# EDGAR Filing Document

**Accession Number:** 0000890453
**File Stem:** 0001145549-23-012332
**Filing Date:** 2023-2
**Character Count:** 440291
**Document Hash:** 02591f27a2557eb07be1b8f1b25535bc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-012332.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-012332

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WILSHIRE MUTUAL FUNDS INC
- **CENTRAL INDEX KEY:** 0000890453
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07076
- **FILM NUMBER:** 23678901

**BUSINESS ADDRESS:**
- **STREET 1:** 1299 OCEAN AVENUE
- **STREET 2:** SUITE 700
- **CITY:** SANTA MONICA
- **STATE:** CA
- **ZIP:** 90401
- **BUSINESS PHONE:** 610-676-3419

**MAIL ADDRESS:**
- **STREET 1:** 1299 OCEAN AVENUE
- **STREET 2:** SUITE 700
- **CITY:** SANTA MONICA
- **STATE:** CA
- **ZIP:** 90401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WILSHIRE TARGET FUNDS INC
- **DATE OF NAME CHANGE:** 19960603

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS WILSHIRE TARGET FUNDS INC
- **DATE OF NAME CHANGE:** 19921014

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS WILSHIRE SERIES FUND INC/
- **DATE OF NAME CHANGE:** 19921014

## Series and Classes Contracts Data

### WILSHIRE INTERNATIONAL EQUITY FUND (Series ID: S000019534)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000065456 | INVESTMENT CLASS    | WLCTX           |
| C000065457 | INSTITUTIONAL CLASS | WLTTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Wilshire Mutual Funds Inc

- **b. Investment Company Act file number:** 811-07076

- **c. CIK number of Registrant:** 0000890453

- **d. LEI of Registrant:** 5493002LR0X1H0O6US42

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

  - **Street Address 1:** 1299 Ocean Avenue

  - **City:** Santa Monica

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90401-1085

  - **Telephone number:** 310-451-3051

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

- **a. Name of Series:** Wilshire International Equity Fund

- **b. EDGAR series identifier (if any):** S000019534

- **c. LEI of Series:** 5493002FNXJ6S87GDQ54

**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:** $223149487.57

**Total Liabilities:** $1011453.13

**Net Assets:** $222138034.44

**Delayed Delivery Securities:** $164752.52

**Cash Not Reported:** $10187639.62

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000065456 | 4.56%                | 13.31%               | -1.84%               |
| Class ID C000065457 | 4.74%                | 13.23%               | -1.76%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1670604.81             | $9852437.60                                |
| Month 2  | $-1170519.06             | $24068545.04                               |
| Month 3  | $2116698.53              | $-6261431.08                               |

