# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001752724-23-049012
**Filing Date:** 2023-3
**Character Count:** 671018
**Document Hash:** c7d6fac3a81bf3f8c1cbab58eb45b593
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049012.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049012

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRANSAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000778207
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04419
- **FILM NUMBER:** 23690689

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES TRUST
- **DATE OF NAME CHANGE:** 20050511

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES FUND INC
- **DATE OF NAME CHANGE:** 20010501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WRL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Transamerica Morgan Stanley Global Allocation VP (Series ID: S000025459)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000076205 | Initial      |  |
| C000076206 | Service      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TRANSAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-04419

- **c. CIK number of Registrant:** 0000778207

- **d. LEI of Registrant:** 5493000QR1WGXIM5V222

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

  - **Street Address 1:** 1801 CALIFORNIA STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

  - **Telephone number:** 720-493-4256

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

- **a. Name of Series:** Transamerica Morgan Stanley Global Allocation VP

- **b. EDGAR series identifier (if any):** S000025459

- **c. LEI of Series:** ORP3UMV3V03ZTFCT2438

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1510535059.60

**Total Liabilities:** $450105263.55

**Net Assets:** $1060429796.05

**Amount of Assets Invested in Other Investment Companies:** $154776555.05

**Delayed Delivery Securities:** $46107062.51

**Cash Not Reported:** $15477225.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -273.89000000 | **1-Year:** -12032.88000000 | **5-Year:** -31591.71000000 | **10-Year:** -33248.60000000 | **30-Year:** -7143.26000000

