                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        668 | NS      | $22084.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                      | Merck & Co Inc                                                                                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       1333 | NS      | $105520.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                           | Safran SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        196 | NS      | $63920.37     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                         | Equinix Inc                                                                                                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |         50 | NS      | $39773.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                                           | Healthpeak Properties Inc                                                                                                                  | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |        367 | NS      | $6426.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                                                   | Elbit Systems Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |         16 | NS      | $7126.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                                          | Entain PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |        345 | NS      | $4273.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132QMQJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      66497 | PA      | $61565.23     | 0.07%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                                  | Expand Energy Corp                                                                                                                         | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        109 | NS      | $12746.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                                | Colgate-Palmolive Co                                                                                                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        407 | NS      | $36996.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                                                  | Broadridge Financial Solutions Inc                                                                                                         | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         62 | NS      | $15067.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                                                       | Coloplast A/S                                                                                                                              | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |         74 | NS      | $7045.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED HKD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |          1 | NC      | $-26.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-5910.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                               | Quest Diagnostics Inc                                                                                                                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |         59 | NS      | $10598.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                                          | STERIS PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         52 | NS      | $12491.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                                                | GCAT 2024-INV1 Trust                                                                                                                       | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94833 | PA      | $96588.53     | 0.12%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                                                 | Swiss Prime Site AG                                                                                                                        | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |         47 | NS      | $7055.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                               | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1000000 | PA      | $143584.98    | 0.17%             | 2028-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                      | S&P Global Inc                                                                                                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        167 | NS      | $88057.43     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |          1 | NC      | $27248.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                                                     | Equity LifeStyle Properties Inc                                                                                                            | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |         96 | NS      | $5920.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                                                    | West Pharmaceutical Services Inc                                                                                                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         38 | NS      | $8314.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                                             | CRH PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |        358 | NS      | $32864.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International PLC                                                             | Croda International PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |         79 | NS      | $3171.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                                                            | Israel Discount Bank Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        716 | NS      | $7141.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                            | Unipol Assicurazioni SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |         72 | NS      | $1425.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                                           | Flutter Entertainment PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |         94 | NS      | $26861.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                                                            | Davide Campari-Milano NV                                                                                                                   | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |        121 | NS      | $814.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                          | Phoenix Group Holdings PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |        413 | NS      | $3736.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                                                        | Brambles Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        770 | NS      | $11891.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                                                         | Waters Corp                                                                                                                                | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         31 | NS      | $10820.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                      | Eli Lilly & Co                                                                                                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        424 | NS      | $330520.72    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $98007.79     | 0.12%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |          1 | NC      | $9581.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                           | Rogers Communications Inc                                                                                                                  | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |        199 | NS      | $5902.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp Inc                                                               | iA Financial Corp Inc                                                                                                                      | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |         53 | NS      | $5810.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |          1 | NC      | $47957.52     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                                                    | Zillow Group Inc                                                                                                                           | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |         85 | NS      | $5954.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                                                   | InterContinental Hotels Group PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |         88 | NS      | $10061.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                                  | Anglo American PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |        625 | NS      | $18423.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                   | Siemens Energy AG                                                                                                                          | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |        399 | NS      | $46635.49     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                             | Arthur J Gallagher & Co                                                                                                                    | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        131 | NS      | $41935.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                                                 | Global Payments Inc                                                                                                                        | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        133 | NS      | $10645.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                                                         | Wix.com Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |         31 | NS      | $4912.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       1481 | NS      | $429356.71    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                                           | Gjensidige Forsikring ASA                                                                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |        126 | NS      | $3194.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                      | Halliburton Co                                                                                                                             | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        460 | NS      | $9374.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                      | Amazon.com Inc                                                                                                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       4959 | NS      | $1087955.01   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Holmen AB                                                                           | Holmen AB                                                                                                                                  | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |         46 | NS      | $1822.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                               | Schneider Electric SE                                                                                                                      | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        300 | NS      | $80545.49     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                                                              | HP Inc                                                                                                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        536 | NS      | $13110.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                                                                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      50000 | PA      | $55873.43     | 0.07%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                                             | Norway Government Bonds                                                                                                                    | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     160000 | PA      | $15803.82     | 0.02%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Swatch Group AG/The                                                                 | Swatch Group AG/The                                                                                                                        | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |         17 | NS      | $2775.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                         | Equinor ASA                                                                                                                                | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |        518 | NS      | $13081.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                            | Infineon Technologies AG                                                                                                                   | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |        762 | NS      | $32516.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                            | Westinghouse Air Brake Technologies Corp                                                                                                   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |         90 | NS      | $18841.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hundred Acre Wood Trust                                                             | Hundred Acre Wood Trust 2021-INV3                                                                                                          | CUSIP: 44555QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77423 | PA      | $63299.50     | 0.08%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                              | Yara International ASA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |        106 | NS      | $3911.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                                      | Recordati Industria Chimica e Farmaceutica SpA                                                                                             | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |         22 | NS      | $1382.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                  | Royalty Pharma PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |        199 | NS      | $7169.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     320000 | PA      | $161618.37    | 0.20%             | 2050-10-22      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Telenor ASA                                                                         | Telenor ASA                                                                                                                                | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |        384 | NS      | $5979.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                       | DTE Energy Co                                                                                                                              | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        108 | NS      | $14305.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                                                          | Zalando SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |        132 | NS      | $4355.65      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |          1 | NC      | $38.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                                                  | Contact Energy Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |        554 | NS      | $3040.