**Designated Index Information**

- **Index Name:** MSCI ACWI ex USA IMI Net Total Return USD Index

- **Index Identifier:** M1WDUIM

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EMIS Group PLC                 | EMIS Group PLC                                                   | CUSIP: N/A<br>LEI: 213800K474ZZK76NX913       | Long             | EC               | CORP              | GB        |      3542 | NS      | $80166.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd      | Treasury Wine Estates Ltd                                        | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |      4609 | NS      | $42588.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Youngone Corp                  | Youngone Corp                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       807 | NS      | $29777.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Life Insurance Co Ltd   | Hanwha Life Insurance Co Ltd                                     | CUSIP: N/A<br>LEI: 988400ZKCI3R9DQHR320       | Long             | EC               | CORP              | KR        |     12884 | NS      | $28375.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EnQuest PLC                    | EnQuest PLC                                                      | CUSIP: N/A<br>LEI: 2138008LJU6WFQWOXJ73       | Long             | EC               | CORP              | GB        |     83659 | NS      | $21721.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                   | Nexon Co Ltd                                                     | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |      4400 | NS      | $98148.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Greggs PLC                     | Greggs PLC                                                       | CUSIP: N/A<br>LEI: 213800I71QMUFJ64IW20       | Long             | EC               | CORP              | GB        |      1450 | NS      | $40925.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd              | ARC Resources Ltd                                                | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |      8900 | NS      | $119959.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodacom Group Ltd              | Vodacom Group Ltd                                                | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |      6085 | NS      | $43651.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wajax Corp                     | Wajax Corp                                                       | CUSIP: 930783105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1421 | NS      | $20706.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HyVision System Inc            | HyVision System Inc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2733 | NS      | $39778.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Point Energy Corp     | Crescent Point Energy Corp                                       | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |     15998 | NS      | $114136.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FF Group                       | FF Group                                                         | CUSIP: N/A<br>LEI: 213800ZMDLVEKZIKFX90       | Long             | EC               | CORP              | GR        |      2880 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DGB Financial Group Inc        | DGB Financial Group Inc                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      4019 | NS      | $22296.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northland Power Inc            | Northland Power Inc                                              | CUSIP: 666511100<br>LEI: 549300IT8CIDW8V5KX72 | Long             | EC               | CORP              | CA        |      6100 | NS      | $167276.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Summerset Group Holdings Ltd   | Summerset Group Holdings Ltd                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |      8948 | NS      | $50268.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS                            | China Medical System Holdings Ltd                                | CUSIP: N/A<br>LEI: 529900Z57DVJXUBLHX66       | Long             | EC               | CORP              | CN        |      2000 | NS      | $3147.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gujarat State Fertilizers & Ch | Gujarat State Fertilizers & Chemicals Ltd                        | CUSIP: N/A<br>LEI: 335800KZ8757J7YPWG63       | Long             | EC               | CORP              | IN        |     19973 | NS      | $33660.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kalbe Farma Tbk PT             | Kalbe Farma Tbk PT                                               | CUSIP: N/A<br>LEI: 529900PRQI8S32HOE387       | Long             | EC               | CORP              | ID        |    483400 | NS      | $64902.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding L | Zhen Ding Technology Holding Ltd                                 | CUSIP: N/A<br>LEI: 549300H7R4K33675UP38       | Long             | EC               | CORP              | TW        |     33000 | NS      | $112654.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Scientech Corp                 | Scientech Corp                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     21000 | NS      | $49158.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp  | Element Fleet Management Corp                                    | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     10559 | NS      | $143880.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TIGERMED                       | Hangzhou Tigermed Consulting Co Ltd                              | CUSIP: N/A<br>LEI: 300300CP4N8WDF6DOO67       | Long             | EC               | CORP              | CN        |       300 | NS      | $4525.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtech Plc                   | Playtech Plc                                                     | CUSIP: N/A<br>LEI: 21380068TTB6Z9ZEU548       | Long             | EC               | CORP              | IM        |     10097 | NS      | $62009.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonteq AG                     | Leonteq AG                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       663 | NS      | $31474.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT     | Astra International Tbk PT                                       | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |     22000 | NS      | $8015.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBRA Macquarie Mexico         | FIBRA Macquarie Mexico                                           | CUSIP: P3515D155<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     27000 | NS      | $39765.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Auto Inc                    | Li Auto Inc                                                      | CUSIP: N/A<br>LEI: 2549003R73Q70J5H4I65       | Long             | EC               | CORP              | CN        |     14334 | NS      | $146168.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Clinical Labs Ltd   | Australian Clinical Labs Ltd                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      9519 | NS      | $19302.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                     | Haleon PLC                                                       | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     12424 | NS      | $49694.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Definity Financial Corp        | Definity Financial Corp                                          | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |       850 | NS      | $24156.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Modal SA                 | Banco Modal SA                                                   | CUSIP: N/A<br>LEI: 5493002H6ACRVAZSKE94       | Long             | EC               | CORP              | BR        |     38500 | NS      | $16042.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hemnet Group AB                | Hemnet Group AB                                                  | CUSIP: N/A<br>LEI: 5493008VIU67J3HUAR07       | Long             | EC               | CORP              | SE        |      5808 | NS      | $69912.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Inc                 | Bombardier Inc                                                   | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |      1665 | NS      | $64275.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior PLC                   | Indivior PLC                                                     | CUSIP: N/A<br>LEI: 213800V3NCQTY7IED471       | Long             | EC               | CORP              | GB        |      2049 | NS      | $45832.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtrom Group Ltd              | Ashtrom Group Ltd                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      2043 | NS      | $38157.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Technoprobe SpA                | Technoprobe SpA                                                  | CUSIP: N/A<br>LEI: 8156007154CD8334D053       | Long             | EC               | CORP              | IT        |     13342 | NS      | $95594.