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

- **3-Month:** -76.23000000 | **1-Year:** -983.87000000 | **5-Year:** -2726.47000000 | **10-Year:** -1589.82000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000076205 | 3.73%                | 6.60%                | -1.50%               |
| Class ID C000076206 | 3.56%                | 6.51%                | -1.44%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6106410.31             | $17281384.87                               |
| Month 2  | $688155.68               | $47573301.92                               |
| Month 3  | $2756094.05              | $-6274981.78                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| XCEL ENERGY INC                                           | Xcel Energy, Inc.                                                             | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1412630.06   | 0.13%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International, Inc.                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |         825 | NS      | $176797.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                               | Discover Financial Services                                                   | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |         335 | NS      | $32773.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HelloFresh SE                                             | HelloFresh SE                                                                 | CUSIP: 000000000<br>LEI: 391200ZAF4V6XD2M9G57 | Long             | EC               | CORP              | DE        |        1897 | NS      | $41689.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp                                                  | FMC Corp.                                                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |         155 | NS      | $19344.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Denmark                                        | Denmark Government Bonds                                                      | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     6540000 | PA      | $813131.61    | 0.08%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd.                                           | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |       13596 | NS      | $587355.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                               | Swedish Orphan Biovitrum AB                                                   | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |        1902 | NS      | $39316.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                             | Nemetschek SE                                                                 | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |         651 | NS      | $33233.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased ILS / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IL        |           1 | NC      | $-16625.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     4915723 | OU      | $-74286.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold KRW                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-172051.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold AUD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-13256.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IDP Education Ltd                                         | IDP Education Ltd.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        2351 | NS      | $43506.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| EQT Corp                                                  | EQT Corp.                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |         417 | NS      | $14107.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust                                    | CUSIP: 05523GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $850187.80    | 0.08%             | 2034-08-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                      | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |        8328 | NS      | $200669.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1120000 | PA      | $609131.25    | 0.06%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| St James's Place PLC                                      | St. James's Place PLC                                                         | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |        6134 | NS      | $81201.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                              | Nordson Corp.                                                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |          64 | NS      | $15214.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc              | Charles River Laboratories International, Inc.                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |          64 | NS      | $13945.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                          | EPAM Systems, Inc.                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |          70 | NS      | $22941.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings, Inc.                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |         465 | NS      | $13345.50     | 0.00%             |  |  |  | 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        |        3151 | NS      | $2293293.42   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased BRL / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $-131796.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                            | Kingfisher PLC                                                                | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |       21896 | NS      | $62498.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd.                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |       41201 | NS      | $140407.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                             | EDP - Energias de Portugal SA                                                 | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |       27065 | NS      | $134892.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems, Inc.                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        5140 | NS      | $244869.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                            | Albemarle Corp.                                                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |         145 | NS      | $31444.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments, Inc.                                                         | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1287594.30   | 0.12%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                              | Assurant, Inc.                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |          66 | NS      | $8253.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | Purchased THB / Sold USD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $120664.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen AB                                  | L E Lundbergforetagen AB                                                      | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |         866 | NS      | $36856.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                           | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1090000 | PA      | $857608.60    | 0.08%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                        | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |        1763 | NS      | $90774.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp.                                                         | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1366937.05   | 0.13%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1800000 | PA      | $1851940.99   | 0.17%             | 2025-07-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc                                            | Salesforce, Inc.                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        1237 | NS      | $164013.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit, Inc.                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         329 | NS      | $128053.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace, Inc.                                                               | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         246 | NS      | $9421.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                   | Dow, Inc.                                                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |         883 | NS      | $44494.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                           | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       10108 | NS      | $253077.60    | 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        |        2436 | NS      | $45875.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Chicago Mercantile Exchange                               | Swap                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    97211000 | OU      | $-352612.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                | Umicore SA                                                                    | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |        2451 | NS      | $90044.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                         | LEG Immobilien SE                                                             | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |         859 | NS      | $55961.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3Harris Technologies, Inc.                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |         237 | NS      | $49345.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                             | BlackRock, Inc.                                                               | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |         187 | NS      | $132513.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hargreaves Lansdown PLC                                   | Hargreaves Lansdown PLC                                                       | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |        4052 | NS      | $41942.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                   | Zebra Technologies Corp.                                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |          63 | NS      | $16153.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                  | Kone Oyj                                                                      | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        3961 | NS      | $204794.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery, Inc.                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |        2913 | NS      | $27615.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                              | BT Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |       77973 | NS      | $105624.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| United Parcel Service Inc                                 | United Parcel Service, Inc.                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |         925 | NS      | $160802.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                     | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |       62916 | NS      | $291416.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp.                                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |         280 | NS      | $68950.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased USD / Sold HKD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $428.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH Network Corp                                         | DISH Network Corp.                                                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |         307 | NS      | $4310.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         770 | NS      | $205466.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Loan Trust                                          | CUSIP: 63939CAD9<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |      421000 | PA      | $416615.50    | 0.04%             | 2031-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                       | DENTSPLY SIRONA, Inc.                                                         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |         265 | NS      | $8437.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                        | Equity Residential                                                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |         447 | NS      | $26373.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                    | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        2734 | NS      | $976316.73    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA                                                            | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |      111771 | NS      | $25879.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | Future                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         194 | NC      | $-853716.39   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                       | Republic of Austria Government Bonds                                          | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1850000 | PA      | $1344249.06   | 0.13%             | 2036-10-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| AMETEK Inc                                                | AMETEK, Inc.                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         283 | NS      | $39540.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapletree Pan Asia Commercial Trust                       | Mapletree Pan Asia Commercial Trust                                           | CUSIP: 000000000<br>LEI: 549300BF18K4IC5LZ208 | Long             | EC               |  | SG        |       27498 | NS      | $34285.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                           | Fidelity National Financial, Inc.                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |         324 | NS      | $12188.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold DKK                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-40.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co., Inc.                                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |         636 | NS      | $60388.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co.                                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        1729 | NS      | $58163.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                     | Australia Government Bonds                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     9950000 | PA      | $6174987.00   | 0.58%             | 2025-11-21      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp.                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |         383 | NS      | $12083.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                              | Comerica, Inc.                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |         776 | NS      | $51875.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                        | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      950000 | PA      | $474218.62    | 0.04%             | 2031-05-19      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals, Inc.                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         147 | NS      | $34934.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KOREA                                         | Korea International Bonds                                                     | CUSIP: 50064FAR5<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     1260000 | PA      | $1210372.61   | 0.11%             | 2024-06-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased KRW / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $623457.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                        | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |           1 | NS      | $102741.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VONTIER CORP                                              | Vontier Corp.                                                                 | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      925000 | PA      | $739107.89    | 0.07%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Amundi SA                                                 | Amundi SA                                                                     | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |         690 | NS      | $39146.34     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                 | Teledyne Technologies, Inc.                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |          58 | NS      | $23194.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co.                                                             | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      700000 | PA      | $670959.96    | 0.06%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                               | Vistra Corp.                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         464 | NS      | $10764.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                             | Welltower, Inc.                                                               | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |         577 | NS      | $37822.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington, Inc.                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |         205 | NS      | $21303.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampol Ltd                                                 | Ampol Ltd.                                                                    | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |        2737 | NS      | $52699.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                     | Australia Government Bonds                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    10100000 | PA      | $5392962.87   | 0.51%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Amplifon SpA                                              | Amplifon SpA                                                                  | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |        1403 | NS      | $41781.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| BNP Paribas SA                                            | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $11022.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                  | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       14059 | NS      | $904170.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co.                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $772384.97    | 0.07%             | 2033-02-17      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co.                                                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |         175 | NS      | $30364.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury NZ Ltd                                            | Mercury NZ Ltd.                                                               | CUSIP: 000000000<br>LEI: 254900XLT925U953KK55 | Long             | EC               | CORP              | NZ        |        8168 | NS      | $28833.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                                  | MSCI, Inc.                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         100 | NS      | $46517.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                        | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |        4375 | NS      | $66726.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVEVA Group PLC                                           | AVEVA Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800XHATUM2LFMKG16 | Long             | EC               | CORP              | GB        |        1351 | NS      | $52477.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill, Inc.                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          34 | NS      | $47174.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                               | Viatris, Inc.                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |        1511 | NS      | $16817.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| La Francaise des Jeux SAEM                                | La Francaise des Jeux SAEM                                                    | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |        1186 | NS      | $47709.81     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                      | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       17221 | NS      | $311055.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                           | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2200000 | PA      | $1516710.93   | 0.14%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                                 | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |        1138 | NS      | $130587.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |         718 | NS      | $93131.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates, Inc.                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |          90 | NS      | $15800.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                                 | Pool Corp.                                                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |          50 | NS      | $15116.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                     | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         647 | NS      | $241225.90    | 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        |         226 | NS      | $34446.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $67800.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals, Inc.                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         317 | NS      | $91543.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    27244012 | OU      | $152805.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc                                    | Sirius XM Holdings, Inc.                                                      | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |         969 | NS      | $5658.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank N.A.                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    36248817 | OU      | $3306955.11   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                                    | Liberty Broadband Corp.                                                       | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |         156 | NS      | $11898.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkland Corp                                             | Parkland Corp.                                                                | CUSIP: 70137W108<br>LEI: 549300UY5C6HUV0XLS53 | Long             | EC               | CORP              | CA        |        1789 | NS      | $39254.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dominion Energy Inc                                       | Dominion Energy, Inc.                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        1028 | NS      | $63036.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International, Inc.                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        1691 | NS      | $112705.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp.                                                   | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1858818.75   | 0.18%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Okta Inc                                                  | Okta, Inc.                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |         183 | NS      | $12504.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp.                                                         | CUSIP: 06051GFB0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1286000 | PA      | $1274832.44   | 0.12%             | 2024-01-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                   | CUSIP: 302154DF3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     1710000 | PA      | $1506743.95   | 0.14%             | 2026-02-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                                        | Union Pacific Corp.                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |         777 | NS      | $160893.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     1570000 | PA      | $1659598.13   | 0.16%             | 2023-05-05      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Swire Properties Ltd                                      | Swire Properties Ltd.                                                         | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |       12845 | NS      | $32649.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                | Skanska AB                                                                    | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |        3881 | NS      | $61367.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd.                                                       | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |        6873 | NS      | $142817.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        3248 | NS      | $573759.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd.                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |         601 | NS      | $45338.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Realty Income Corp                                        | Realty Income Corp.                                                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |         767 | NS      | $48650.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp.                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |         908 | NS      | $239285.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                | NetApp, Inc.                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |         271 | NS      | $16276.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                          | Sensata Technologies Holding PLC                                              | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |         193 | NS      | $7793.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $978767.63    | 0.09%             | 2026-06-11      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| ASX Ltd                                                   | ASX Ltd.                                                                      | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |        2214 | NS      | $102533.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |       94517 | NS      | $106496.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                               | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |       35232 | NS      | $364602.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                                 | Hess Corp.                                                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |         342 | NS      | $48502.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding NV                                       | Heineken Holding NV                                                           | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |        1153 | NS      | $88926.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        1162 | NS      | $616069.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                      | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |       22787 | NS      | $110424.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                       | Exact Sciences Corp.                                                          | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |         214 | NS      | $10595.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendlease Corp Ltd                                        | Lendlease Corp. Ltd.                                                          | CUSIP: 000000000<br>LEI: 549300MQ0F0TIIEK5592 | Long             | EC               | CORP              | AU        |        7850 | NS      | $41902.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| BP PLC                                                    | BP PLC                                                                        | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      209360 | NS      | $1201999.41   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China                                                   | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1449940.89   | 0.14%             | 2025-03-02      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                       | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |        3863 | NS      | $260281.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Clorox Co/The                                             | Clorox Co.                                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |         155 | NS      | $21751.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                              | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |        7694 | NS      | $697005.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Stora Enso Oyj                                            | Stora Enso Oyj                                                                | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |        6384 | NS      | $89863.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                              | Cochlear Ltd.                                                                 | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |         753 | NS      | $104648.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                  | Molson Coors Beverage Co.                                                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |         239 | NS      | $12313.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                   | Toromont Industries Ltd.                                                      | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |         931 | NS      | $67184.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ASML Holding NV                                           | ASML Holding NV                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        4659 | NS      | $2512563.54   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        1913 | NS      | $193614.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enagas SA                                                 | Enagas SA                                                                     | CUSIP: 000000000<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |        2842 | NS      | $47230.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Bezeq The Israeli Telecommunication Corp Ltd              | Bezeq The Israeli Telecommunication Corp. Ltd.                                | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |       23400 | NS      | $40142.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                        | United Rentals, Inc.                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |          87 | NS      | $30921.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                                           | Brookfield Corp.                                                              | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |       16574 | NS      | $521211.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Mello Mortgage Capital Acceptance Trust                   | Mello Mortgage Capital Acceptance                                             | CUSIP: 58549XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1323425 | PA      | $1057536.70   | 0.10%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     4134570 | OU      | $-38998.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | Svenska Cellulosa AB SCA                                                      | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |        6851 | NS      | $86631.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                       | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $1762529.49   | 0.17%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd.                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $475398.72    | 0.04%             | 2023-08-30      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| KOREA SOUTHERN POWER                                      | Korea Southern Power Co. Ltd.                                                 | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |     2190000 | PA      | $1922700.97   | 0.18%             | 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        |        1105 | NS      | $155683.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                             | Repligen Corp.                                                                | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |          65 | NS      | $11005.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                  | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       24148 | NS      | $957992.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                        | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |          12 | NS      | $122381.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                                   | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |         204 | NS      | $9175.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                 | Land Securities Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |        8002 | NS      | $60114.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd.                                                          | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |        4160 | NS      | $472886.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5075025 | PA      | $4676561.91   | 0.44%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp.                                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |         482 | NS      | $61146.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp.                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |         735 | NS      | $55962.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       27751 | NS      | $1145838.79   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp.                                                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |         245 | NS      | $21680.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                 | News Corp.                                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |         478 | NS      | $8699.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO Ltd                                                   | IGO Ltd.                                                                      | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |        7590 | NS      | $69556.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |           1 | NC      | $234.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp.                                                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |         608 | NS      | $70765.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                             | Persimmon PLC                                                                 | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |        3607 | NS      | $53069.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                           | PerkinElmer, Inc.                                                             | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |         156 | NS      | $21874.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bonds                                               | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    17200000 | PA      | $562452.15    | 0.05%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |           1 | NC      | $-1.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                             | Scentre Group                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       58828 | NS      | $115352.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                      | Straumann Holding AG                                                          | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |        1271 | NS      | $145155.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd.                                             | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |       92640 | NS      | $177754.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         133 | NC      | $-72079.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                                     | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         260 | NS      | $229673.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy, Inc.                                                          | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2424 | NS      | $202646.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings, Inc.                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |         343 | NS      | $43341.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                              | WP Carey, Inc.                                                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |         241 | NS      | $18834.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                                | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   115648751 | PA      | $115648751.01 | 10.91%            |  |  |  | No            |                  2 | On Loan: No      |
| UDR Inc                                                   | UDR, Inc.                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |         407 | NS      | $15763.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-21143.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                         | General Mills, Inc.                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |         768 | NS      | $64396.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton, Inc.                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         409 | NS      | $36458.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                               | Paychex, Inc.                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |         405 | NS      | $46801.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                         | Marathon Oil Corp.                                                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |         833 | NS      | $22549.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                     | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |       83841 | NS      | $227248.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp.                                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $481798.70    | 0.05%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                                  | MarketAxess Holdings, Inc.                                                    | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |          48 | NS      | $13386.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Lung Properties Ltd                                  | Hang Lung Properties Ltd.                                                     | CUSIP: 000000000<br>LEI: 529900CIVTNMXQT59E61 | Long             | EC               | CORP              | HK        |       21827 | NS      | $42672.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux AB                                             | Electrolux AB                                                                 | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |        2537 | NS      | $34227.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                          | Crown Castle, Inc.                                                            | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     1375000 | PA      | $1204510.92   | 0.11%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRP Inc                                                   | BRP, Inc.                                                                     | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |         411 | NS      | $31334.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bonds                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12964000000 | PA      | $911197.80    | 0.09%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                         | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $997575.43    | 0.09%             | 2025-07-17      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $-17244.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |        1244 | NS      | $74545.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                              | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |       15881 | NS      | $117298.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                  | Mowi ASA                                                                      | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |        4781 | NS      | $81596.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                          | Schlumberger Ltd.                                                             | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        1695 | NS      | $90614.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold SGD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-806.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold CNY                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $120643.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                               | Zscaler, Inc.                                                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |         105 | NS      | $11749.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                     | Deutsche Lufthansa AG                                                         | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |        6763 | NS      | $56214.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold ZAR                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2183.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                        | BX Trust                                                                      | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      576000 | PA      | $460041.81    | 0.04%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |       15370 | NS      | $63458.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| AbbVie Inc                                                | AbbVie, Inc.                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        2197 | NS      | $355057.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold CLP                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1611.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co.                                                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |         139 | NS      | $31270.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4170000 | PA      | $5453366.34   | 0.51%             | 2039-07-04      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Universal Health Services Inc                             | Universal Health Services, Inc.                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |          81 | NS      | $11412.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                                              | Ferguson PLC                                                                  | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |         261 | NS      | $33139.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd.                                                | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |       28047 | NS      | $90705.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                            | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |        2601 | NS      | $165439.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 912828VB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6550000 | PA      | $6481429.69   | 0.61%             | 2023-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                       | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |        1260 | NS      | $92120.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                                 | Ball Corp.                                                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |         385 | NS      | $19688.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                           | Seagate Technology Holdings PLC                                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |         247 | NS      | $12994.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd.                                                               | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |       12772 | NS      | $399225.00    | 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        |        1130 | NS      | $142560.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       28552 | NS      | $1443540.39   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products & Chemicals, Inc.                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |         275 | NS      | $84771.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12490000 | PA      | $9475811.78   | 0.89%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       19216 | NS      | $1342337.98   | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |        9825 | NS      | $65651.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                | Ventas, Inc.                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |         493 | NS      | $22209.