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3617GTNN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3125 | PA      | $3107.98      | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                          | Loews Corp                                                                                                                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |         97 | NS      | $8891.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                                                        | Centrica PLC                                                                                                                               | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |       2990 | NS      | $6634.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      70000 | PA      | $84357.48     | 0.10%             | 2030-03-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                              | Motorola Solutions Inc                                                                                                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         88 | NS      | $37000.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                            | Long: BMIE5E923 IRS JPY R V 00MTONAR II7703450241108 CCPOIS / Short: BMIE5E923 IRS JPY P F  1.74200 II0591140241108 CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9983000 | OU      | $7008.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                     | Fair Isaac Corp                                                                                                                            | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         12 | NS      | $21935.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -6 | NC      | $-12906.25    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                                                 | Coinbase Global Inc                                                                                                                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        104 | NS      | $36450.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Limited                                                               | Grab Holdings Limited                                                                                                                      | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | KY        |       1180 | NS      | $5935.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                                           | Graco Inc                                                                                                                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |         88 | NS      | $7565.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     275000 | PA      | $257150.54    | 0.31%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                                              | IDEXX Laboratories Inc                                                                                                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         43 | NS      | $23062.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                                                  | Intertek Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |         95 | NS      | $6188.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                                          | Singapore Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     100000 | PA      | $81284.55     | 0.10%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Long: SMIELGSA1 IRS BRL R F 14.99000 II8171640250305 CCPNDFPREDISWA / Short: SMIELGSA1 IRS BRL P V 00MBRCDI II8241560250305 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5792000 | OU      | $48314.92     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                                                     | Coles Group Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |        749 | NS      | $10270.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                        | Reliance Inc                                                                                                                               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |         29 | NS      | $9103.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                                           | ONEOK Inc                                                                                                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        329 | NS      | $26856.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                                         | Hologic Inc                                                                                                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        121 | NS      | $7884.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                              | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |          1 | NC      | $-240.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                            | Baxter International Inc                                                                                                                   | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        271 | NS      | $8205.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                             | Bristol-Myers Squibb Co                                                                                                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       1058 | NS      | $48974.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-123.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                                                | Invitation Homes Inc                                                                                                                       | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |        307 | NS      | $10069.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                                                           | Banque Cantonale Vaudoise                                                                                                                  | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |         18 | NS      | $2075.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                                                 | American Express Co                                                                                                                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        295 | NS      | $94099.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc                                                               | GFL Environmental Inc                                                                                                                      | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |        131 | NS      | $6612.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                                           | CH Robinson Worldwide Inc                                                                                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |         62 | NS      | $5948.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                                                   | Suncorp Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |        596 | NS      | $8493.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                                  | Teleperformance SE                                                                                                                         | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |         29 | NS      | $2816.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                            | European Investment Bank                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     140000 | PA      | $143815.89    | 0.17%             | 2031-01-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                              | Mercedes-Benz Group AG                                                                                                                     | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |        432 | NS      | $25168.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd                                                    | Canadian Pacific Kansas City Ltd                                                                                                           | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        526 | NS      | $41786.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $12780.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                          | Capital One Financial Corp                                                                                                                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        338 | NS      | $71912.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                                                       | Element Fleet Management Corp                                                                                                              | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |        230 | NS      | $5761.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                                                     | KOREA 10YR BND FU SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |          5 | NC      | $1442.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                                          | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |        397 | NS      | $7052.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                                                 | Public Service Enterprise Group Inc                                                                                                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        258 | NS      | $21718.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                                                    | American International Group Inc                                                                                                           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        326 | NS      | $27902.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                                                  | Qantas Airways Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |        409 | NS      | $2889.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                              | Netherlands Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     180000 | PA      | $189024.15    | 0.23%             | 2030-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Investor AB                                                                         | Investor AB                                                                                                                                | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       1033 | NS      | $30611.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                                | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  243900000 | PA      | $48457.91     | 0.06%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1371.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                                           | Halma PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |        222 | NS      | $9757.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                                                         | Fastenal Co                                                                                                                                | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        608 | NS      | $25536.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                            | Long: BMIES9RT0 IRS USD R V 12MUSCPI II9701080250411 CCPINFLATIONZE / Short: BMIES9RT0 IRS USD P F  2.33500 II3616210250411 CCPINFLATIONZE | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     736000 | OU      | $7988.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                                                       | Annaly Capital Management Inc                                                                                                              | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |        295 | NS      | $5551.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae I Pool                                                                                                                          | CUSIP: 36181CNU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6743 | PA      | $6465.80      | 0.01%             | 2044-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                      | Loblaw Cos Ltd                                                                                                                             | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |         85 | NS      | $14060.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       1903 | NS      | $29302.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                                 | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     410000 | PA      | $99654.71     | 0.12%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                                      | Eaton Corp PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        209 | NS      | $74610.91     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                                                 | Gilead Sciences Inc                                                                                                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        641 | NS      | $71067.67     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-0.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEI Investments Co                                                                  | SEI Investments Co                                                                                                                         | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |         58 | NS      | $5211.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                            | Svenska Handelsbanken AB                                                                                                                   | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |        868 | NS      | $11620.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                                                  | Japan Government Thirty Year Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   35850000 | PA      | $152018.85    | 0.18%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Whitbread PLC                                                                       | Whitbread PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |        104 | NS      | $4035.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                                                       | Beijer Ref AB                                                                                                                              | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |        225 | NS      | $3550.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                      | ConocoPhillips                                                                                                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        676 | NS      | $60664.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      10572 | NS      | $127880.82    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                                             | Ireland Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      60000 | PA      | $55186.40     | 0.07%             | 2035-05-15      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $4728.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-7211.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                                                         | Heineken NV                                                                                                                                | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |        172 | NS      | $15005.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-21

**Name of Applicant:** MORGAN STANLEY VARIABLE INSURANCE FUND INC.

**Signature:** Francis Smith

**Name of Signer:** Francis Smith

**Title:** Principal Financial Officer