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA/Brazil                  | TIM SA/Brazil                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      8200 | NS      | $19274.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                        | GSK PLC                                                          | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     24834 | NS      | $431860.58    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Modern Times Group MTG AB      | Modern Times Group MTG AB                                        | CUSIP: W56523231<br>LEI: 549300E8NDODRSX29339 | Long             | EC               | CORP              | SE        |      2573 | NS      | $22029.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Technip Energies NV            | Technip Energies NV                                              | CUSIP: N8486R101<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | FR        |      4118 | NS      | $64832.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroreconcavo SA              | Petroreconcavo SA                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      9400 | NS      | $58485.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TBC Bank Group PLC             | TBC Bank Group PLC                                               | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GE        |      1968 | NS      | $53956.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd     | Japan Post Holdings Co Ltd                                       | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |     33400 | NS      | $281580.70    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd         | Japan Post Bank Co Ltd                                           | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |      9900 | NS      | $85062.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                    | Covestro AG                                                      | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |     35838 | NS      | $1402091.59   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Jiangsu Co Ltd         | Bank of Jiangsu Co Ltd                                           | CUSIP: N/A<br>LEI: 300300C1086832000046       | Long             | EC               | CORP              | CN        |     29300 | NS      | $30733.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                      | Linde PLC                                                        | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |      2860 | NS      | $935134.30    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| United Spirits Ltd             | United Spirits Ltd                                               | CUSIP: N/A<br>LEI: 3358004YFWQVX2EZDE82       | Long             | EC               | CORP              | IN        |     11389 | NS      | $120834.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J Kumar Infraprojects Ltd      | J Kumar Infraprojects Ltd                                        | CUSIP: N/A<br>LEI: 33580016NIMGU988MM71       | Long             | EC               | CORP              | IN        |     10380 | NS      | $34073.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co Ltd | China Galaxy Securities Co Ltd                                   | CUSIP: N/A<br>LEI: 3003008KFQXO06OK8582       | Long             | EC               | CORP              | CN        |      6900 | NS      | $9223.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                | Coles Group Ltd                                                  | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |      8726 | NS      | $98820.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd             | Mr Price Group Ltd                                               | CUSIP: N/A<br>LEI: 378900D3417C35C5D733       | Long             | EC               | CORP              | ZA        |      2731 | NS      | $25562.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rumo SA                        | Rumo SA                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      4200 | NS      | $14899.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMTECH Co Ltd                | SIMMTECH Co Ltd                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       704 | NS      | $14906.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petro Rio SA                   | Petro Rio SA                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     27600 | NS      | $194516.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                     | Signify NV                                                       | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |      1954 | NS      | $65785.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Medy Co Ltd             | Mizuho Medy Co Ltd                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $39995.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BW Offshore Ltd                | BW Offshore Ltd                                                  | CUSIP: N/A<br>LEI: 2138008LFKH8V2EOA915       | Long             | EC               | CORP              | NO        |      7035 | NS      | $17947.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Forterra PLC                   | Forterra PLC                                                     | CUSIP: N/A<br>LEI: 213800O5DD6ATBVJAD23       | Long             | EC               | CORP              | GB        |     14931 | NS      | $33698.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediclinic International PLC   | Mediclinic International PLC                                     | CUSIP: N/A<br>LEI: 2138002S5BSBIZTD5I60       | Long             | EC               | CORP              | ZA        |      5571 | NS      | $33318.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bell System24 Holdings Inc     | Bell System24 Holdings Inc                                       | CUSIP: N/A<br>LEI: 353800JZJDPUWIH3M649       | Long             | EC               | CORP              | JP        |      6400 | NS      | $66446.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Jago Tbk PT               | Bank Jago Tbk PT                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |     17300 | NS      | $4118.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dharma Satya Nusantara Tbk PT  | Dharma Satya Nusantara Tbk PT                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |   1287000 | NS      | $49540.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                | Nordea Bank Abp                                                  | CUSIP: X5S8VL105<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     50739 | NS      | $542629.64    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Future PLC                     | Future PLC                                                       | CUSIP: N/A<br>LEI: 213800K2581YRLEXV353       | Long             | EC               | CORP              | GB        |      2174 | NS      | $33337.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| G-BITS NETWORK TECHNOLOGY XIAM | G-bits Network Technology Xiamen Co Ltd                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       200 | NS      | $8980.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                      | Amundi SA                                                        | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |     24471 | NS      | $1390453.07   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Equasens                       | Equasens                                                         | CUSIP: N/A<br>LEI: 96950066I7XVFGZI8L92       | Long             | EC               | CORP              | FR        |       277 | NS      | $22134.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Europris ASA                   | Europris ASA                                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXGA8G28       | Long             | EC               | CORP              | NO        |      8843 | NS      | $62065.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aekyung Industrial Co Ltd      | Aekyung Industrial Co Ltd                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2400 | NS      | $39884.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takara Leben Real Estate Inves | Takara Leben Real Estate Investment Corp                         | CUSIP: N/A<br>LEI: 353800B55299YP0HS329       | Long             | EC               | CORP              | JP        |       158 | NS      | $119243.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirai Corp                     | Mirai Corp                                                       | CUSIP: N/A<br>LEI: 353800HQCYM7P10R9D93       | Long             | EC               | CORP              | JP        |       198 | NS      | $67957.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Vital Components Co Ltd   | Asia Vital Components Co Ltd                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      9000 | NS      | $32766.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC | Abu Dhabi Commercial Bank PJSC                                   | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | EC               | CORP              | AE        |    171141 | NS      | $419071.36    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| JP-Holdings Inc                | JP-Holdings Inc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     20900 | NS      | $47189.