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG                                                              | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $724506.17    | 0.07%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp.                                                                 | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      275000 | PA      | $219815.85    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                         | ARC Resources Ltd.                                                            | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |        7567 | NS      | $101992.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rio Tinto Ltd                                             | Rio Tinto Ltd.                                                                | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |        4176 | NS      | $330980.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                                             | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |         617 | NS      | $146334.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings, Inc.                                                    | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      375000 | PA      | $288307.38    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                        | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       11820 | NS      | $1219595.01   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| REI AGRO LTD                                              | REI Agro Ltd.                                                                 | CUSIP: Y7253SAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      259000 | PA      | $2147.11      | 0.00%             | 2014-11-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased INR / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-4101.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                        | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    19000000 | PA      | $2854860.57   | 0.27%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG                                                              | CUSIP: 251526CM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1050000 | PA      | $1010182.17   | 0.10%             | 2023-11-08      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                      | Tradeweb Markets, Inc.                                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         133 | NS      | $8635.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2800000 | PA      | $2697187.50   | 0.25%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1225000 | PA      | $1072452.24   | 0.10%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                                       | Tourmaline Oil Corp.                                                          | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |        3746 | NS      | $189015.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                           | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |        5169 | NS      | $268634.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT Mortgage Loan Trust                                                      | CUSIP: 19688JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       37505 | PA      | $36675.78     | 0.00%             | 2065-03-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                                | Acciona SA                                                                    | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |         283 | NS      | $52074.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                                         | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |         349 | NS      | $179963.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133A5AR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      767352 | PA      | $678589.25    | 0.06%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                         | Remy Cointreau SA                                                             | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |         264 | NS      | $44537.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         489 | NS      | $269287.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp.                                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         549 | NS      | $250618.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold SEK                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1907.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                           | Future                                                                        | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         216 | NC      | $-92567.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group, Inc.                                                           | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         191 | NS      | $16731.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                                       | U.K. Gilts                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1150000 | PA      | $881359.88    | 0.08%             | 2041-10-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                     | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |        6322 | NS      | $327364.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                     | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |        3621 | NS      | $68354.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd.                                                    | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      950000 | PA      | $758803.08    | 0.07%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Cloudflare Inc                                            | Cloudflare, Inc.                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |         310 | NS      | $14015.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                                      | Everest Re Group Ltd.                                                         | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |          48 | NS      | $15900.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                  | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |        6674 | NS      | $111734.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    16088404 | OU      | $438767.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                              | MTR Corp. Ltd.                                                                | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |       17274 | NS      | $91510.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software, Inc.                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         228 | NS      | $355969.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp.                                                             | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     2275000 | PA      | $1910400.63   | 0.18%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies, Inc.                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        1841 | NS      | $45527.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris                                        | Aeroports de Paris                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |         342 | NS      | $45834.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                         | Brown-Forman Corp.                                                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |         385 | NS      | $25286.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                              | Teradyne, Inc.                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         194 | NS      | $16945.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd.                                                             | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |       17810 | NS      | $129945.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                    | BKW AG                                                                        | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |         240 | NS      | $32834.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp.                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |         637 | NS      | $36430.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                               | Keyera Corp.                                                                  | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        2586 | NS      | $56513.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Masco Corp                                                | Masco Corp.                                                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |         282 | NS      | $13160.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                      | Western Union Co.                                                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |         475 | NS      | $6540.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold BRL                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-191185.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |       61863 | NS      | $3526279.80   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                                             | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |       11373 | NS      | $182187.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quintis PTY                                               | Quintis Australia Pty. Ltd.                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | AU        |     1725383 | NS      | $1.18         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: —       |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                              | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |       14327 | NS      | $128999.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay, Inc.                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |         686 | NS      | $28448.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                       | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |        8972 | NS      | $355446.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group, Inc.                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |         389 | NS      | $36472.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources, Inc.                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |         721 | NS      | $93383.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros Auctioneers Inc                              | Ritchie Bros Auctioneers, Inc.                                                | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |        1271 | NS      | $73415.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LOWE'S COS INC                                            | Lowe's Cos., Inc.                                                             | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      700000 | PA      | $582659.78    | 0.05%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                       | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |       28295 | NS      | $64258.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |         446 | NS      | $27999.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co.                                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |         690 | NS      | $82744.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Wine Estates Ltd                                 | Treasury Wine Estates Ltd.                                                    | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |        7888 | NS      | $73093.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                                  | NIKE, Inc.                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        1572 | NS      | $183939.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                     | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |        6674 | NS      | $793146.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies, Inc.                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |         364 | NS      | $54472.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       80581 | NS      | $2265952.17   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                               | BioMarin Pharmaceutical, Inc.                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |         231 | NS      | $23906.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                     | TFI International, Inc.                                                       | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |         919 | NS      | $92042.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                 | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |         121 | NS      | $10321.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quebecor Inc                                              | Quebecor, Inc.                                                                | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        1776 | NS      | $39612.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Splunk Inc                                                | Splunk, Inc.                                                                  | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |         198 | NS      | $17045.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                   | Aramark                                                                       | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |         289 | NS      | $11947.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramsay Health Care Ltd                                    | Ramsay Health Care Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300QBX122KF2JPI10 | Long             | EC               | CORP              | AU        |        2044 | NS      | $90040.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                              | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    21984969 | NS      | $21984968.70  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REI AGRO LTD                                              | REI Agro Ltd.                                                                 | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      697000 | PA      | $5778.13      | 0.00%             | 2014-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                               | Covestro AG                                                                   | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |        2207 | NS      | $86348.72     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology, Inc.                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        1397 | NS      | $69822.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                      | Regency Centers Corp.                                                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |         192 | NS      | $12000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1514000 | PA      | $1648731.71   | 0.16%             | 2026-11-13      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| Covivio                                                   | Covivio                                                                       | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |         543 | NS      | $32230.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                      | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |        2719 | NS      | $58734.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                             | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |        1489 | NS      | $36173.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                     | Burlington Stores, Inc.                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |          81 | NS      | $16423.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos., Inc.                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        1508 | NS      | $49613.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT Group AG                                              | VAT Group AG                                                                  | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |         311 | NS      | $85027.63     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $25054.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                               | HubSpot, Inc.                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |          56 | NS      | $16191.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd                                             | TMX Group Ltd.                                                                | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |         624 | NS      | $62455.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Investment AB Latour                                      | Investment AB Latour                                                          | CUSIP: 000000000<br>LEI: 5493006GFBLNB3Y0Y789 | Long             | EC               | CORP              | SE        |        1705 | NS      | $32205.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                            | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |        2142 | NS      | $370074.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold BRL                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-46481.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                               | Snap-on, Inc.                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |          66 | NS      | $15080.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       14413 | NS      | $651899.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | Ireland Government Bonds                                                      | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1210000 | PA      | $1049792.58   | 0.10%             | 2030-10-18      | Fixed         | 0.20%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                     | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      950000 | PA      | $892170.41    | 0.08%             | 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        |       17416 | NS      | $145054.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                               | Randstad NV                                                                   | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |        1371 | NS      | $83593.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Novo Nordisk A/S                                          | Novo Nordisk AS                                                               | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       18882 | NS      | $2549564.69   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                     | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |         615 | NS      | $200600.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                              | Walgreens Boots Alliance, Inc.                                                | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |         899 | NS      | $33586.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd.                                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |         510 | NS      | $112506.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1784000 | PA      | $1487434.67   | 0.14%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Rational AG                                               | Rational AG                                                                   | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |          58 | NS      | $34457.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |         253 | NS      | $20637.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                 | West Fraser Timber Co. Ltd.                                                   | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |         679 | NS      | $49029.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sea Ltd                                                   | Sea Ltd.                                                                      | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        4249 | NS      | $221075.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Severn Trent PLC                                          | Severn Trent PLC                                                              | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |        2823 | NS      | $90475.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thungela Resources Ltd                                    | Thungela Resources Ltd.                                                       | CUSIP: 000000000<br>LEI: 213800EGYK3BN3SRIF27 | Long             | EC               | CORP              | ZA        |        1924 | NS      | $31750.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Amcor PLC                                                 | Amcor PLC                                                                     | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |        1844 | NS      | $21962.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Co PLC/The                                   | British Land Co. PLC                                                          | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |        9930 | NS      | $47431.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group, Inc.                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        2932 | NS      | $463080.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |        1740 | NS      | $56158.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                 | Caesars Entertainment, Inc.                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |         265 | NS      | $11024.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                     | Japan Government Ten Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   523000000 | PA      | $3850370.31   | 0.36%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                        | Hang Seng Bank Ltd.                                                           | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |        8675 | NS      | $144260.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                              | Porsche Automobil Holding SE                                                  | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |        1745 | NS      | $95712.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                | Getinge AB                                                                    | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |        2646 | NS      | $54847.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                  | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       68615 | NS      | $802796.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp.                                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |         284 | NS      | $70463.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                          | Black Knight, Inc.                                                            | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |         193 | NS      | $11917.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd.                                                  | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |       12686 | NS      | $94232.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           4 | NC      | $-1433.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd.                                                       | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       20634 | NS      | $522551.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                            | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      324000 | PA      | $314082.75    | 0.03%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy, Inc.                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |         675 | NS      | $47324.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                | Bollore SE                                                                    | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |        9975 | NS      | $55737.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased USD / Sold CNH                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-220551.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DaVita Inc                                                | DaVita, Inc.                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |          68 | NS      | $5077.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications, Inc.                                                  | CUSIP: 92343VEC4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      530000 | PA      | $520402.34    | 0.05%             | 2026-10-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy, Inc.                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |         278 | NS      | $41688.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                       | SVB Financial Group                                                           | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |         358 | NS      | $82390.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                             | Mosaic Co.                                                                    | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |         421 | NS      | $18469.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                        | First Horizon Corp.                                                           | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |         662 | NS      | $16219.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1542095.72   | 0.15%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                              | Allegion PLC                                                                  | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |         108 | NS      | $11368.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp.                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        5394 | NS      | $188628.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                 | Qorvo, Inc.                                                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |         129 | NS      | $11692.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UOL Group Ltd                                             | UOL Group Ltd.                                                                | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |        5358 | NS      | $26882.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERG Finance                                              | Berg Finance DAC                                                              | CUSIP: 000000000<br>LEI: 635400MVCRPAUVUGGY60 | Long             | ABS-MBS          | CORP              | IE        |      287261 | PA      | $291295.86    | 0.03%             | 2033-04-22      | Floating      | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Celanese Corp                                             | Celanese Corp.                                                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |         135 | NS      | $13802.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                        | PPG Industries, Inc.                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |         293 | NS      | $36841.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank                                                         | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       20813 | NS      | $1347618.69   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   509740000 | PA      | $72636437.29  | 6.85%             | 2032-05-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                               | Invesco Ltd.                                                                  | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |         424 | NS      | $7627.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                               | James Hardie Industries PLC                                                   | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |        5135 | NS      | $92298.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                            | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       10393 | NS      | $420402.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ICL Group Ltd                                             | ICL Group Ltd.                                                                | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |        7987 | NS      | $57709.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Logistics Trust                                 | Mapletree Logistics Trust                                                     | CUSIP: 000000000<br>LEI: 549300M9EBZIYH387075 | Long             | EC               |  | SG        |       38800 | NS      | $46059.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA                                | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |        2469 | NS      | $70751.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Atmos Energy Corp                                         | Atmos Energy Corp.                                                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |         174 | NS      | $19500.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                     | Dexus                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       12378 | NS      | $65313.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $7510946.48   | 0.71%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International, Inc.                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |         344 | NS      | $51218.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                     | Japan Government Ten Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   961000000 | PA      | $7136032.76   | 0.67%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd.                                                                     | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |        1527 | NS      | $73056.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp.                                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         204 | NS      | $56838.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd                      | ZIM Integrated Shipping Services Ltd.                                         | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |         947 | NS      | $16278.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bill.com Holdings Inc                                     | Bill.com Holdings, Inc.                                                       | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |         115 | NS      | $12530.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                  | Fox Corp.                                                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |         377 | NS      | $11449.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                               | Dropbox, Inc.                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |         339 | NS      | $7586.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust                            | CUSIP: 61764PBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      906556 | PA      | $811744.14    | 0.08%             | 2046-12-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                                                 | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |        2102 | NS      | $140765.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                     | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       22733 | NS      | $225848.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5190000 | PA      | $5395097.30   | 0.51%             | 2025-04-30      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |        1710 | NS      | $69923.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp                                                  | PPL Corp.                                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |         908 | NS      | $26531.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                    | Indian Railway Finance Corp. Ltd.                                             | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |      475000 | PA      | $406381.50    | 0.04%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                       | Sun Communities, Inc.                                                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |         154 | NS      | $22022.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp.                                                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        1220 | NS      | $52740.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd.                                                                      | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       17881 | NS      | $542627.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp.                                                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |         318 | NS      | $41915.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia                                                           | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       13609 | NS      | $666780.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Lear Corp                                                 | Lear Corp.                                                                    | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |          73 | NS      | $9053.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                | Intel Corp.                                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      325000 | PA      | $289169.78    | 0.03%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Societe Generale SA                                       | Societe Generale SA                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       44263 | NS      | $1112513.06   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                          | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |         539 | NS      | $135963.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3691.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold CHF                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $338.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                                | Vivendi SE                                                                    | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |        8138 | NS      | $77652.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bonds                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 14656000000 | PA      | $1013523.64   | 0.10%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics Plc                                  | Horizon Therapeutics PLC                                                      | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |         271 | NS      | $30839.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                                | Seagen, Inc.                                                                  | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         168 | NS      | $21589.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc/CN                                              | Metro, Inc.                                                                   | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |        2803 | NS      | $155200.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cintas Corp                                               | Cintas Corp.                                                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         113 | NS      | $51033.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                              | Novocure Ltd.                                                                 | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |         115 | NS      | $8435.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEOK Partners LP                                         | ONEOK Partners LP                                                             | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      742000 | PA      | $731781.14    | 0.07%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1477950.28   | 0.14%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                                 | FleetCor Technologies, Inc.                                                   | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |          88 | NS      | $16163.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        1656 | NS      | $128704.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                       | Paycom Software, Inc.                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |          63 | NS      | $19549.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evraz PLC                                                 | Evraz PLC                                                                     | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |        6267 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                   | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |         614 | NS      | $48902.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Truist Financial Corp                                     | Truist Financial Corp.                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        8967 | NS      | $385850.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                          | Vail Resorts, Inc.                                                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |          50 | NS      | $11917.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                      | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |        1456 | NS      | $102199.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies Inc                                 | ZoomInfo Technologies, Inc.                                                   | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         317 | NS      | $9544.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                               | Corteva, Inc.                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |         878 | NS      | $51608.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                   | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |        8036 | NS      | $559008.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                             | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1142699.36   | 0.11%             | 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        |        1985 | NS      | $128568.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares, Inc.                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |        6645 | NS      | $93694.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                                      | Boston Properties LP                                                          | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |      400000 | PA      | $413111.42    | 0.04%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                        | Enphase Energy, Inc.                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |         168 | NS      | $44513.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                        | Coterra Energy, Inc.                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |         986 | NS      | $24226.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo, Inc.                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        1709 | NS      | $308747.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Eat Takeaway.com NV                                  | Just Eat Takeaway.com NV                                                      | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |        2128 | NS      | $44988.85     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                             | Jardine Matheson Holdings Ltd.                                                | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |        1812 | NS      | $92230.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-12285.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments, Inc.                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        1137 | NS      | $187855.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group, Inc.                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |         448 | NS      | $75335.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                                      | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |        2685 | NS      | $44810.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                                     | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        1212 | NS      | $154778.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA, Inc.                                                            | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1333789.86   | 0.13%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                    | Chubb INA Holdings, Inc.                                                      | CUSIP: 171239AC0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $936024.18    | 0.09%             | 2027-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co.                                                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         164 | NS      | $28718.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings, Inc.                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        1359 | NS      | $96787.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                              | Centene Corp.                                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |         712 | NS      | $58391.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                                | Getlink SE                                                                    | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |        5015 | NS      | $80390.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                     | Dell Technologies, Inc.                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |         330 | NS      | $13272.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                | Renault SA                                                                    | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |        2228 | NS      | $74589.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        7413 | NS      | $654048.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendel SE                                                 | Wendel SE                                                                     | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |         303 | NS      | $28282.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                       | Meridian Energy Ltd.                                                          | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |       14631 | NS      | $48675.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                        | Barry Callebaut AG                                                            | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |          40 | NS      | $79121.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                           | Deere & Co.                                                                   | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      550000 | PA      | $493899.43    | 0.05%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Boston Properties Inc                                     | Boston Properties, Inc.                                                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |         183 | NS      | $12367.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos., Inc.                                                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |         288 | NS      | $71455.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                    | Lumen Technologies, Inc.                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |        1165 | NS      | $6081.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                      | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |        6532 | NS      | $53270.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |         588 | NS      | $61199.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                                  | Pan American Silver Corp.                                                     | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |        2341 | NS      | $38209.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Microchip Technology Inc                                  | Microchip Technology, Inc.                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |         684 | NS      | $48051.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold CHF                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3956.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                              | Prologis, Inc.                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |        1137 | NS      | $128174.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy, Inc.                                                          | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       15952 | NS      | $309497.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Henkel AG & Co KGaA                                       | Henkel AG & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |        2012 | NS      | $140036.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                      | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |      760930 | NS      | $417738.57    | 0.04%             |  |  |  | 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        |      126844 | NS      | $120580.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                     | Lincoln National Corp.                                                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |         199 | NS      | $6113.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                | Genmab AS                                                                     | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |         762 | NS      | $322600.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold SGD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-693.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                | Fortum Oyj                                                                    | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |        5024 | NS      | $83573.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa, Inc.                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        2020 | NS      | $419675.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased MXN / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $22780.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        1601 | NS      | $25551.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |        1884 | NS      | $83532.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                           | Southern Co.                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        1329 | NS      | $94903.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings, Inc.                                                    | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $845491.94    | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                        | Crown Holdings, Inc.                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |         148 | NS      | $12167.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                              | Enbridge, Inc.                                                                | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       23272 | NS      | $909567.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Pandora A/S                                               | Pandora AS                                                                    | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |        1047 | NS      | $73564.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |       67179 | NS      | $202634.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                     | Carlyle Group, Inc.                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |         245 | NS      | $7310.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                                     | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |        8754 | NS      | $63388.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | Sodexo SA                                                                     | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |        1001 | NS      | $95879.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Roche Holding AG                                          | Roche Holding AG                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        8015 | NS      | $2518096.04   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd.                                                         | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       13624 | NS      | $311299.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Zoetis Inc                                                | Zoetis, Inc.                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |         585 | NS      | $85731.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy, Inc.                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         290 | NS      | $9227.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                               | Informa PLC                                                                   | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |       16294 | NS      | $122052.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                       | Eastman Chemical Co.                                                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |         152 | NS      | $12378.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                              | Securitas AB                                                                  | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |        5560 | NS      | $46334.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Telefonica Deutschland Holding AG                         | Telefonica Deutschland Holding AG                                             | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |       11757 | NS      | $28983.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                   | Siemens Healthineers AG                                                       | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |        3278 | NS      | $163972.46    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                     | American Homes 4 Rent                                                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |         389 | NS      | $11724.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp.                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        1769 | NS      | $81851.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings, Inc.                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |         260 | NS      | $33150.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -793 | NC      | $283307.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Ltd                                         | Futu Holdings Ltd.                                                            | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         703 | NS      | $28576.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Westlake Corp                                             | Westlake Corp.                                                                | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |          47 | NS      | $4819.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co.                                                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |         688 | NS      | $63880.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                      | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |        5128 | NS      | $158886.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Embracer Group AB                                         | Embracer Group AB                                                             | CUSIP: 000000000<br>LEI: 549300RFXXKT652HB549 | Long             | EC               | CORP              | SE        |        7294 | NS      | $33055.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| ResMed Inc                                                | ResMed, Inc.                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         181 | NS      | $37671.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                   | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |       10261 | NS      | $174346.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health, Inc.                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         297 | NS      | $152352.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |         318 | NS      | $28779.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1229 | NS      | $36292.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONGC VIDESH VANKORNEFT                                    | ONGC Videsh Vankorneft Pte. Ltd.                                              | CUSIP: 000000000<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | SG        |     1400000 | PA      | $1308504.41   | 0.12%             | 2026-07-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                      | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2620000 | PA      | $2693819.29   | 0.25%             | 2024-05-24      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: —       |
| J M Smucker Co/The                                        | J M Smucker Co.                                                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |         132 | NS      | $20916.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |         325 | NS      | $51359.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings, Inc.                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         160 | NS      | $16830.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                     | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |        6927 | NS      | $181425.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group, Inc.                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |         396 | NS      | $30476.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd.                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |       42760 | NS      | $52426.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial, Inc.                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         239 | NS      | $25537.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                     | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |        2003 | NS      | $274017.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| 3i Group PLC                                              | 3i Group PLC                                                                  | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |       10899 | NS      | $176760.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                   | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |        1730 | NS      | $110594.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen, Inc.                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         178 | NS      | $49291.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                             | Dollarama, Inc.                                                               | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        3221 | NS      | $188383.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                   | WPP PLC                                                                       | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |       12300 | NS      | $121964.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                                 | Block, Inc.                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |         646 | NS      | $40594.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                         | Gaming & Leisure Properties, Inc.                                             | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |         316 | NS      | $16460.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                | Fiserv, Inc.                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |         745 | NS      | $75297.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                      | Edison International                                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |         475 | NS      | $30219.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co.                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        2955 | NS      | $447859.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR NEDERLAND NV                                          | ASR Nederland NV                                                              | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |      120000 | PA      | $127169.40    | 0.01%             | 2024-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Empire Co Ltd                                             | Empire Co. Ltd.                                                               | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |        1832 | NS      | $48248.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       27634 | NS      | $1734913.99   | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                      | Bank of America Corp.                                                         | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      175000 | PA      | $166706.22    | 0.02%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Reece Ltd                                                 | Reece Ltd.                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        2617 | NS      | $25212.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| AXA SA                                                    | AXA SA                                                                        | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1422820.06   | 0.13%             | 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        |         196 | NS      | $16522.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                    | Canadian Tire Corp. Ltd.                                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |         624 | NS      | $65211.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED KINGDOM GILT                                       | U.K. Gilts                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3000000 | PA      | $3331864.06   | 0.31%             | 2045-01-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BofA Securities Europe SA                                 | Swap                                                                          | CUSIP: 000000000<br>LEI: 549300FH0WJAPEHTIQ77 | N/A              | DIR              |  | US        |   885106881 | OU      | $-160765.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Swap                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |    46952155 | OU      | $-1577046.68  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                                      | Generac Holdings, Inc.                                                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |          79 | NS      | $7952.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                             | Goodman Group                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       19380 | NS      | $229063.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| AFRICA FINANCE CORP                                       | Africa Finance Corp.                                                          | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     1450000 | PA      | $1358070.00   | 0.13%             | 2026-04-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                        | Contra Abiomed, Inc.                                                          | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |          56 | NS      | $57.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -302 | NC      | $2062040.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                         | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |         453 | NS      | $35139.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold AUD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-155.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp.                                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         291 | NS      | $141568.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                                    | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |        5234 | NS      | $91240.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities Europe SA                                 | Swap                                                                          | CUSIP: 000000000<br>LEI: 549300FH0WJAPEHTIQ77 | N/A              | DIR              |  | US        |     4042000 | OU      | $-76463.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                      | Lottery Corp. Ltd.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       25109 | NS      | $76587.69     | 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        |        8460 | NS      | $90997.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| NatWest Group PLC                                         | NatWest Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |       59125 | NS      | $189562.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                                    | OCI NV                                                                        | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |        1219 | NS      | $43609.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero SE                                                              | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |        1925 | NS      | $92274.35     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd.                                                             | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |       31105 | NS      | $62474.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                      | Power Corp. of Canada                                                         | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        6423 | NS      | $151087.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lowe's Cos Inc                                            | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         778 | NS      | $155008.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line, Inc.                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |         120 | NS      | $34053.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                       | Liberty Media Corp.-Liberty SiriusXM                                          | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         204 | NS      | $7982.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                   | Darling Ingredients, Inc.                                                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |         196 | NS      | $12267.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications, Inc.                                                   | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     1450000 | PA      | $1256494.31   | 0.12%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                      | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       21625 | NS      | $598164.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold HKD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $599.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased RON / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $31929.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                        | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |       10568 | NS      | $158420.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk AS                                                         | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          36 | NS      | $79651.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                              | Alimentation Couche-Tard, Inc.                                                | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        9431 | NS      | $414434.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased SEK / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $57211.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3900000 | PA      | $3659104.23   | 0.35%             | 2029-02-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Hasbro Inc                                                | Hasbro, Inc.                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |         164 | NS      | $10005.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased SEK / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-30860.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc                                               | Cummins, Inc.                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         174 | NS      | $42158.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday, Inc.                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |         246 | NS      | $41163.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                              | Sartorius AG                                                                  | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |         277 | NS      | $109532.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                               | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |         287 | NS      | $14186.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEX Corp                                                 | IDEX Corp.                                                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |          93 | NS      | $21234.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold NOK                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $52.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                           | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      805000 | PA      | $798324.14    | 0.08%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                        | Teck Resources Ltd.                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |        5464 | NS      | $206494.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Azrieli Group Ltd                                         | Azrieli Group Ltd.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         479 | NS      | $31943.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp.                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         167 | NS      | $29822.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                | Air Canada                                                                    | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |        1936 | NS      | $27724.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Scout24 SE                                                | Scout24 SE                                                                    | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |         915 | NS      | $45966.12     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tyler Technologies Inc                                    | Tyler Technologies, Inc.                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |          51 | NS      | $16442.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp.                                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |         294 | NS      | $72447.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1084000000 | PA      | $7243901.86   | 0.68%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario                                                           | CUSIP: 68323AFF6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2690000 | PA      | $2498250.61   | 0.24%             | 2026-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SGS SA                                                    | SGS SA                                                                        | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |          73 | NS      | $169739.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                           | Sealed Air Corp.                                                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |         181 | NS      | $9028.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        8734 | NS      | $2094587.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy, Inc.                                                           | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       15685 | NS      | $497541.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                              | Insulet Corp.                                                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |          85 | NS      | $25023.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                      | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |       91207 | NS      | $491091.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                                | Eurazeo SE                                                                    | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |         497 | NS      | $30909.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A O Smith Corp                                            | A O Smith Corp.                                                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |         159 | NS      | $9101.16      | 0.00%             |  |  |  | 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        |        1312 | NS      | $133069.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc                                      | Align Technology, Inc.                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |          91 | NS      | $19191.90     | 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      | $-156.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                          | Paramount Global                                                              | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |         755 | NS      | $12744.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp.                                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |         266 | NS      | $19551.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                 | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       12357 | NS      | $328704.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods, Inc.                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |         355 | NS      | $22098.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson & Co.                                                        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |         351 | NS      | $89259.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Matthey PLC                                       | Johnson Matthey PLC                                                           | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |        2022 | NS      | $51994.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                         | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |        7739 | NS      | $273337.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                    | Japan Post Bank Co. Ltd.                                                      | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |       28375 | NS      | $243881.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| American Tower Corp                                       | American Tower Corp.                                                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |         577 | NS      | $122243.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                 | Neste Oyj                                                                     | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |        4822 | NS      | $222056.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                     | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |         874 | NS      | $444864.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                  | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        2080 | NS      | $202401.76    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| APA Group                                                 | APA Group                                                                     | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |       13257 | NS      | $97120.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree, Inc.                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |         277 | NS      | $39178.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bonds OAT                                          | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    18260000 | PA      | $16119726.99  | 1.52%             | 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        |         116 | NS      | $14837.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings, Inc.                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |         229 | NS      | $46919.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems, Inc.                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |         176 | NS      | $28402.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                  | Accor SA                                                                      | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |        1948 | NS      | $48690.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                    | Canadian Utilities Ltd.                                                       | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |        1451 | NS      | $39275.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs International                               | Purchased CLP / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |           1 | NC      | $2387.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange, Inc.                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |         690 | NS      | $70787.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials, Inc.                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        1066 | NS      | $103807.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                 | Occidental Petroleum Corp.                                                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |        1152 | NS      | $72564.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4096.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold NZD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $209387.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                                        | Trade Desk, Inc.                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |         526 | NS      | $23580.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                     | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     1360000 | PA      | $1457128.82   | 0.14%             | 2026-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                     | Pembina Pipeline Corp.                                                        | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |        6431 | NS      | $218293.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Lundin Mining Corp                                        | Lundin Mining Corp.                                                           | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |        7586 | NS      | $46558.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Northland Power Inc                                       | Northland Power, Inc.                                                         | CUSIP: 666511100<br>LEI: 549300IT8CIDW8V5KX72 | Long             | EC               | CORP              | CA        |        2795 | NS      | $76645.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation, Inc.                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         141 | NS      | $36317.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                                         | Origin Energy Ltd.                                                            | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |       19774 | NS      | $103935.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                          | BAT Capital Corp.                                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1530177.07   | 0.14%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4300000 | PA      | $4175199.21   | 0.39%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                     | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      410000 | PA      | $293445.93    | 0.03%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Moderna Inc                                               | Moderna, Inc.                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |         389 | NS      | $69872.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Corp Ltd                                           | Keppel Corp. Ltd.                                                             | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |       16761 | NS      | $90850.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |        1178 | NS      | $75974.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                     | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |        1218 | NS      | $66807.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                 | Constellation Energy Corp.                                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |         405 | NS      | $34915.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                                | Kellogg Co.                                                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |         319 | NS      | $22725.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp.                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |         423 | NS      | $103419.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                                  | Tryg AS                                                                       | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |        4153 | NS      | $98851.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                                | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         520 | NS      | $103561.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                      | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1629915 | PA      | $1360852.07   | 0.13%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                                   | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |        7472 | NS      | $84840.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                             | Aroundtown SA                                                                 | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | EC               | CORP              | LU        |       11995 | NS      | $28029.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                         | Huntington Ingalls Industries, Inc.                                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |          50 | NS      | $11534.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |         287 | NS      | $48241.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD                                                | NBN Co. Ltd.                                                                  | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     1425000 | PA      | $1135595.11   | 0.11%             | 2031-05-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp.                                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |         943 | NS      | $44509.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased SGD / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $60317.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                       | Alexandria Real Estate Equities, Inc.                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |         191 | NS      | $27822.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                      | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |         250 | NS      | $344791.78    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased NOK / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $17952.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                          | Zions Bancorp NA                                                              | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |         877 | NS      | $43113.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitaland Investment Ltd/Singapore                       | Capitaland Investment Ltd.                                                    | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |       29622 | NS      | $81828.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands, Inc.                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |         198 | NS      | $45886.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                               | Trimble, Inc.                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |         309 | NS      | $15623.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                      | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |         135 | NS      | $33018.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Corp. Trust                                     | CUSIP: 36267EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      923151 | PA      | $770759.31    | 0.07%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                           | Kerry Group PLC                                                               | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |        1899 | NS      | $171241.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp.                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        3120 | NS      | $455956.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co., Inc.                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |         253 | NS      | $20293.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -228 | NC      | $2183766.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp.                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2281 | NS      | $409416.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax-Sarco Engineering PLC                              | Spirax-Sarco Engineering PLC                                                  | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |         828 | NS      | $106257.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Swap                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    97211000 | OU      | $-354795.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                        | Johnson Controls International PLC                                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |         851 | NS      | $54464.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | Adobe, Inc.                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |         563 | NS      | $189466.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |        6160 | NS      | $107307.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd                                 | Power Assets Holdings Ltd.                                                    | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |       15256 | NS      | $83556.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd.                                                    | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |       21283 | NS      | $513544.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario                                                           | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3930000 | PA      | $2548750.13   | 0.24%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                          | Sino Land Co. Ltd.                                                            | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |       39603 | NS      | $49519.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | Future                                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          63 | NC      | $-234427.51   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                        | Sumitomo Mitsui Trust Holdings, Inc.                                          | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |       23236 | NS      | $812303.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust                                           | CUSIP: 30167BAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       93860 | PA      | $93814.64     | 0.01%             | 2024-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software, Inc.                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         206 | NS      | $21450.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                        | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       21073 | NS      | $587737.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                      | Waste Management, Inc.                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |         511 | NS      | $80165.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                       | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       45653 | NS      | $793443.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |         253 | NS      | $28462.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                 | Elisa Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |        1645 | NS      | $87093.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                            | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1600000 | PA      | $1575304.74   | 0.15%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-380051.76   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank AS                                                                | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |        7893 | NS      | $156001.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                      | Evonik Industries AG                                                          | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |        2392 | NS      | $45922.84     | 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        |     3740000 | PA      | $2664228.60   | 0.25%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Hubbell Inc                                               | Hubbell, Inc.                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |          67 | NS      | $15723.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        6870 | NS      | $609575.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd.                                                                  | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |        3268 | NS      | $56429.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Smiths Group PLC                                          | Smiths Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |        4071 | NS      | $78672.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Corp                                                | Cigna Corp.                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         377 | NS      | $124915.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased MXN / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $29114.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                        | SITC International Holdings Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |       18083 | NS      | $40218.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                                  | Ubisoft Entertainment SA                                                      | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |        1068 | NS      | $30192.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                                  | Ceridian HCM Holding, Inc.                                                    | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |         170 | NS      | $10905.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |        2027 | NS      | $52368.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                   | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        5922 | NS      | $767909.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                      | Dassault Aviation SA                                                          | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |         282 | NS      | $47755.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      340000 | PA      | $324427.55    | 0.03%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Stockland                                                 | Stockland                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       27150 | NS      | $67100.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bonds                                            | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    34849000 | PA      | $27411674.41  | 2.58%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -31 | NC      | $221882.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp.                                                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        1154 | NS      | $167399.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESR Group Ltd                                             | ESR Group Ltd.                                                                | CUSIP: 000000000<br>LEI: 549300C81AR42BZUFZ09 | Long             | EC               | CORP              | KY        |       22585 | NS      | $47395.38     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bonds                                                       | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    11270000 | PA      | $985739.45    | 0.09%             | 2028-05-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Sempra Energy                                             | Sempra Energy                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |         391 | NS      | $60425.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased CHF / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CH        |           1 | NC      | $-1805.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive, Inc.                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |          77 | NS      | $64990.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                          | W R Berkley Corp.                                                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |         258 | NS      | $18723.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MARKETS AMERICA                                    | BP Capital Markets America, Inc.                                              | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1281222.44   | 0.12%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco, Inc.                                                       | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |        3238 | NS      | $74851.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CVS Health Corp                                           | CVS Health Corp.                