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mandom Corp                    | Mandom Corp                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4300 | NS      | $47948.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced International Multite | Advanced International Multitech Co Ltd                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     19000 | NS      | $58631.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou | Sumitomo Mitsui Financial Group Inc                              | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     14200 | NS      | $572178.65    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Ltd                  | MTN Group Ltd                                                    | CUSIP: S8039R108<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |      3355 | NS      | $25131.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Ltd          | AngloGold Ashanti Ltd                                            | CUSIP: N/A<br>LEI: 378900EF3BA9A5F42A59       | Long             | EC               | CORP              | ZA        |      1801 | NS      | $35004.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruzen Showa Unyu Co Ltd      | Maruzen Showa Unyu Co Ltd                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3100 | NS      | $71669.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsuda Sangyo Co Ltd          | Matsuda Sangyo Co Ltd                                            | CUSIP: N/A<br>LEI: 3538005JX81V3H77VM68       | Long             | EC               | CORP              | JP        |     10000 | NS      | $173362.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Macronix International Co Ltd  | Macronix International Co Ltd                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     47000 | NS      | $51571.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc     | Mizuho Financial Group Inc                                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |     22400 | NS      | $316595.52    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Amata Corp PCL                 | Amata Corp PCL                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     67400 | NS      | $41410.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                | Mitsui & Co Ltd                                                  | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     18700 | NS      | $543745.35    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui-Soko Holdings Co Ltd    | Mitsui-Soko Holdings Co Ltd                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4500 | NS      | $122335.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mochida Pharmaceutical Co Ltd  | Mochida Pharmaceutical Co Ltd                                    | CUSIP: N/A<br>LEI: 3538008YGVRYRM8B7Q95       | Long             | EC               | CORP              | JP        |       900 | NS      | $23788.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leopalace21 Corp               | Leopalace21 Corp                                                 | CUSIP: N/A<br>LEI: 529900Z3BHJUW1DY6254       | Long             | EC               | CORP              | JP        |      8200 | NS      | $17992.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mainfreight Ltd                | Mainfreight Ltd                                                  | CUSIP: N/A<br>LEI: 5493007BE0VNXX7RYQ88       | Long             | EC               | CORP              | NZ        |       603 | NS      | $25693.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Thailand PCL                | AP Thailand PCL                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    726900 | NS      | $243489.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd              | Swire Pacific Ltd                                                | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |     19500 | NS      | $171023.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Malaysia Bhd           | Telekom Malaysia Bhd                                             | CUSIP: N/A<br>LEI: 254900SNFPTSDGGVEK77       | Long             | EC               | CORP              | MY        |     21600 | NS      | $26493.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp                    | Taisei Corp                                                      | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |      2800 | NS      | $90201.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd   | Takeda Pharmaceutical Co Ltd                                     | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |     35200 | NS      | $1099440.63   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                 | Advantest Corp                                                   | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |      4300 | NS      | $277608.46    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust         | Oscar US Funding XII LLC                                         | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    200000 | PA      | $185975.56    | 0.08%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd          | Spark New Zealand Ltd                                            | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               | CORP              | NZ        |      8095 | NS      | $27747.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                           | Taiwan Semiconductor Manufacturing Co Ltd                        | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    122600 | NS      | $1786851.90   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| THEME INT'L                    | Theme International Holdings Ltd                                 | CUSIP: N/A<br>LEI: 254900DDY9OP9TPSE246       | Long             | EC               | CORP              | HK        |    180000 | NS      | $18219.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Seimitsu Co Ltd          | Tokyo Seimitsu Co Ltd                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $35738.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Topre Corp                     | Topre Corp                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2300 | NS      | $19639.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Gas Co Ltd                | Toho Gas Co Ltd                                                  | CUSIP: N/A<br>LEI: 353800BCVTE4F8012906       | Long             | EC               | CORP              | JP        |      2500 | NS      | $47931.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd               | Tokyo Gas Co Ltd                                                 | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      6600 | NS      | $129748.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyotokeiba Co Ltd            | Tokyotokeiba Co Ltd                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $46129.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries Inc           | Toray Industries Inc                                             | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |     92700 | NS      | $514596.17    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibaura Machine Co Ltd        | Shibaura Machine Co Ltd                                          | CUSIP: N/A<br>LEI: 529900T7KEXD7VGOFO59       | Long             | EC               | CORP              | JP        |      3600 | NS      | $70892.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp                 | Toyo Tire Corp                                                   | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |      5200 | NS      | $58696.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                     | Tosoh Corp                                                       | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |      2800 | NS      | $33222.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp               | Mazda Motor Corp                                                 | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |     35000 | NS      | $264565.90    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyobo Co Ltd                  | Toyobo Co Ltd                                                    | CUSIP: N/A<br>LEI: 5299005EWBCNUAZ4PM62       | Long             | EC               | CORP              | JP        |      6500 | NS      | $49013.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp             | Toyota Tsusho Corp                                               | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      1300 | NS      | $47654.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp              | Toyota Motor Corp                                                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      1900 | NS      | $25967.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Transcosmos Inc                | Transcosmos Inc                                                  | CUSIP: N/A<br>LEI: 353800AAR1GYRFDRTV97       | Long             | EC               | CORP              | JP        |      1000 | NS      | $24792.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd       | United Overseas Bank Ltd                                         | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |      2000 | NS      | $45867.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unitika Ltd                    | Unitika Ltd                                                      | CUSIP: N/A<br>LEI: 529900V8B6Q6I4JGE052       | Long             | EC               | CORP              | JP        |     19000 | NS      | $35606.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Robina Corp          | Universal Robina Corp                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |     12110 | NS      | $29621.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                               | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $94194.17     | 0.04%             | 2026-04-15      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Inc         | Tricon Residential Inc                                           | CUSIP: 89612W102<br>LEI: 984500EFFDE9C3A9G721 | Long             | EC               | CORP              | CA        |     12006 | NS      | $92572.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stolt-Nielsen Ltd              | Stolt-Nielsen Ltd                                                | CUSIP: N/A<br>LEI: 213800VZX4LWJSGRLR94       | Long             | EC               | CORP              | GB        |      1022 | NS      | $28118.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd          | Julius Baer Group Ltd                                            | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |      5050 | NS      | $293536.24    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama Inc                  | Dollarama Inc                                                    | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       600 | NS      | $35091.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                  | AIA Group Ltd                                                    | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    103265 | NS      | $1137670.91   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| China XLX Fertiliser Ltd       | China XLX Fertiliser Ltd                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     33000 | NS      | $17027.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Financial Group Inc     | Meritz Financial Group Inc                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1114 | NS      | $37986.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coal India Ltd                 | Coal India Ltd                                                   | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |     31290 | NS      | $84865.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Migros Ticaret AS              | Migros Ticaret AS                                                | CUSIP: N/A<br>LEI: 5493002IOWNT1QZMAA74       | Long             | EC               | CORP              | TR        |      8978 | NS      | $70314.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathedral Energy Services Ltd  | Cathedral Energy Services Ltd                                    | CUSIP: 14916J102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     29633 | NS      | $27575.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LX Semicon Co Ltd              | LX Semicon Co Ltd                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       843 | NS      | $48330.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna  | PGE Polska Grupa Energetyczna SA                                 | CUSIP: N/A<br>LEI: 259400MP9VXR0E69MJ89       | Long             | EC               | CORP              | PL        |     58567 | NS      | $91778.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                    | Swiss Re AG                                                      | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |      1206 | NS      | $113134.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BTN                            | Bank Tabungan Negara Persero Tbk PT                              | CUSIP: N/A<br>LEI: 2549009BLYOGL9ZLAW17       | Long             | EC               | CORP              | ID        |    336700 | NS      | $29200.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                         | K+S AG                                                           | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | EC               | CORP              | DE        |       917 | NS      | $18036.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sesa SpA                       | Sesa SpA                                                         | CUSIP: N/A<br>LEI: 81560005C031D4E76707       | Long             | EC               | CORP              | IT        |       150 | NS      | $18697.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Parex Resources Inc            | Parex Resources Inc                                              | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |     11141 | NS      | $165798.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc             | Cenovus Energy Inc                                               | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      3400 | NS      | $65966.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerplus Corp                  | Enerplus Corp                                                    | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |      2747 | NS      | $48488.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Holdings Corp      | Continental Holdings Corp                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     59000 | NS      | $53727.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Ltd                    | Capital Ltd                                                      | CUSIP: N/A<br>LEI: 213800XG175G91JW8W37       | Long             | EC               | CORP              | MU        |     80609 | NS      | $94659.83     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tatneft PJSC                   | Tatneft PJSC                                                     | CUSIP: N/A<br>LEI: 253400PAT768SVJMV121       | Long             | EC               | CORP              | RU        |     19624 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novolipetsk Steel PJSC         | Novolipetsk Steel PJSC                                           | CUSIP: N/A<br>LEI: 213800913TPW32I84456       | Long             | EC               | CORP              | RU        |     46050 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Severstal PAO                  | Severstal PAO                                                    | CUSIP: N/A<br>LEI: 213800OKDPTV6K4ONO53       | Long             | EC               | CORP              | RU        |       608 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Surgutneftegas PJSC            | Surgutneftegas PJSC                                              | CUSIP: N/A<br>LEI: 2138002GZLU65FRAC894       | Long             | EC               | CORP              | RU        |    168940 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Surgutneftegas PJSC            | Surgutneftegas PJSC                                              | CUSIP: N/A<br>LEI: 2138002GZLU65FRAC894       | Long             | EP               | CORP              | RU        |    270800 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Indorama Ventures PCL          | Indorama Ventures PCL                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |      4600 | NS      | $5395.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mills Estruturas e Servicos de | Mills Estruturas e Servicos de Engenharia SA                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     41600 | NS      | $89586.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wood Group PLC            | John Wood Group PLC                                              | CUSIP: N/A<br>LEI: 549300PLYY6I10B6S323       | Long             | EC               | CORP              | GB        |    500581 | NS      | $813850.20    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Tauron Polska Energia SA       | Tauron Polska Energia SA                                         | CUSIP: N/A<br>LEI: 259400NAPDFBOTNCRL54       | Long             | EC               | CORP              | PL        |    115292 | NS      | $55662.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Centamin PLC                   | Centamin PLC                                                     | CUSIP: N/A<br>LEI: 213800PDI9G7OUKLPV84       | Long             | EC               | CORP              | JE        |     33893 | NS      | $46294.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoCanada Inc                 | AutoCanada Inc                                                   | CUSIP: 05277B209<br>LEI: 549300BPCHUK5M1WZS45 | Long             | EC               | CORP              | CA        |      1002 | NS      | $17250.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BDO Unibank Inc                | BDO Unibank Inc                                                  | CUSIP: N/A<br>LEI: 3FGIIBS1PEI1FYQBGN97       | Long             | EC               | CORP              | PH        |     67392 | NS      | $127222.