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        1629 | NS      | $151806.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp.                                                              | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1040268.62   | 0.10%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle, Inc.                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |         533 | NS      | $72296.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                     | DuPont de Nemours, Inc.                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |         616 | NS      | $42276.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                             | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1755593.62   | 0.17%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2189910.15   | 0.21%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                     | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        1982 | NS      | $270423.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                                           | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |         603 | NS      | $130516.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co.                                                               | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $983852.96    | 0.09%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                       | Wharf Real Estate Investment Co. Ltd.                                         | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |       19249 | NS      | $112207.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA/France                                       | Worldline SA                                                                  | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |        2726 | NS      | $106596.20    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Illumina Inc                                              | Illumina, Inc.                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |         194 | NS      | $39226.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                             | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |        3352 | NS      | $88304.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                     | CyberArk Software Ltd.                                                        | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |         459 | NS      | $59509.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7500000 | PA      | $7132324.20   | 0.67%             | 2025-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Walt Disney Co/The                                        | Walt Disney Co.                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        2238 | NS      | $194437.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AON CORP                                                  | Aon Corp.                                                                     | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      750000 | PA      | $642006.29    | 0.06%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |       45521 | NS      | $123661.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| DNB Bank ASA                                              | DNB Bank ASA                                                                  | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |       10840 | NS      | $215155.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased CNH / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $314474.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Swap                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |    80137475 | OU      | $210771.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd                                                | Santos Ltd.                                                                   | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |       35881 | NS      | $174427.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased CHF / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-1191.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd.                                                                   | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         192 | NS      | $17719.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services, Inc.                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         174 | NS      | $24795.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BofA Securities Europe SA                                 | Swap                                                                          | CUSIP: 000000000<br>LEI: 549300FH0WJAPEHTIQ77 | N/A              | DIR              |  | US        |   142741000 | OU      | $-376638.34   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                               | Target Corp.                                                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |         575 | NS      | $85698.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Group Ltd/Australia                             | Endeavour Group Ltd.                                                          | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |       15400 | NS      | $67314.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group PLC                                           | Ocado Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | EC               | CORP              | GB        |        6632 | NS      | $49453.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7400000 | PA      | $6044296.91   | 0.57%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                               | Gartner, Inc.                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |          99 | NS      | $33277.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                               | Sun Hung Kai Properties Ltd.                                                  | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |       16055 | NS      | $219676.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |         610 | NS      | $100942.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                             | Principal Financial Group, Inc.                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |         306 | NS      | $25679.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart, Inc.                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        1846 | NS      | $261744.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                                    | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |        1514 | NS      | $164740.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |       19816 | NS      | $459366.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      675000 | PA      | $654552.70    | 0.06%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co.                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        5082 | NS      | $323266.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                              | Fortinet, Inc.                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |         824 | NS      | $40285.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                      | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1842794 | PA      | $1568351.80   | 0.15%             | 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        |       38898 | NS      | $79573.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                               | GoDaddy, Inc.                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |         192 | NS      | $14365.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                             | Robert Half International, Inc.                                               | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |         137 | NS      | $10114.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    16574844 | OU      | $-447281.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased COP / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $-136.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                            | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |        9847 | NS      | $132080.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                               | Shopify, Inc.                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       13534 | NS      | $469891.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                               | MongoDB, Inc.                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |          82 | NS      | $16140.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                      | Ares Management Corp.                                                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |         190 | NS      | $13003.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $-532.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Swap                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2136400 | OU      | $15681.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                          | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |       16019 | NS      | $1506069.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Public Storage                                            | Public Storage                                                                | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |         194 | NS      | $54356.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                                | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   112086680 | PA      | $112086680.24 | 10.57%            |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                      | Rentokil Initial PLC                                                          | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |       28260 | NS      | $173557.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG                                                               | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |         596 | NS      | $30965.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co. Ltd.                                                | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       15731 | NS      | $175540.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                   | Magna International, Inc.                                                     | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        3282 | NS      | $184364.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased CHF / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-1931.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC         | Ladder Capital Commercial Mortgage Trust                                      | CUSIP: 50184BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      690332 | PA      | $637669.35    | 0.06%             | 2036-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                | Stanley Black & Decker, Inc.                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |         184 | NS      | $13822.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                                | TransUnion                                                                    | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |         241 | NS      | $13676.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased HUF / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $16652.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    63514081 | OU      | $-722138.94   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                | Airbnb, Inc.                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |         458 | NS      | $39159.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                | PACCAR, Inc.                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |         429 | NS      | $42458.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        5095 | NS      | $561978.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                            | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |        6230 | NS      | $206202.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                               | Corning, Inc.                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |         996 | NS      | $31812.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $35689.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emera Inc                                                 | Emera, Inc.                                                                   | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |        3103 | NS      | $118596.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kingspan Group PLC                                        | Kingspan Group PLC                                                            | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |        1841 | NS      | $99677.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Air Liquide SA                                            | Air Liquide SA                                                                | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        5896 | NS      | $835625.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                         | Newell Brands, Inc.                                                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |         490 | NS      | $6409.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust                                    | SLM Private Education Loan Trust                                              | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      975917 | PA      | $1046671.32   | 0.10%             | 2041-10-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                    | Franklin Resources, Inc.                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |         368 | NS      | $9707.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                       | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1899592.76   | 0.18%             | 2024-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                                  | Etsy, Inc.                                                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |         157 | NS      | $18805.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                     | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       31095 | NS      | $3603004.70   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd                             | Concordia Financial Group Ltd.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       74895 | NS      | $313869.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec                                                            | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3930000 | PA      | $2512698.04   | 0.24%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                     | Spark New Zealand Ltd.                                                        | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |       21888 | NS      | $75042.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Plug Power Inc                                            | Plug Power, Inc.                                                              | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |         644 | NS      | $7966.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CMS Energy Corp                                           | CMS Energy Corp.                                                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |         358 | NS      | $22672.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-26692.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                                         | Bachem Holding AG                                                             | CUSIP: 000000000<br>LEI: 506700S81111XI7TG884 | Long             | EC               | CORP              | CH        |         386 | NS      | $33333.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp.                                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1240375.63   | 0.12%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                      | Petronas Capital Ltd.                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     2150000 | PA      | $2086264.33   | 0.20%             | 2025-03-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133A5AQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1405746 | PA      | $1199872.53   | 0.11%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd.                                               | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |       25092 | NS      | $165877.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                 | Host Hotels & Resorts, Inc.                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |         880 | NS      | $14124.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |         386 | NS      | $54872.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |       22260 | NS      | $252293.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd.                                                       | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |        5112 | NS      | $265642.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NGG Finance PLC                                           | NGG Finance PLC                                                               | CUSIP: 000000000<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |     1360000 | PA      | $1551605.24   | 0.15%             | 2073-06-18      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                                 | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |        1163 | NS      | $33638.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                        | Steel Dynamics, Inc.                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |         220 | NS      | $21494.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    16202230 | OU      | $-369554.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased MXN / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $13505.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                 | Kesko Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |        3188 | NS      | $70367.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                             | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        3016 | NS      | $315615.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      630000 | PA      | $479091.25    | 0.05%             | 2036-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                        | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1466159.36   | 0.14%             | 2025-07-14      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants, Inc.                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         150 | NS      | $20749.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagax AB                                                  | Sagax AB                                                                      | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |        2183 | NS      | $49476.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                    | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |         409 | NS      | $192634.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased KRW / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |           1 | NC      | $133858.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications, Inc.                                                  | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      375000 | PA      | $297678.86    | 0.03%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co.                                                          | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      650000 | PA      | $601278.69    | 0.06%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                           | American Financial Group, Inc.                                                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |          88 | NS      | $12080.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                     | McCormick & Co., Inc.                                                         | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |         310 | NS      | $25695.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies, Inc.                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        2072 | NS      | $13302.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WiseTech Global Ltd                                       | WiseTech Global Ltd.                                                          | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |        1644 | NS      | $56805.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co.                                                          | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      825000 | PA      | $751284.19    | 0.07%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                   | Activision Blizzard, Inc.                                                     | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |         969 | NS      | $74176.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology, Inc.                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1078 | NS      | $39929.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison, Inc.                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |         440 | NS      | $41936.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX Trust                                                                     | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      211152 | PA      | $186070.09    | 0.02%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-60584.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                    | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |       12173 | NS      | $219782.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                        | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1600000 | PA      | $1372651.94   | 0.13%             | 2034-10-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Lucid Group Inc                                           | Lucid Group, Inc.                                                             | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         510 | NS      | $3483.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Link REIT                                                 | Link REIT                                                                     | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |       24419 | NS      | $179260.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                               | NVIDIA Corp.                                                                  | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      450000 | PA      | $392962.91    | 0.04%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased USD / Sold NZD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $196893.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                             | Martin Marietta Materials, Inc.                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |          77 | NS      | $26023.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fieldwood Energy LLC                                      | Fieldwood Energy LLC                                                          | CUSIP: 31659HAQ4<br>LEI: 549300KTQCELOBO6BF21 | Long             | LON              | CORP              | US        |      249657 | PA      | $134814.78    | 0.01%             | 2022-04-11      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                                 | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |       11504 | NS      | $246620.20    | 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        |        3688 | NS      | $318166.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased NZD / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $24231.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuvei Corp                                                | Nuvei Corp.                                                                   | CUSIP: 67079A102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         737 | NS      | $18729.82     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Carlisle Cos Inc                                          | Carlisle Cos., Inc.                                                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |          64 | NS      | $15081.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                          | CoStar Group, Inc.                                                            | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         493 | NS      | $38099.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                                    | First Republic Bank                                                           | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        1143 | NS      | $139320.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos., Inc.                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        1438 | NS      | $114464.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                      | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       21681 | NS      | $310714.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                 | Hikma Pharmaceuticals PLC                                                     | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |        1838 | NS      | $34486.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp.                                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |         234 | NS      | $18794.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                   | Texas Pacific Land Corp.                                                      | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           8 | NS      | $18753.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       11722 | NS      | $105661.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                     | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       15436 | NS      | $245373.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp.                                                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |         487 | NS      | $49445.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                  | Lamb Weston Holdings, Inc.                                                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |         177 | NS      | $15816.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co. Pty. Ltd.                                              | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     1050000 | PA      | $1079957.22   | 0.10%             | 2025-08-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                 | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      840000 | PA      | $816138.52    | 0.08%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                              | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |        5549 | NS      | $46735.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                              | Indutrade AB                                                                  | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |        3151 | NS      | $63745.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                       | Resona Holdings, Inc.                                                         | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |      148659 | NS      | $819187.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        1602 | NS      | $494857.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| City Developments Ltd                                     | City Developments Ltd.                                                        | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |        4666 | NS      | $28670.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Markel Corp                                               | Markel Corp.                                                                  | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |          17 | NS      | $22397.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd.                                                                  | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        6276 | NS      | $458185.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems AS                                                        | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |       11951 | NS      | $347684.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                              | DoorDash, Inc.                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |         287 | NS      | $14011.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                   | DSV AS                                                                        | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |        2169 | NS      | $342360.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexico Bonos                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    28000000 | PA      | $1397104.66   | 0.13%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                      | JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.                         | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | XX        |     1000000 | PA      | $874720.00    | 0.08%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co.                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         182 | NS      | $42145.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                             | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |         679 | NS      | $134827.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                           | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |      915430 | NS      | $2036277.04   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares, Inc.                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |          36 | NS      | $27300.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       30613 | NS      | $361141.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                      | Japan Government Five Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   573000000 | PA      | $4370587.63   | 0.41%             | 2024-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia                                                  | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     3700000 | PA      | $2428303.99   | 0.23%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                           | HGI CRE CLO Ltd.                                                              | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1300000 | PA      | $1233099.40   | 0.12%             | 2036-09-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                       | TransDigm Group, Inc.                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          63 | NS      | $39667.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix, Inc.                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         552 | NS      | $162773.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG & Co KGaA                       | Fresenius Medical Care AG & Co. KGaA                                          | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |        2354 | NS      | $77031.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems, Inc.                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |         337 | NS      | $54135.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                               | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       17335 | NS      | $2350973.08   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                         | Kimco Realty Corp.                                                            | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |         770 | NS      | $16308.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                            | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |       37738 | NS      | $116746.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased NZD / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |           1 | NC      | $-301.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                      | Juniper Networks, Inc.                                                        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |         399 | NS      | $12752.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical, Inc.                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |         442 | NS      | $117284.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-26391.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chr Hansen Holding A/S                                    | Chr Hansen Holding AS                                                         | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |        1242 | NS      | $89340.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold TWD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $71550.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                      | Thomson Reuters Corp.                                                         | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        1914 | NS      | $218343.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo Car AB                                              | Volvo Car AB                                                                  | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | EC               | CORP              | SE        |        6875 | NS      | $31216.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        1032 | NS      | $43779.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newcrest Mining Ltd                                       | Newcrest Mining Ltd.                                                          | CUSIP: 000000000<br>LEI: 5299006MN50OZJUJI655 | Long             | EC               | CORP              | AU        |       10087 | NS      | $141750.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                 | Bank of Ireland Group PLC                                                     | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |       12354 | NS      | $117696.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold AUD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-11589.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co.                                                          | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $3165674.08   | 0.30%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                       | BlueScope Steel Ltd.                                                          | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |        5334 | NS      | $61157.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                       | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |        1677 | NS      | $402088.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                    | Fresenius SE & Co. KGaA                                                       | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |        4791 | NS      | $134623.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                                       | Bentley Systems, Inc.                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |         240 | NS      | $8870.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Xylem Inc/NY                                              | Xylem, Inc.                                                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |         223 | NS      | $24657.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                | Ecolab, Inc.                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |         316 | NS      | $45996.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                            | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      825000 | PA      | $778020.24    | 0.07%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                            | Mastercard, Inc.                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        1064 | NS      | $369984.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup, Inc.                                                               | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1128516.95   | 0.11%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp.                                                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      175000 | PA      | $145366.35    | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                 | Arkema SA                                                                     | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |         677 | NS      | $60787.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          58 | NC      | $-49312.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SEEK Ltd                                                  | SEEK Ltd.                                                                     | CUSIP: 000000000<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |        3804 | NS      | $54259.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Republic Services Inc                                     | Republic Services, Inc.                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |         273 | NS      | $35214.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T, Inc.                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        8759 | NS      | $161253.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                             | Schroders PLC                                                                 | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |        8316 | NS      | $43833.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                | Salmar ASA                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |         750 | NS      | $29458.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                              | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |        2325 | NS      | $457316.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                     | Southwest Airlines Co.                                                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |         183 | NS      | $6161.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                          | Booz Allen Hamilton Holding Corp.                                             | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |         163 | NS      | $17036.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                              | Broadcom, Inc.                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         507 | NS      | $283478.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                 | Amgen, Inc.                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |         665 | NS      | $174655.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp.                                                         | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |       39494 | NS      | $627869.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $2958281.25   | 0.28%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       56374 | NS      | $1867106.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T, Inc.                                                                    | CUSIP: 00206RHG0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1514391.44   | 0.14%             | 2026-09-05      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                           | Antofagasta PLC                                                               | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |        4373 | NS      | $81706.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |       67187 | NS      | $707048.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                       | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |       12013 | NS      | $248635.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                                | SolarEdge Technologies, Inc.                                                  | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |          68 | NS      | $19262.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese U.S. Holdings LLC                                                    | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1531023.46   | 0.14%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                     | JD Sports Fashion PLC                                                         | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |       29257 | NS      | $44619.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp.                                                                   | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |          53 | NS      | $8142.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                   | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |        3749 | NS      | $334613.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased SEK / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SE        |           1 | NC      | $-10198.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                                                 | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |        3301 | NS      | $95251.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                                   | Shaw Communications, Inc.                                                     | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |        5490 | NS      | $158172.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                                  | Snap, Inc.                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |        1364 | NS      | $12207.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                                 | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |        2109 | NS      | $262827.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group Inc                              | Shizuoka Financial Group, Inc.                                                | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |       30707 | NS      | $246844.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                 | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $385527.52    | 0.04%             | 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        |          81 | NS      | $17165.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp.                                                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |         374 | NS      | $17035.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                 | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |       24943 | NS      | $354151.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                     | Indonesia Government International Bonds                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      780000 | PA      | $795983.46    | 0.08%             | 2025-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                 | Tesla, Inc.                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        3484 | NS      | $429159.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                                                 | Alcon, Inc.                                                                   | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        5761 | NS      | $393640.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       10012 | NS      | $436623.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novozymes A/S                                             | Novozymes AS                                                                  | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |        2409 | NS      | $122031.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                             | GPT Group                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       21662 | NS      | $61944.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                        | Finland Government Bonds                                                      | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      900000 | PA      | $784583.17    | 0.07%             | 2034-04-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                   | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |         289 | NS      | $158338.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                          | Campbell Soup Co.                                                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |         264 | NS      | $14982.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                           | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       36414 | NS      | $726497.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                     | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |       31367 | NS      | $167914.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris Inc                                              | Entegris, Inc.                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |         185 | NS      | $12134.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                  | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      214908 | NS      | $2619788.44   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp.                                                         | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1250000 | PA      | $930572.93    | 0.09%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                           | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2520000 | PA      | $1838123.43   | 0.17%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot, Inc.                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        1276 | NS      | $403037.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                       | Alliant Energy Corp.                                                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |         310 | NS      | $17115.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clariant AG                                               | Clariant AG                                                                   | CUSIP: 000000000<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |        2477 | NS      | $39245.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                         | Taylor Wimpey PLC                                                             | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |       39862 | NS      | $48986.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                          | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         265 | NS      | $47804.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust                          | CUSIP: 46593EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1255985.64   | 0.12%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp.                                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |        5134 | NS      | $135691.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO CITY DEVELOPMENT CO                                   | Bio City Development Co. B.V                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2400000 | PA      | $231120.00    | 0.02%             | 2021-07-06      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                       | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |        7681 | NS      | $197330.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                  | Knight-Swift Transportation Holdings, Inc.                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         193 | NS      | $10115.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     4913929 | OU      | $288507.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities Europe SA                                 | Swap                                                                          | CUSIP: 000000000<br>LEI: 549300FH0WJAPEHTIQ77 | N/A              | DIR              |  | US        |   472816119 | OU      | $-92383.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $595365.78    | 0.06%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                                     | Carl Zeiss Meditec AG                                                         | CUSIP: 000000000<br>LEI: 529900GRL4MZ8NMOOK95 | Long             | EC               | CORP              | DE        |         455 | NS      | $57423.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                  | Wilmar International Ltd.                                                     | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |       22000 | NS      | $68493.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                         | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |       10701 | NS      | $66703.05     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                         | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |         126 | NS      | $14096.88     | 0.00%             |  |  |  | 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        |        6751 | NS      | $96868.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                 | Unibail-Rodamco-Westfield                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | EC               |  | FR        |        1379 | NS      | $71785.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                            | SS&C Technologies Holdings, Inc.                                              | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |         281 | NS      | $14628.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co., Inc.                                            | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1623780.12   | 0.15%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                      | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | EC               | CORP              | FR        |        6137 | NS      | $78832.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                 | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       12590 | NS      | $882495.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                       | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |         654 | NS      | $93214.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                                          | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |        4831 | NS      | $65210.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                    | CapitaLand Integrated Commercial Trust                                        | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |       61185 | NS      | $93189.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                   | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |        2609 | NS      | $78310.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $5769.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust              | American Credit Acceptance Receivables Trust                                  | CUSIP: 02529WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      369443 | PA      | $367760.26    | 0.03%             | 2026-04-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                | Evergy, Inc.                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |         283 | NS      | $17809.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands, Inc.                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |         594 | NS      | $22987.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                           | Descartes Systems Group, Inc.                                                 | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |         954 | NS      | $66505.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Iron Mountain Inc                                         | Iron Mountain, Inc.                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |         361 | NS      | $17995.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |       10131 | NS      | $610232.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinnevik AB                                               | Kinnevik AB                                                                   | CUSIP: 000000000<br>LEI: 2138006PZH76JOS6MN27 | Long             | EC               | CORP              | SE        |        2781 | NS      | $38164.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                              | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       23366 | NS      | $323281.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                            | Fortune Brands Innovations, Inc.                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |         159 | NS      | $9080.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $1633853.05   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp.                                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        1829 | NS      | $29739.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                 | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       11906 | NS      | $342069.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T, Inc.                                                                    | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1337028.21   | 0.13%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional                                              | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   189567000 | PA      | $33001586.99  | 3.11%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BCE Inc                                                   | BCE, Inc.                                                                     | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |         824 | NS      | $36203.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Verbund AG                                                | Verbund AG                                                                    | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |         829 | NS      | $69794.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                      | Ooredoo International Finance Ltd.                                            | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |      610000 | PA      | $523599.60    | 0.05%             | 2031-04-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                            | BorgWarner, Inc.                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |         294 | NS      | $11833.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                                      | Jacobs Solutions, Inc.                                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         157 | NS      | $18850.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased DKK / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | DK        |           1 | NC      | $9535.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                                     | East West Bancorp, Inc.                                                       | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         734 | NS      | $48370.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks, Inc.                                                         | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |         303 | NS      | $36769.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        2170 | NS      | $238244.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $604249.32    | 0.06%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                    | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        3028 | NS      | $242515.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |         309 | NS      | $53518.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                             | Clarivate PLC                                                                 | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |         373 | NS      | $3110.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Jardine Cycle & Carriage Ltd                              | Jardine Cycle & Carriage Ltd.                                                 | CUSIP: 000000000<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |        1100 | NS      | $23488.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |         594 | NS      | $19518.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co.                                                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |        4996 | NS      | $58103.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUINTIS AUS PTY LTD                                       | Quintis Australia Pty. Ltd.                                                   | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     3336317 | PA      | $1151363.00   | 0.11%             | 2028-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| New World Development Co Ltd                              | New World Development Co. Ltd.                                                | CUSIP: 000000000<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |       17332 | NS      | $48851.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                        | Future                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          98 | NC      | $54949.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd                                     | Mineral Resources Ltd.                                                        | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |        1907 | NS      | $100235.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognex Corp                                               | Cognex Corp.                                                                  | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |         214 | NS      | $10081.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                                    | Paylocity Holding Corp.                                                       | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |          51 | NS      | $9907.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bonds                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3490000 | PA      | $3089025.47   | 0.29%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Apollo Global Management Inc                              | Apollo Global Management, Inc.                                                | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         492 | NS      | $31384.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                           | Match Group, Inc.                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |         349 | NS      | $14480.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp.                                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |         133 | NS      | $37281.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                           | J Sainsbury PLC                                                               | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |       19552 | NS      | $51458.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $8479658.50   | 0.80%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                    | Galaxy Pipeline Assets Bidco Ltd.                                             | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1575000 | PA      | $1267566.33   | 0.12%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bechtle AG                                                | Bechtle AG                                                                    | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |         929 | NS      | $32876.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |       58690 | NS      | $555118.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Co APAC Ltd                             | Budweiser Brewing Co. APAC Ltd.                                               | CUSIP: 000000000<br>LEI: 549300YF1MR4GTF18132 | Long             | EC               | CORP              | KY        |       18933 | NS      | $59548.80     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                       | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |       10462 | NS      | $519523.59    | 0.05%             |  |  |  | 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        |     1247515 | PA      | $1378253.12   | 0.13%             | 2044-04-17      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      251157 | NS      | $987220.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                        | Domino's Pizza, Inc.                                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |          45 | NS      | $15588.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                             | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |        1762 | NS      | $42720.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp.                                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         157 | NS      | $45687.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                              | Mirvac Group                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       45024 | NS      | $65294.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Goldman Sachs International                               | Purchased SEK / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $-101489.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                                                | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |         848 | NS      | $415539.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global PLC                                        | Liberty Global PLC                                                            | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |         204 | NS      | $3861.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    16561453 | OU      | $548779.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombia TES                                                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1816200000 | PA      | $281359.75    | 0.03%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13000000 | PA      | $11424332.40  | 1.08%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                  | CSX Corp.                                                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        2698 | NS      | $83584.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                | United Utilities Group PLC                                                    | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |        7676 | NS      | $92000.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAE Inc                                                   | CAE, Inc.                                                                     | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        3744 | NS      | $72419.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bonds                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    90180000 | PA      | $162039.80    | 0.02%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold BRL                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-3368.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                           | Brookfield Asset Management Ltd.                                              | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        3955 | NS      | $113246.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinder Morgan Inc                                         | Kinder Morgan, Inc.                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        2520 | NS      | $45561.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                          | Wynn Resorts Ltd.                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |         133 | NS      | $10968.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid Electricity Distribution West Midlands PLC                      | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $914770.23    | 0.09%             | 2032-04-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold NOK                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1163.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -61 | NC      | $114520.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                 | Cincinnati Financial Corp.                                                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         185 | NS      | $18942.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         422 | NS      | $144906.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                              | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |        2145 | NS      | $51163.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                     | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |        1970 | NS      | $121568.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       17839 | NS      | $189932.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                   | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       33411 | NS      | $555069.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                               | Rollins, Inc.                                                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |         273 | NS      | $9975.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |   149608208 | OU      | $2440135.64   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                   | Essential Utilities, Inc.                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |         307 | NS      | $14653.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                      | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |         420 | NS      | $45183.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan, Inc.                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        1748 | NS      | $66424.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow, Inc.                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |         249 | NS      | $96679.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                    | CenterPoint Energy, Inc.                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |         779 | NS      | $23362.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-14301.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp                                                | Sysco Corp.                                                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |         624 | NS      | $47704.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                 | AvalonBay Communities, Inc.                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |         175 | NS      | $28266.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd.                                                                      | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |        5484 | NS      | $1074433.15   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                       | Affirm Holdings, Inc.                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         243 | NS      | $2349.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd.                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       12931 | NS      | $718081.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS AG                                                    | Purchased MXN / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $854.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd.                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |       36740 | NS      | $751933.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear, Inc.                                                       | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |        2064 | NS      | $56523.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bonds                                           | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     4400000 | PA      | $783742.00    | 0.07%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co.                                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $929646.48    | 0.09%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                              | FactSet Research Systems, Inc.                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |          48 | NS      | $19258.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group, Inc.                                         | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       89823 | NS      | $3624676.99   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      400000 | PA      | $272706.00    | 0.03%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd.                                                      | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |       16850 | NS      | $154073.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |         749 | NS      | $50819.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |        4954 | NS      | $282687.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                         | Erie Indemnity Co.                                                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |          31 | NS      | $7710.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd.                                                        | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |        2424 | NS      | $141195.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-30113.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co.                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |         304 | NS      | $72148.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                    | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |        3102 | NS      | $116308.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased CHF / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $-285.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                | Dexcom, Inc.                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |         480 | NS      | $54355.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                   | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |         105 | NS      | $321705.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                 | Mondi PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |        5496 | NS      | $93652.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFRA Trust                                                | MFA Trust                                                                     | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1009158 | PA      | $963159.25    | 0.09%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                     | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |        9561 | NS      | $659617.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9300000 | PA      | $5865175.76   | 0.55%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased PEN / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |           1 | NC      | $24685.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd.                                                                 | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |       95759 | NS      | $55697.73     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| International Paper Co                                    | International Paper Co.                                                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |         427 | NS      | $14787.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    48000000 | PA      | $6829158.45   | 0.64%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                 | PRMI Securitization Trust                                                     | CUSIP: 69359DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1744544 | PA      | $1405040.25   | 0.13%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      112929 | NS      | $1604382.94   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                          | HF Sinclair Corp.                                                             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $10378.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                              | NiSource, Inc.                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |         500 | NS      | $13710.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                                       | U.K. Gilts                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5090000 | PA      | $4807157.95   | 0.45%             | 2030-10-22      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp.                                                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |         669 | NS      | $28057.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co.                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        1325 | NS      | $111021.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                                 | Brookfield Renewable Corp.                                                    | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        1472 | NS      | $40518.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| APA Corp                                                  | APA Corp.                                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |         406 | NS      | $18952.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                  | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |        1127 | NS      | $149773.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                              | DiaSorin SpA                                                                  | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |         287 | NS      | $40061.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | Purchased CHF / Sold USD                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |           1 | NC      | $192075.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                           | Bayview Opportunity Master Fund VIa Trust                                     | CUSIP: 07336FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1799724 | PA      | $1502178.82   | 0.14%             | 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        |        7264 | NS      | $33776.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         357 | NS      | $153067.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                             | Hydro One Ltd.                                                                | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        3807 | NS      | $101979.24    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Swiss Re AG                                               | Swiss Re AG                                                                   | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |        3413 | NS      | $319208.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                     | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        1709 | NS      | $817488.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices, Inc.                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         638 | NS      | $104651.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                     | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |        7289 | NS      | $384117.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health PLC                                            | NMC Health PLC                                                                | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | GB        |       77617 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         305 | NS      | $118219.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Charles Schwab Corp/The                                   | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        1769 | NS      | $147286.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                               | MetLife, Inc.                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |         829 | NS      | $59994.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                         | EDP Renovaveis SA                                                             | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |        2858 | NS      | $62961.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works, Inc.                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |         382 | NS      | $84154.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec                                                            | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2540000 | PA      | $2097739.66   | 0.20%             | 2030-10-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $82983.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd                                                 | Orica Ltd.                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        5102 | NS      | $52313.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                 | MGM Resorts International                                                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |         388 | NS      | $13009.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                 | Aflac, Inc.                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |         729 | NS      | $52444.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                                                 | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       58924 | NS      | $213509.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                        | Burberry Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |        4405 | NS      | $108106.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |         430 | NS      | $36051.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5, Inc.                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |          74 | NS      | $10619.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp.                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |         953 | NS      | $98149.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -142 | NC      | $-29925.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        4576 | NS      | $984083.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                             | Snowflake, Inc.                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |         270 | NS      | $38755.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                        | AerCap Holdings NV                                                            | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |        1555 | NS      | $90687.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                             | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      228000 | PA      | $224564.28    | 0.02%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms, Inc.                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        2783 | NS      | $334906.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | Pfizer, Inc.                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |        6981 | NS      | $357706.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                              | VeriSign, Inc.                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         118 | NS      | $24241.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                       | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |       25539 | NS      | $255174.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores, Inc.                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |         432 | NS      | $50142.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                    | Liberty Media Corp.-Liberty Formula One                                       | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         242 | NS      | $14466.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                           | Bio-Techne Corp.                                                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |         194 | NS      | $16078.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                   | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |         871 | NS      | $109366.00    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica, Inc.                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         147 | NS      | $47095.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                  | Jazz Pharmaceuticals PLC                                                      | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |          78 | NS      | $12426.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                               | Ameren Corp.                                                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |         320 | NS      | $28454.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp.                                                         | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2233300.21   | 0.21%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| First Solar Inc                                           | First Solar, Inc.                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         118 | NS      | $17675.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections, Inc.                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |         319 | NS      | $42286.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       38000 | NS      | $707067.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                        | Nibe Industrier AB                                                            | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |       17505 | NS      | $162890.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bonds                                                  | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      660000 | PA      | $713420.33    | 0.07%             | 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        |        1421 | NS      | $164863.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Mediobanca Banca di Credito Finanziario SpA               | Mediobanca Banca di Credito Finanziario SpA                                   | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |       33628 | NS      | $323397.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                         | Purchased USD / Sold AUD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-484271.42   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications, Inc.                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        5202 | NS      | $204958.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd.                                                                | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       56625 | NS      | $1759179.73   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                | Assicurazioni Generali SpA                                                    | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |       12433 | NS      | $221127.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                                                  | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |        4038 | NS      | $76936.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                     | Molina Healthcare, Inc.                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |          72 | NS      | $23775.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BofA Securities Europe SA                                 | Swap                                                                          | CUSIP: 000000000<br>LEI: 549300FH0WJAPEHTIQ77 | N/A              | DIR              |  | US        |     4394000 | OU      | $-56574.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd.                                    | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     2025000 | PA      | $1491200.30   | 0.14%             | 2035-11-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        1972 | NS      | $161191.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                        | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |        1484 | NS      | $116853.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Inc                                                | CarMax, Inc.                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $12178.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                        | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       27928 | NS      | $210144.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                     | Bath & Body Works, Inc.                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |         283 | NS      | $11925.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                  | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |       10379 | NS      | $352966.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                | Raytheon Technologies Corp.                                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        1811 | NS      | $182766.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                             | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $208807.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp.                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |         763 | NS      | $56927.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   488000000 | PA      | $3525580.62   | 0.33%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp.                                                                 | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2093386.38   | 0.20%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                     | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               |  | FR        |         529 | NS      | $53880.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                                     | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |        3649 | NS      | $89136.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| George Weston Ltd                                         | George Weston Ltd.                                                            | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |         814 | NS      | $100992.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Husqvarna AB                                              | Husqvarna AB                                                                  | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |        4848 | NS      | $33971.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd.                                               | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         259 | NS      | $153424.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                                        | Liberty Global PLC                                                            | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |         349 | NS      | $6781.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                        | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |        3475 | NS      | $73463.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KKR & Co Inc                                              | KKR & Co., Inc.                                                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |         692 | NS      | $32122.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                            | Globe Life, Inc.                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |         115 | NS      | $13863.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                       | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       27621 | NS      | $392825.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-Chemie Holding AG                                                         | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |          80 | NS      | $54161.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                       | Avery Dennison Corp.                                                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         100 | NS      | $18100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                         | Brown & Brown, Inc.                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |         295 | NS      | $16806.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                    | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |         942 | NS      | $92688.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co.                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |         689 | NS      | $131247.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                           | D'ieteren Group                                                               | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |         289 | NS      | $55437.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased MXN / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $-2083.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications, Inc.                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      875000 | PA      | $660773.15    | 0.06%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk, Inc.                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |         269 | NS      | $50268.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                  | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |        2878 | NS      | $106778.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                     | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |        2218 | NS      | $201563.80    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings, Inc.                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         249 | NS      | $26217.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |         259 | NS      | $77736.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                                    | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |         476 | NS      | $49893.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5700000 | PA      | $5787281.25   | 0.55%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                  | Fox Corp.                                                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |         179 | NS      | $5092.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                     | Mexico Government International Bonds                                         | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1400000 | PA      | $1332830.28   | 0.13%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                            | Blackstone, Inc.                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |         868 | NS      | $64396.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital, Inc.                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |         750 | NS      | $16072.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd                                         | Ivanhoe Mines Ltd.                                                            | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |        7759 | NS      | $61315.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexi SpA                                                  | Nexi SpA                                                                      | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |        6701 | NS      | $52836.93     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                      | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |        2290 | NS      | $43474.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                    | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |        1426 | NS      | $305597.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp.                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |         327 | NS      | $44341.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         611 | NC      | $-1031537.36  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1436834.67   | 0.14%             | 2027-01-19      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: —       |