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Biosynex                       | Biosynex                                                         | CUSIP: N/A<br>LEI: 969500H4BGE1HBLGP566       | Long             | EC               | CORP              | FR        |      3555 | NS      | $52471.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc     | Dai-ichi Life Holdings Inc                                       | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      1100 | NS      | $24979.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Ltd                | Tata Motors Ltd                                                  | CUSIP: N/A<br>LEI: 335800BO2LHWJJ8TZI32       | Long             | EC               | CORP              | IN        |      6850 | NS      | $31956.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanmi Pharm Co Ltd             | Hanmi Pharm Co Ltd                                               | CUSIP: N/A<br>LEI: 988400PP10VZVUOFE672       | Long             | EC               | CORP              | KR        |       339 | NS      | $79494.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JiuGui Liquor Co Ltd           | JiuGui Liquor Co Ltd                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       524 | NS      | $10403.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortress REIT Ltd              | Fortress REIT Ltd                                                | CUSIP: N/A<br>LEI: 378900FE98E30F24D975       | Long             | EC               | CORP              | ZA        |    176764 | NS      | $49616.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YIHAI INTL                     | Yihai International Holding Ltd                                  | CUSIP: N/A<br>LEI: 3003004D79NRTSL70K40       | Long             | EC               | CORP              | CN        |      4000 | NS      | $13972.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontera Energy Corp           | Frontera Energy Corp                                             | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |      4565 | NS      | $41368.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV               | ASR Nederland NV                                                 | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |      4412 | NS      | $209188.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Indraprastha Gas Ltd           | Indraprastha Gas Ltd                                             | CUSIP: N/A<br>LEI: 33580033VPD8D168H736       | Long             | EC               | CORP              | IN        |     12214 | NS      | $61011.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinte Energy Co Ltd            | Xinte Energy Co Ltd                                              | CUSIP: N/A<br>LEI: 300300HSY4IIZWSPSY09       | Long             | EC               | CORP              | CN        |     12000 | NS      | $22206.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J-Lease Co Ltd                 | J-Lease Co Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $19511.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp    | Tokyu Fudosan Holdings Corp                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6900 | NS      | $32749.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banpu PCL                      | Banpu PCL                                                        | CUSIP: N/A<br>LEI: 529900AJ2Z6SUR6TSW75       | Long             | EC               | CORP              | TH        |     49800 | NS      | $19716.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                   | MediaTek Inc                                                     | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |      1600 | NS      | $32499.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT         | American Airlines 2015-2 Class AA Pass Through Trust             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81667 | PA      | $72452.72     | 0.03%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                              | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65146.21     | 0.03%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE         | American Honda Finance Corp                                      | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67630.67     | 0.03%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP            | American International Group Inc                                 | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29035.38     | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC           | Big Yellow Group PLC                                             | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |      8029 | NS      | $111456.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2021-2                  | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $90986.23     | 0.04%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| RS GROUP PLC                   | RS GROUP PLC                                                     | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |      5559 | NS      | $60261.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                        | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     84000 | PA      | $77927.72     | 0.04%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                  | Amphenol Corp                                                    | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     98000 | PA      | $83926.61     | 0.04%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXIII                                                 | CUSIP: 03765YAU8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $391093.96    | 0.18%             | 2033-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                      | Apple Inc                                                        | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     91000 | PA      | $77242.98     | 0.03%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd           | CUSIP: 03881EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $420921.95    | 0.19%             | 2036-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC         | Standard Chartered PLC                                           | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     89654 | NS      | $672921.47    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC            | Imperial Brands PLC                                              | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      2146 | NS      | $53617.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                     | CUSIP: 04621XAH1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51414.90     | 0.02%             | 2023-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MTY Food Group Inc             | MTY Food Group Inc                                               | CUSIP: 55378N107<br>LEI: 5493004BLYNZ8OWF5Z08 | Long             | EC               | CORP              | CA        |      1757 | NS      | $74056.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE        | Walt Disney Co/The                                               | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     72000 | PA      | $64260.00     | 0.03%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Major Drilling Group Internati | Major Drilling Group International Inc                           | CUSIP: 560909103<br>LEI: 549300O1MNHCX2FUBC21 | Long             | EC               | CORP              | CA        |      7849 | NS      | $60983.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc         | Sun Life Financial Inc                                           | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      1700 | NS      | $78910.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nachi-Fujikoshi Corp           | Nachi-Fujikoshi Corp                                             | CUSIP: N/A<br>LEI: 353800VMZ8DPGXDO5U37       | Long             | EC               | CORP              | JP        |      3600 | NS      | $98419.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd    | National Australia Bank Ltd                                      | CUSIP: Q65336119<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |       363 | NS      | $7355.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd | Fairfax Financial Holdings Ltd                                   | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       800 | NS      | $473896.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Surest | Grupo Aeroportuario del Sureste SAB de CV                        | CUSIP: P4950Y100<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |      6345 | NS      | $147830.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                 | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    143000 | PA      | $131703.14    | 0.06%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66529.66     | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Metalurgica Gerdau SA          | Metalurgica Gerdau SA                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |     20100 | NS      | $49414.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Methanex Corp                  | Methanex Corp                                                    | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |       486 | NS      | $18399.