| Moncler SpA                                               | Moncler SpA                                                                   | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |        2313 | NS      | $122559.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA                                     | Red Electrica Corp. SA                                                        | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |        4629 | NS      | $80570.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                         | Computershare Ltd.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        6165 | NS      | $109972.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2970000 | PA      | $2578772.88   | 0.24%             | 2031-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dover Corp                                                | Dover Corp.                                                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |         176 | NS      | $23832.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health, Inc.                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |         334 | NS      | $25674.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                    | AmerisourceBergen Corp.                                                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |         191 | NS      | $31650.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                       | TE Connectivity Ltd.                                                          | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |         398 | NS      | $45690.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                              | Wheaton Precious Metals Corp.                                                 | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |        5029 | NS      | $196480.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HeidelbergCement AG                                       | HeidelbergCement AG                                                           | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |        1645 | NS      | $93820.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                               | Euronext NV                                                                   | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |         969 | NS      | $71737.29     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing, Inc.                                                       | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1439248.39   | 0.14%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                      | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       11085 | NS      | $573421.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| abrdn plc                                                 | abrdn PLC                                                                     | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |       24113 | NS      | $55169.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Kinross Gold Corp                                         | Kinross Gold Corp.                                                            | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |       14646 | NS      | $59708.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Advance Auto Parts Inc                                    | Advance Auto Parts, Inc.                                                      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |          75 | NS      | $11027.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        -158 | NC      | $122048.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                                | LPL Financial Holdings, Inc.                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |          98 | NS      | $21184.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp.                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        1043 | NS      | $43023.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                      | Cleveland-Cliffs, Inc.                                                        | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |         638 | NS      | $10278.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Intact Financial Corp                                     | Intact Financial Corp.                                                        | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        1979 | NS      | $284879.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies, Inc.                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         131 | NS      | $56603.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp.                                                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |         777 | NS      | $47793.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                                                  | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |         321 | NS      | $26652.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial, Inc.                                                      | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |        6783 | NS      | $314853.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                      | Hermes International                                                          | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |         358 | NS      | $553754.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                    | Sanofi                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       12919 | NS      | $1242409.67   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                    | Skyworks Solutions, Inc.                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |         202 | NS      | $18408.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                          | Altria Group, Inc.                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        2234 | NS      | $102116.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                       | VICI Properties, Inc.                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |        1194 | NS      | $38685.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Gamesa Renewable Energy SA                        | Siemens Gamesa Renewable Energy SA                                            | CUSIP: 000000000<br>LEI: 9598004BR8D81D3M1D64 | Long             | EC               | CORP              | ES        |        2721 | NS      | $52574.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp                                                  | LKQ Corp.                                                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |         322 | NS      | $17198.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                  | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |        1848 | NS      | $308498.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks, Inc.                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |         374 | NS      | $52187.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                              | ROCKWOOL AS                                                                   | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |         103 | NS      | $24212.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                 | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |       12276 | NS      | $47517.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| G4S Ltd                                                   | G4S Ltd.                                                                      | CUSIP: 000000000<br>LEI: 549300L3KWKK8X35QR12 | Long             | EC               | CORP              | GB        |       27853 | NS      | $82498.57     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                   | Korea Electric Power Corp.                                                    | CUSIP: 500631AU0<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |     2650000 | PA      | $2402469.09   | 0.23%             | 2025-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased IDR / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |           1 | NC      | $2198.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp.                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        1431 | NS      | $141955.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                          | ASR Nederland NV                                                              | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |     1350000 | PA      | $1430655.75   | 0.13%             | 2024-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                        | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |        7318 | NS      | $325797.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-36855.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUINTIS AUS PTY LTD                                       | Quintis Australia Pty. Ltd.                                                   | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      237012 | PA      | $202408.25    | 0.02%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Cameco Corp                                               | Cameco Corp.                                                                  | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        4959 | NS      | $112401.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Emerson Electric Co                                       | Emerson Electric Co.                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |         727 | NS      | $69835.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                            | JB Hunt Transport Services, Inc.                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         105 | NS      | $18307.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                      | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |        6059 | NS      | $605065.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities Europe SA                                 | Swap                                                                          | CUSIP: 000000000<br>LEI: 549300FH0WJAPEHTIQ77 | N/A              | DIR              |  | US        |   142741000 | OU      | $-380298.59   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group, Inc.                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        2968 | NS      | $116850.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      179705 | NS      | $344391.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group, Inc.                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |         406 | NS      | $47696.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4535000 | PA      | $4750728.61   | 0.45%             | 2024-07-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BofA Securities Europe SA                                 | Swap                                                                          | CUSIP: 000000000<br>LEI: 549300FH0WJAPEHTIQ77 | N/A              | DIR              |  | US        |     4042000 | OU      | $-76097.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp                                            | TC Energy Corp.                                                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       11816 | NS      | $471069.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Smurfit Kappa Group PLC                                   | Smurfit Kappa Group PLC                                                       | CUSIP: 000000000<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |        2965 | NS      | $109689.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp                                            | Open Text Corp.                                                               | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |        3121 | NS      | $92477.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP Paribas SA                                            | Purchased CZK / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $1148.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                 | Sampo Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |        5576 | NS      | $291398.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands, Inc.                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |         353 | NS      | $45212.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Developments PLC                                  | Barratt Developments PLC                                                      | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |       11480 | NS      | $55070.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -356 | NC      | $416847.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp.                                                                   | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |        5371 | NS      | $103651.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS AG                                                    | Purchased HUF / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $5181.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                                  | Akelius Residential Property Financing BV                                     | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $825856.44    | 0.08%             | 2029-01-11      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Zoom Video Communications Inc                             | Zoom Video Communications, Inc.                                               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |         281 | NS      | $19034.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     8164608 | OU      | $210722.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk AS                                                         | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          57 | NS      | $128165.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                             | Live Nation Entertainment, Inc.                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |         213 | NS      | $14854.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                   | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |        5677 | NS      | $105462.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bonds                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1030000 | PA      | $778058.85    | 0.07%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Wolfspeed Inc                                             | Wolfspeed, Inc.                                                               | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |         152 | NS      | $10494.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Datadog Inc                                               | Datadog, Inc.                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |         305 | NS      | $22417.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                              | DocuSign, Inc.                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |         247 | NS      | $13688.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                          | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         460 | NS      | $86512.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       34556 | NS      | $556659.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Infrastrutture Wireless Italiane SpA                      | Infrastrutture Wireless Italiane SpA                                          | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |        3799 | NS      | $38283.33     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                               | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |       15459 | NS      | $115696.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                 | CK Hutchison Holdings Ltd.                                                    | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |       30304 | NS      | $181891.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | U.K. Gilts                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5500000 | PA      | $4963048.44   | 0.47%             | 2033-07-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-13799.57    | -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        |     3370000 | PA      | $3166852.08   | 0.30%             | 2026-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup, Inc.                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         288 | NS      | $13112.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Tower Mortgage Trust                              | Olympic Tower Mortgage Trust                                                  | CUSIP: 68162MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1216765.34   | 0.11%             | 2039-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold NZD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $20.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd/The                                        | Chiba Bank Ltd.                                                               | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |       36468 | NS      | $267313.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                                      | Aurizon Holdings Ltd.                                                         | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |       21213 | NS      | $53871.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd.                                                                     | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |         717 | NS      | $137935.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                    | International Flavors & Fragrances, Inc.                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |         314 | NS      | $32919.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                             | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $833520.48    | 0.08%             | 2027-04-26      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: —       |
| Klepierre SA                                              | Klepierre SA                                                                  | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |        2472 | NS      | $56971.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                       | Laboratory Corp. of America Holdings                                          | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |         112 | NS      | $26373.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Infrastructure Holdings Ltd                            | CK Infrastructure Holdings Ltd.                                               | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |        7125 | NS      | $37288.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     8184388 | OU      | $-165301.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                     | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        7527 | NS      | $136945.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp.                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |         948 | NS      | $43152.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Metals Group Ltd                                | Fortescue Metals Group Ltd.                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |       18967 | NS      | $264859.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                                   | PTC, Inc.                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |         138 | NS      | $16565.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd                    | Singapore Technologies Engineering Ltd.                                       | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |       17900 | NS      | $44770.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                                             | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |        1229 | NS      | $9905.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ulta Beauty Inc                                           | Ulta Beauty, Inc.                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |          63 | NS      | $29551.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                               | Westrock Co.                                                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |         316 | NS      | $11110.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                              | Pioneer Natural Resources Co.                                                 | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |         280 | NS      | $63949.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                        | Ingersoll Rand, Inc.                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |         493 | NS      | $25759.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar, Inc.                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         648 | NS      | $155234.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      958056 | NS      | $2874105.44   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne & Nagel International AG                                               | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |         616 | NS      | $143365.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstService Corp                                         | FirstService Corp.                                                            | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |         455 | NS      | $55719.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hexagon AB                                                | Hexagon AB                                                                    | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |       22334 | NS      | $233295.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                        | Baloise Holding AG                                                            | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |         518 | NS      | $79942.25     | 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        |       38860 | NS      | $353378.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings, Inc.                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |         244 | NS      | $20788.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1600000 | PA      | $1703384.87   | 0.16%             | 2023-04-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Henderson Land Development Co Ltd                         | Henderson Land Development Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |       16782 | NS      | $58588.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                               | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2070000 | PA      | $1858440.93   | 0.18%             | 2032-09-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| United Internet AG                                        | United Internet AG                                                            | CUSIP: 000000000<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |        1092 | NS      | $22081.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                              | Monolithic Power Systems, Inc.                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |          55 | NS      | $19448.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                    | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |        1465 | NS      | $283688.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM, Inc.                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        1396 | NS      | $153476.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                   | CGI, Inc.                                                                     | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        2492 | NS      | $214801.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     5199799 | OU      | $-51620.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                       | RioCan Real Estate Investment Trust                                           | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               |  | CA        |        1689 | NS      | $26357.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                    | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       25462 | NS      | $1123553.49   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                      | Abu Dhabi Government International Bonds                                      | CUSIP: 29135LAH3<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      378000 | PA      | $350501.26    | 0.03%             | 2030-04-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                    | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        8672 | NS      | $1203440.08   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                               | Textron, Inc.                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |         260 | NS      | $18408.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences, Inc.                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |         117 | NS      | $13974.48     | 0.00%             |  |  |  | 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        |        7684 | NS      | $213735.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                   | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |        3202 | NS      | $130796.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7700000 | PA      | $6275147.03   | 0.59%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                         | Swire Pacific Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |        5715 | NS      | $50300.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                                  | UGI Corp.                                                                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |         261 | NS      | $9675.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial, Inc.                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |         383 | NS      | $9364.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp.                                                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |         170 | NS      | $71451.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                             | CUSIP: 29379VAZ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      954000 | PA      | $951223.70    | 0.09%             | 2023-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |       13488 | NS      | $309154.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone, Inc.                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          24 | NS      | $59188.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7760000 | PA      | $6692393.79   | 0.63%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                           | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |        3301 | NS      | $597877.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp.                                                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |         535 | NS      | $33367.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glenbeigh 2 Issuer                                        | Glenbeigh 2 Issuer DAC                                                        | CUSIP: 000000000<br>LEI: 635400QOHVVJFAMENU19 | Long             | ABS-MBS          | CORP              | IE        |     1258689 | PA      | $1306857.42   | 0.12%             | 2050-06-24      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                    | Webster Financial Corp.                                                       | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |         216 | NS      | $10225.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd                                     | Genting Singapore Ltd.                                                        | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |       68732 | NS      | $49006.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                    | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |       56711 | NS      | $224433.68    | 0.02%             |  |  |  | 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        |        1570 | NS      | $510904.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp ACCIONA Energias Renovables SA                       | Corp. ACCIONA Energias Renovables SA                                          | CUSIP: 000000000<br>LEI: 254900UPX0OEHTKB9Y44 | Long             | EC               | CORP              | ES        |         757 | NS      | $29285.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial, Inc.                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         133 | NS      | $41412.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         283 | NS      | $67908.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                               | Masimo Corp.                                                                  | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |          60 | NS      | $8877.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $83972.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities Europe SA                                 | Swap                                                                          | CUSIP: 000000000<br>LEI: 549300FH0WJAPEHTIQ77 | N/A              | DIR              |  | US        |     4393000 | OU      | $-57550.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                         | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $67194.26     | 0.01%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd.                                                             | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |        2633 | NS      | $128246.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Deutsche Post AG                                          | Deutsche Post AG                                                              | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       11210 | NS      | $422150.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                  | Bio-Rad Laboratories, Inc.                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |          28 | NS      | $11773.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                          | CUSIP: 69370RAC1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     1250000 | PA      | $1246984.40   | 0.12%             | 2048-11-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp.                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |         520 | NS      | $40721.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                          | Transurban Group                                                              | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |       34960 | NS      | $308956.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                  | KLA Corp.                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         174 | NS      | $65603.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                              | Glencore PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |      108075 | NS      | $721750.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Inc                                               | Avantor, Inc.                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         833 | NS      | $17567.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                | Copart, Inc.                                                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |         531 | NS      | $32332.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                              | AES Corp.                                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |         819 | NS      | $23554.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                        | Unity Software, Inc.                                                          | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |         309 | NS      | $8834.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp.                                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         182 | NS      | $99301.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                               | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       33274 | NS      | $194194.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC/CDW Finance Corp.                                                     | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $244149.95    | 0.02%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                 | Hartford Financial Services Group, Inc.                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |         393 | NS      | $29801.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                    | Diamondback Energy, Inc.                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |         208 | NS      | $28450.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                 | Apple, Inc.                                                                   | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      325000 | PA      | $276172.75    | 0.03%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                   | NVR, Inc.                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |           4 | NS      | $18450.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts, Inc.                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |         344 | NS      | $42029.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp.                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         176 | NS      | $66021.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $1007987.82   | 0.10%             | 2029-10-03      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |       18292 | NS      | $210268.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                         | U-Haul Holding Co.                                                            | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         105 | NS      | $5772.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp.                                                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        6084 | NS      | $131171.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics, Inc.                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         195 | NS      | $34401.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         157 | NS      | $80413.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Onex Corp                                                 | Onex Corp.                                                                    | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |         829 | NS      | $39974.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                                               | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |         819 | NS      | $44746.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                              | SIG Group AG                                                                  | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |        3578 | NS      | $78165.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies, Inc.                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |         222 | NS      | $37977.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co.                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |         835 | NS      | $37224.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                   | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $994149.14    | 0.09%             | 2034-03-30      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                         | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1625835.38   | 0.15%             | 2025-12-05      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Xinyi Glass Holdings Ltd                                  | Xinyi Glass Holdings Ltd.                                                     | CUSIP: 000000000<br>LEI: 52990082YXVVZFK1QJ17 | Long             | EC               | CORP              | KY        |       21270 | NS      | $39621.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-23431.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                             | Pinterest, Inc.                                                               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         716 | NS      | $17384.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    20474417 | OU      | $518501.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                 | Solvay SA                                                                     | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |         865 | NS      | $87464.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                               | ROBLOX Corp.                                                                  | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         430 | NS      | $12237.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                     | RPM International, Inc.                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |         160 | NS      | $15592.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group, Inc.                                                  | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      165955 | NS      | $2346940.57   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corp                                              | Fortive Corp.                                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |         418 | NS      | $26856.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                    | Church & Dwight Co., Inc.                                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |         301 | NS      | $24263.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Apartment Properties REIT                        | Canadian Apartment Properties REIT                                            | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               |  | CA        |         958 | NS      | $30197.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                    | Melrose Industries PLC                                                        | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |       45830 | NS      | $74521.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple, Inc.                                                                   | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      275000 | PA      | $196359.73    | 0.02%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $986436.85    | 0.09%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                | Twilio, Inc.                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |         212 | NS      | $10379.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                     | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        4452 | NS      | $71527.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                       | Cie de Saint-Gobain                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |        5559 | NS      | $271646.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-29127.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                               | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |        6149 | NS      | $229916.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                              | Synopsys, Inc.                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         189 | NS      | $60345.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd                         | Chow Tai Fook Jewellery Group Ltd.                                            | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | KY        |       21057 | NS      | $42947.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co.                                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        6892 | NS      | $818692.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HK Electric Investments & HK Electric Investments Ltd     | HK Electric Investments & HK Electric Investments Ltd.                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |       28857 | NS      | $19113.66     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-691.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                           | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |          67 | NC      | $-181492.69   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                         | IGM Financial, Inc.                                                           | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |         932 | NS      | $26018.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ovintiv Inc                                               | Ovintiv, Inc.                                                                 | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         317 | NS      | $16075.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple, Inc.                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       19883 | NS      | $2583398.19   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                       | Restaurant Brands International, Inc.                                         | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        3410 | NS      | $220541.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                           | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       19255 | NS      | $616284.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup, Inc.                                                               | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1560754.74   | 0.15%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                    | Eurofins Scientific SE                                                        | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |        1511 | NS      | $108466.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                      | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1387857 | PA      | $1160487.51   | 0.11%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp.                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |         865 | NS      | $229588.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                     | Japan Government Ten Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   862000000 | PA      | $6568907.65   | 0.62%             | 2026-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $14449.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                              | Ecopetrol SA                                                                  | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2150000 | PA      | $2133905.47   | 0.20%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Adecco Group AG                                           | Adecco Group AG                                                               | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |        1828 | NS      | $60218.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                          | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |        7587 | NS      | $272029.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                            | voestalpine AG                                                                | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |        1404 | NS      | $37242.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup, Inc.                                                               | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      925000 | PA      | $750449.25    | 0.07%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                        | Auckland International Airport Ltd.                                           | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |       14592 | NS      | $72355.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roku Inc                                                  | Roku, Inc.                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |         156 | NS      | $6349.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                        | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1426444.63   | 0.13%             | 2025-04-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANSYS Inc                                                 | ANSYS, Inc.                                                                   | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |         107 | NS      | $25850.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                                  | Lennox International, Inc.                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |          40 | NS      | $9569.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                            | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |        5787 | NS      | $56532.75     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals, Inc.                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         131 | NS      | $94515.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp.                                                                   | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |          88 | NS      | $10546.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                   | Cboe Global Markets, Inc.                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         132 | NS      | $16562.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Ltd                                | Hongkong Land Holdings Ltd.                                                   | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |       12224 | NS      | $56230.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      296110 | NS      | $301564.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                       | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |        1244 | NS      | $90950.