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Onex Corp                      | Onex Corp                                                        | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |      1000 | NS      | $48220.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA         | Petroleo Brasileiro SA                                           | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |      7500 | NS      | $39916.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA         | Petroleo Brasileiro SA                                           | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |     24200 | NS      | $112251.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada           | Royal Bank of Canada                                             | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      2200 | NS      | $206839.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia de Saneamento do Parana    | Cia de Saneamento do Parana                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |    163900 | NS      | $113928.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemtrade Logistics Income Fun | Chemtrade Logistics Income Fund                                  | CUSIP: 16387P103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     18403 | NS      | $121916.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                     | Ecolab Inc                                                       | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63569.28     | 0.03%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Arca Continental SAB de CV     | Arca Continental SAB de CV                                       | CUSIP: P0448R103<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |     17400 | NS      | $141118.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd        | Toromont Industries Ltd                                          | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |       200 | NS      | $14432.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The      | Toronto-Dominion Bank/The                                        | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      2400 | NS      | $155397.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipar Carbocloro SA           | Unipar Carbocloro SA                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |      2550 | NS      | $42917.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                   | Entergy Corp                                                     | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    101000 | PA      | $89761.53     | 0.04%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Nihon Dempa Kogyo Co Ltd       | Nihon Dempa Kogyo Co Ltd                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $22472.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                | Nintendo Co Ltd                                                  | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |      8500 | NS      | $355942.64    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     73000 | PA      | $62207.97     | 0.03%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc               | EPAM Systems Inc                                                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      3820 | NS      | $1251966.80   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissui Corp                    | Nissui Corp                                                      | CUSIP: N/A<br>LEI: 529900MPH5BMANQ3EC50       | Long             | EC               | CORP              | JP        |     23900 | NS      | $99951.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT                            | Nippon Telegraph & Telephone Corp                                | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |      3300 | NS      | $94195.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                      | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    133000 | PA      | $120268.18    | 0.05%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GCC SAB de CV                  | GCC SAB de CV                                                    | CUSIP: P4948S124<br>LEI: 254900WY9XL8033CKX68 | Long             | EC               | CORP              | MX        |      5800 | NS      | $38630.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd              | George Weston Ltd                                                | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      1950 | NS      | $241935.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Pizza Royalties Income  | Boston Pizza Royalties Income Fund                               | CUSIP: 101084101<br>LEI: 5493005FU206TUQVFP65 | Long             | EC               | CORP              | CA        |      1763 | NS      | $19635.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Sheet Glass Co Ltd      | Nippon Sheet Glass Co Ltd                                        | CUSIP: N/A<br>LEI: 353800TWQ62HNEKBPW95       | Long             | EC               | CORP              | JP        |     24400 | NS      | $105178.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nipro Corp                     | Nipro Corp                                                       | CUSIP: N/A<br>LEI: 353800AKDDNW0E810O26       | Long             | EC               | CORP              | JP        |     16000 | NS      | $125116.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Next Fifteen Communications Gr | Next Fifteen Communications Group PLC                            | CUSIP: N/A<br>LEI: 213800BK9MBUZUUPMZ63       | Long             | EC               | CORP              | GB        |     11430 | NS      | $136811.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2020-3                       | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102943 | PA      | $101825.66    | 0.05%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION        | Exxon Mobil Corp                                                 | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92806.80     | 0.04%             | 2026-08-16      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Taigen Biopharmaceuticals Hold | Taigen Biopharmaceuticals Holdings Ltd                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     67000 | NS      | $34929.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aritzia Inc                    | Aritzia Inc                                                      | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |      2081 | NS      | $72773.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovacs Robotics Co Ltd        | Ecovacs Robotics Co Ltd                                          | CUSIP: N/A<br>LEI: 836800LJ92X4OLLS2612       | Long             | EC               | CORP              | CN        |       900 | NS      | $9452.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suven Pharmaceuticals Ltd      | Suven Pharmaceuticals Ltd                                        | CUSIP: N/A<br>LEI: 335800QWT92US4D7HR32       | Long             | EC               | CORP              | IN        |      3857 | NS      | $23073.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newborn Town Inc               | Newborn Town Inc                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     92000 | NS      | $21961.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pet Valu Holdings Ltd          | Pet Valu Holdings Ltd                                            | CUSIP: 71584R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1466 | NS      | $42366.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sibanye Stillwater Ltd         | Sibanye Stillwater Ltd                                           | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |      2760 | NS      | $7327.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc   | Alimentation Couche-Tard Inc                                     | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      1800 | NS      | $79098.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzhou Maxwell Technologies Co | Suzhou Maxwell Technologies Co Ltd                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       400 | NS      | $23703.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zomato Ltd                     | Zomato Ltd                                                       | CUSIP: N/A<br>LEI: 335800T4VOF9ETHF8W59       | Long             | EC               | CORP              | IN        |     40908 | NS      | $29178.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cromwell European Real Estate  | Cromwell European Real Estate Investment Trust                   | CUSIP: Y1867K124<br>LEI: 21380093RFHTC319NL93 | Long             | EC               | CORP              | SG        |     17400 | NS      | $27916.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                       | Wise PLC                                                         | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |     17989 | NS      | $121681.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Energia Innovacion y Desarroll | Energia Innovacion y Desarrollo Fotovoltaico SA                  | CUSIP: N/A<br>LEI: 959800T8BZ03XM28L350       | Long             | EC               | CORP              | ES        |      3528 | NS      | $105661.