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Chewy Inc                                                 | Chewy, Inc.                                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |         116 | NS      | $4301.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    80482928 | OU      | $-19605.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd                                      | Pilbara Minerals Ltd.                                                         | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |       29053 | NS      | $74177.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    20444372 | OU      | $-279979.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Medical Properties Trust Inc                              | Medical Properties Trust, Inc.                                                | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |         744 | NS      | $8288.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                      | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1520000 | PA      | $1743298.31   | 0.16%             | 2024-10-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Teleflex Inc                                              | Teleflex, Inc.                                                                | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |          59 | NS      | $14728.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    27861363 | OU      | $-306927.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities Europe SA                                 | Swap                                                                          | CUSIP: 000000000<br>LEI: 549300FH0WJAPEHTIQ77 | N/A              | DIR              |  | US        |    53546500 | OU      | $129451.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI                                    | Assicurazioni Generali SpA                                                    | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |     1200000 | PA      | $1293865.15   | 0.12%             | 2047-10-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sofina SA                                                 | Sofina SA                                                                     | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |         183 | NS      | $40275.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Demant A/S                                                | Demant AS                                                                     | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |        1074 | NS      | $29768.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                                | Signature Bank                                                                | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |         355 | NS      | $40903.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                         | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14805865 | PA      | $13575898.88  | 1.28%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     4315260 | OU      | $17081.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace, Inc.                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |         456 | NS      | $17970.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing, Inc.                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         518 | NS      | $123729.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                     | Rivian Automotive, Inc.                                                       | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         404 | NS      | $7445.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortis Inc/Canada                                         | Fortis, Inc.                                                                  | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        5506 | NS      | $220321.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Vonovia SE                                                | Vonovia SE                                                                    | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |        8254 | NS      | $194557.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                                   | Edenred                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |        2816 | NS      | $153371.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                     | Mid-America Apartment Communities, Inc.                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |         144 | NS      | $22606.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial, Inc.                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |         456 | NS      | $45353.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                                | Alcoa Corp.                                                                   | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |         218 | NS      | $9912.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp.                                                      | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       22086 | NS      | $393926.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| MercadoLibre Inc                                          | MercadoLibre, Inc.                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |          56 | NS      | $47389.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                               | South32 Ltd.                                                                  | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |       51720 | NS      | $140854.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                           | Sands China Ltd.                                                              | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |       28056 | NS      | $93095.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                                              | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |        5935 | NS      | $156127.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                               | Aker BP ASA                                                                   | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |        3657 | NS      | $113516.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                               | Telia Co. AB                                                                  | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |       30182 | NS      | $77112.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                  | Digital Realty Trust, Inc.                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |         354 | NS      | $35495.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                 | ONEOK, Inc.                                                                   | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      435000 | PA      | $416626.15    | 0.04%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                | Nasdaq, Inc.                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |         428 | NS      | $26257.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                        | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     9000000 | PA      | $1362123.75   | 0.13%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                     | Australia Government Bonds                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7240000 | PA      | $4906137.73   | 0.46%             | 2025-04-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                | Grifols SA                                                                    | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |        3431 | NS      | $39555.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| University of Michigan                                    | University of Michigan                                                        | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1130000 | PA      | $916128.18    | 0.09%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                   | Naturgy Energy Group SA                                                       | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |        1675 | NS      | $43587.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Warehouses De Pauw CVA                                    | Warehouses De Pauw CVA                                                        | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |        1896 | NS      | $54189.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger, Inc.                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |          57 | NS      | $31706.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                               | Equifax, Inc.                                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         153 | NS      | $29737.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                        | Franco-Nevada Corp.                                                           | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        2247 | NS      | $306298.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |        4506 | NS      | $147841.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                                  | Sartorius Stedim Biotech                                                      | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |         315 | NS      | $102000.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       30854 | NS      | $420568.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile U.S., Inc.                                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |         781 | NS      | $109340.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                   | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       24581 | NS      | $2222166.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                      | Republic of Italy Government International Bonds                              | CUSIP: 465410CD8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2080000 | PA      | $1943156.80   | 0.18%             | 2024-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                 | Segro PLC                                                                     | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |       13639 | NS      | $125909.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp.                                                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |         420 | NS      | $57015.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International, Inc.                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |          28 | NS      | $40472.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                               | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       37559 | NS      | $401978.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    28000000 | PA      | $4421870.91   | 0.42%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                             | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       41322 | NS      | $498263.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                        | Koninklijke DSM NV                                                            | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |        1990 | NS      | $243481.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                          | Interpublic Group of Cos., Inc.                                               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |         482 | NS      | $16055.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                                                   | DCC PLC                                                                       | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |        1110 | NS      | $54750.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold HKD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $78.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos., Inc.                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |         290 | NS      | $54372.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd.                                                                | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      134680 | NS      | $1497700.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Saputo Inc                                                | Saputo, Inc.                                                                  | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |        2935 | NS      | $72659.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Charter Communications Inc                                | Charter Communications, Inc.                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         139 | NS      | $47134.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co.                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |         920 | NS      | $37453.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                                | Temenos AG                                                                    | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |         726 | NS      | $39839.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd.                                                         | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |        5070 | NS      | $103453.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    84900000 | PA      | $12607314.76  | 1.19%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co.                                                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |         912 | NS      | $28272.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                   | Extra Space Storage, Inc.                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |         166 | NS      | $24431.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd.                                                        | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |       22109 | NS      | $136102.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                        | Teva Pharmaceutical Industries Ltd.                                           | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       12512 | NS      | $114109.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                   | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |         674 | NS      | $57393.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased USD / Sold SGD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1562.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines, Inc.                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |         198 | NS      | $6506.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1129000 | PA      | $898854.72    | 0.08%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SEB SA                                                    | SEB SA                                                                        | CUSIP: 000000000<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |         283 | NS      | $23704.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                       | Canada Government Bonds                                                       | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    11030000 | PA      | $7060878.12   | 0.67%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                              | Vicinity Ltd.                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       43555 | NS      | $59308.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                   | Puma SE                                                                       | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |        1210 | NS      | $73440.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank                                                        | CUSIP: 500630DG0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     2440000 | PA      | $2123214.80   | 0.20%             | 2026-07-19      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                        | CCL Industries, Inc.                                                          | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |        1693 | NS      | $72321.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank N.A.                                  | Purchased SEK / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-773.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd                              | Canadian Pacific Railway Ltd.                                                 | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       10786 | NS      | $804170.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Toast Inc                                                 | Toast, Inc.                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |         304 | NS      | $5481.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1032000 | PA      | $900955.03    | 0.08%             | 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        |         547 | NS      | $43669.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                      | Las Vegas Sands Corp.                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |         425 | NS      | $20429.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bunzl PLC                                                 | Bunzl PLC                                                                     | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |        3810 | NS      | $127082.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings, Inc.                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |          49 | NS      | $98748.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group, Inc.                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |         281 | NS      | $30645.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      225000 | PA      | $179561.60    | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                  | Elanco Animal Health, Inc.                                                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |         521 | NS      | $6366.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |         334 | NS      | $31105.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                               | Healthcare Realty Trust, Inc.                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |         474 | NS      | $9133.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                        | Coca-Cola Europacific Partners PLC                                            | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |        2365 | NS      | $130831.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp.                                                          | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     1050000 | PA      | $934782.11    | 0.09%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper, Inc.                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |         966 | NS      | $34447.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        3123 | NS      | $346496.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                     | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        3838 | NS      | $480352.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                               | Equinix, Inc.                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |         113 | NS      | $74018.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                 | Healthpeak Properties, Inc.                                                   | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |         671 | NS      | $16821.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                        | Cooper Cos., Inc.                                                             | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |          61 | NS      | $20170.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                         | Elbit Systems Ltd.                                                            | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |         300 | NS      | $48789.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                | Entain PLC                                                                    | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |        6647 | NS      | $106194.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp                                                   | VF Corp.                                                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |         420 | NS      | $11596.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                                    | Chesapeake Energy Corp.                                                       | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         128 | NS      | $12079.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Volkswagen AG                                             | Volkswagen AG                                                                 | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |         335 | NS      | $52947.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co.                                                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |         985 | NS      | $77608.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                        | Broadridge Financial Solutions, Inc.                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         146 | NS      | $19582.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                             | Coloplast AS                                                                  | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |        1391 | NS      | $162591.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics, Inc.                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |         145 | NS      | $22683.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                | STERIS PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         123 | NS      | $22716.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                       | Swiss Prime Site AG                                                           | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |         874 | NS      | $75759.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                            | S&P Global, Inc.                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         425 | NS      | $142349.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                           | Equity LifeStyle Properties, Inc.                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |         218 | NS      | $14082.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                          | West Pharmaceutical Services, Inc.                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |          92 | NS      | $21652.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased USD / Sold DKK                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1326.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Croda International PLC                                   | Croda International PLC                                                       | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |        1568 | NS      | $125187.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                                  | Israel Discount Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       13955 | NS      | $73262.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities Europe SA                                 | Swap                                                                          | CUSIP: 000000000<br>LEI: 549300FH0WJAPEHTIQ77 | N/A              | DIR              |  | US        |    53546500 | OU      | $133185.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   891000000 | PA      | $7540980.27   | 0.71%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                                  | Davide Campari-Milano NV                                                      | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |        5991 | NS      | $60821.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                | Phoenix Group Holdings PLC                                                    | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |        8445 | NS      | $62135.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                            | Whirlpool Corp.                                                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |          69 | NS      | $9760.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd.                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       15905 | NS      | $130705.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                               | Waters Corp.                                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |          74 | NS      | $25350.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Swap                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    97211000 | OU      | $-352612.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co.                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         994 | NS      | $363644.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                                 | Bunge Ltd.                                                                    | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |         187 | NS      | $18656.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications, Inc.                                                   | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |        4072 | NS      | $190578.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| iA Financial Corp Inc                                     | iA Financial Corp., Inc.                                                      | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |        1193 | NS      | $69844.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Zillow Group Inc                                          | Zillow Group, Inc.                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |         200 | NS      | $6442.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                             | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |        2077 | NS      | $119121.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                             | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |        4924 | NS      | $92635.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                      | Norway Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     2230000 | PA      | $208350.03    | 0.02%             | 2032-05-18      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bonds OAT                                          | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2050000 | PA      | $1502028.82   | 0.14%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co.                                                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |         257 | NS      | $48454.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                                                     | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        2594 | NS      | $130534.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                       | Global Payments, Inc.                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |         341 | NS      | $33868.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                               | Wix.com Ltd.                                                                  | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |         645 | NS      | $49555.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                          | Henry Schein, Inc.                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |         169 | NS      | $13498.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co.                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       21350 | NS      | $2863035.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |        2337 | NS      | $45848.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                            | Halliburton Co.                                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        1100 | NS      | $43285.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com, Inc.                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       11301 | NS      | $949284.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Holmen AB                                                 | Holmen AB                                                                     | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |        1060 | NS      | $42045.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                         | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        6168 | NS      | $863083.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                                    | HP, Inc.                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        1285 | NS      | $34527.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased PLN / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |           1 | NC      | $8209.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1860000 | PA      | $1699946.58   | 0.16%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fieldwood Energy LLC                                      | Fieldwood Energy LLC                                                          | CUSIP: 31659HAN1<br>LEI: 549300KTQCELOBO6BF21 | Long             | LON              | CORP              | US        |      337037 | PA      | $32861.10     | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG                                                               | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |         327 | NS      | $93009.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                   | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       11047 | NS      | $396694.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                                        | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |       41413 | NS      | $123793.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                      | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       14628 | NS      | $445172.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-11311.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge, Inc.                                                                | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1775000 | PA      | $1680369.82   | 0.16%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                  | Westinghouse Air Brake Technologies Corp.                                     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |         214 | NS      | $21359.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hundred Acre Wood Trust                                   | Hundred Acre Wood Trust                                                       | CUSIP: 44555QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1389021 | PA      | $1116968.73   | 0.11%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                        | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |        1943 | NS      | $85400.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                          | Venture Corp. Ltd.                                                            | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |        3162 | NS      | $40274.54     | 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        |        1183 | NS      | $49070.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                        | Royalty Pharma PLC                                                            | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |         431 | NS      | $17033.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SA                                              | Ferrovial SA                                                                  | CUSIP: 000000000<br>LEI: 95980020140005757903 | Long             | EC               | CORP              | ES        |        5612 | NS      | $147000.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | U.K. Gilts                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1910000 | PA      | $1028424.59   | 0.10%             | 2050-10-22      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                   | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |        8279 | NS      | $77408.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co.                                                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |         240 | NS      | $28207.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                            | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |       14275 | NS      | $558547.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                          | Algonquin Power & Utilities Corp.                                             | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |        7817 | NS      | $50920.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Zalando SE                                                | Zalando SE                                                                    | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |        2577 | NS      | $91335.54     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Loews Corp                                                | Loews Corp.                                                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |         247 | NS      | $14407.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                                   | Tower Semiconductor Ltd.                                                      | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |        1233 | NS      | $53820.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Catalent Inc                                              | Catalent, Inc.                                                                | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         211 | NS      | $9497.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions, Inc.                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         206 | NS      | $53088.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     5324047 | OU      | $131563.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp.                                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |          31 | NS      | $18555.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Group Holdings PLC                               | Berkeley Group Holdings PLC                                                   | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |        1224 | NS      | $55831.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                       | Coinbase Global, Inc.                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |         153 | NS      | $5414.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                       | Liberty Media Corp.-Liberty SiriusXM                                          | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          91 | NS      | $3577.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Ltd                                         | Grab Holdings Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | KY        |       15538 | NS      | $50032.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adevinta ASA                                              | Adevinta ASA                                                                  | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | EC               | CORP              | NO        |        3489 | NS      | $23362.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories, Inc.                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         103 | NS      | $42019.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                            | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |        1836 | NS      | $89539.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2476.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd.                                                              | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |       15237 | NS      | $173455.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK, Inc.                                                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |         555 | NS      | $36463.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                               | Hologic, Inc.                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |         307 | NS      | $22966.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                                     | Mohawk Industries, Inc.                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |          64 | NS      | $6542.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                                | VMware, Inc.                                                                  | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |         262 | NS      | $32163.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                     | American Homes 4 Rent Trust                                                   | CUSIP: 02665XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      225000 | PA      | $218895.77    | 0.02%             | 2036-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                  | Baxter International, Inc.                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |         624 | NS      | $31805.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        2662 | NS      | $191530.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                      | Invitation Homes, Inc.                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |         759 | NS      | $22496.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                                 | Banque Cantonale Vaudoise                                                     | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |         340 | NS      | $32633.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |         786 | NS      | $116131.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                       | Georgia-Pacific LLC                                                           | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1915440.41   | 0.18%             | 2030-04-30      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                     | GFL Environmental, Inc.                                                       | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |        2165 | NS      | $63223.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust                                              | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |      161278 | PA      | $153473.91    | 0.01%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide, Inc.                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |         155 | NS      | $14191.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |       14260 | NS      | $116895.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance                                           | Teleperformance                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |         674 | NS      | $160674.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                      | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2700000 | PA      | $2265551.76   | 0.21%             | 2031-01-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Aspen Technology Inc                                      | Aspen Technology, Inc.                                                        | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |          35 | NS      | $7189.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                        | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |        9133 | NS      | $600271.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |         473 | NS      | $43970.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                             | Element Fleet Management Corp.                                                | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |        4505 | NS      | $61386.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| First Quantum Minerals Ltd                                | First Quantum Minerals Ltd.                                                   | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |        7146 | NS      | $149306.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Public Service Enterprise Group Inc                       | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |         618 | NS      | $37864.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                          | American International Group, Inc.                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |         921 | NS      | $58244.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd.                                                           | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |       10419 | NS      | $42633.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                     | Arrow Electronics, Inc.                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |          79 | NS      | $8261.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo, Inc.                                                                 | CUSIP: 713448CP1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1477012.91   | 0.14%             | 2026-04-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bonds                                                  | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2820000 | PA      | $2456561.48   | 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        |       20733 | NS      | $374649.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                 | Halma PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |        4292 | NS      | $102427.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co.                                                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |         713 | NS      | $33739.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-45257.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $6374.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                             | Annaly Capital Management, Inc.                                               | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |         574 | NS      | $12099.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagship Credit Auto Trust                                | Flagship Credit Auto Trust                                                    | CUSIP: 33844QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      393787 | PA      | $391447.21    | 0.04%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | U.K. Gilts                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      410000 | PA      | $445140.99    | 0.04%             | 2028-10-22      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos. Ltd.                                                              | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        1848 | NS      | $163399.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -12 | NC      | $118952.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                            | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      364991 | NS      | $2201228.76   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7100000 | PA      | $1600203.67   | 0.15%             | 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        |         491 | NS      | $77062.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences, Inc.                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        1592 | NS      | $136673.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                        | SEI Investments Co.                                                           | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |         143 | NS      | $8336.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-26225.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                      | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |       16566 | NS      | $166853.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                           | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     4640000 | PA      | $4661576.00   | 0.44%             | 2027-08-19      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1253000000 | PA      | $7201217.46   | 0.68%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Whitbread PLC                                             | Whitbread PLC                                                                 | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |        2271 | NS      | $70560.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                         | Barrick Gold Corp.                                                            | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       19872 | NS      | $340641.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        1547 | NS      | $182546.00    | 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      | $83246.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      221917 | NS      | $1383553.89   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                  | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1090000 | PA      | $1060756.39   | 0.10%             | 2025-09-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Valeo                                                     | Valeo SA                                                                      | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |        2405 | NS      | $42993.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                               | Heineken NV                                                                   | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |        2964 | NS      | $278826.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** TRANSAMERICA SERIES TRUST

**Signature:** Vincent Toner

**Name of Signer:** Vincent Toner

**Title:** Treasurer