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON REIT Investment Corp    | NIPPON REIT Investment Corp                                      | CUSIP: N/A<br>LEI: 3538004O49OJ90PEXX85       | Long             | EC               | CORP              | JP        |        11 | NS      | $29005.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                 | Atlas Copco AB                                                   | CUSIP: W1R924252<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     69115 | NS      | $818277.26    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON | CUSIP: 46650RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $144778.49    | 0.07%             | 2034-01-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                 | Atlas Copco AB                                                   | CUSIP: W1R924229<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     38605 | NS      | $412469.47    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| OSB Group PLC                  | OSB Group PLC                                                    | CUSIP: N/A<br>LEI: 213800ZBKL9BHSL2K459       | Long             | EC               | CORP              | GB        |     20193 | NS      | $116846.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rothschild & Co                | Rothschild & Co                                                  | CUSIP: N/A<br>LEI: 549300ILF3L0BBIDPZ11       | Long             | EC               | CORP              | FR        |       745 | NS      | $29801.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA               | Pernod Ricard SA                                                 | CUSIP: F72027109<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      6543 | NS      | $1286085.14   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Computer Age Management Servic | Computer Age Management Services Ltd                             | CUSIP: N/A<br>LEI: 33580012MDHMBHWN5Z06       | Long             | EC               | CORP              | IN        |      1080 | NS      | $28926.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Parkland Corp                  | Parkland Corp                                                    | CUSIP: 70137W108<br>LEI: 549300UY5C6HUV0XLS53 | Long             | EC               | CORP              | CA        |      1300 | NS      | $28525.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                     | Merck KGaA                                                       | CUSIP: D5357W103<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |        75 | NS      | $14524.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON              | Johnson & Johnson                                                | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     91000 | PA      | $78273.10     | 0.04%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Juroku Financial Group Inc     | Juroku Financial Group Inc                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3200 | NS      | $69914.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                      | Tesco PLC                                                        | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    321620 | NS      | $872001.34    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON              | Johnson & Johnson                                                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     91000 | PA      | $73402.33     | 0.03%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Iren SpA                       | Iren SpA                                                         | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | EC               | CORP              | IT        |     11747 | NS      | $18517.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sapphire Foods India Ltd       | Sapphire Foods India Ltd                                         | CUSIP: N/A<br>LEI: 335800Y2BJLU8A79CD84       | Long             | EC               | CORP              | IN        |      1275 | NS      | $20559.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anima Holding SpA              | Anima Holding SpA                                                | CUSIP: N/A<br>LEI: 549300T1EREIRH8ICX03       | Long             | EC               | CORP              | IT        |     11228 | NS      | $45102.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allkem Ltd                     | Allkem Ltd                                                       | CUSIP: N/A<br>LEI: 2138006SR6M416DVKM86       | Long             | EC               | CORP              | AU        |      2470 | NS      | $18764.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichitan Group PCL              | Ichitan Group PCL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    297100 | NS      | $96900.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken  | Skandinaviska Enskilda Banken AB                                 | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |     30208 | NS      | $347641.22    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar A/S                      | Solar A/S                                                        | CUSIP: N/A<br>LEI: 21380031XTLI9X5MTY92       | Long             | EC               | CORP              | DK        |      1456 | NS      | $129863.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SFS Group AG                   | SFS Group AG                                                     | CUSIP: N/A<br>LEI: 391200RQ38WAM4BJBO16       | Long             | EC               | CORP              | CH        |       332 | NS      | $31509.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRCON International Ltd        | IRCON International Ltd                                          | CUSIP: N/A<br>LEI: 335800MHXEWYPXT69Y41       | Long             | EC               | CORP              | IN        |    148512 | NS      | $107282.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE           | Dassault Systemes SE                                             | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |      8885 | NS      | $320454.92    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC              | NatWest Group PLC                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    198435 | NS      | $633433.90    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc                | KE Holdings Inc                                                  | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | CN        |      3965 | NS      | $55351.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE          | Schneider Electric SE                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |     10130 | NS      | $1424672.94   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| AustAsia Group Ltd             | AustAsia Group Ltd                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     18440 | NS      | $15048.82     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| NetEase Inc                    | NetEase Inc                                                      | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | CN        |      1900 | NS      | $27695.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jalles Machado SA              | Jalles Machado SA                                                | CUSIP: N/A<br>LEI: 549300S93ZYNLI3P7Q97       | Long             | EC               | CORP              | BR        |     42300 | NS      | $61129.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harbour Energy PLC             | Harbour Energy PLC                                               | CUSIP: N/A<br>LEI: 213800YPC42DYBKVPF97       | Long             | EC               | CORP              | GB        |     13304 | NS      | $49106.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                    | Swedbank AB                                                      | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |     12229 | NS      | $207755.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanzhun Ltd                    | Kanzhun Ltd                                                      | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | CN        |        38 | NS      | $774.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Route Mobile Ltd               | Route Mobile Ltd                                                 | CUSIP: N/A<br>LEI: 254900ACRLX7ASC1F147       | Long             | EC               | CORP              | IN        |      5192 | NS      | $76028.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordic Waterproofing Holding A | Nordic Waterproofing Holding AB                                  | CUSIP: N/A<br>LEI: 5493000T8MZ5GQREJW94       | Long             | EC               | CORP              | SE        |      1403 | NS      | $19573.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                  | Stellantis NV                                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       625 | NS      | $8853.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc         | Algoma Steel Group Inc                                           | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |      4339 | NS      | $27399.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tessenderlo Group SA           | Tessenderlo Group SA                                             | CUSIP: N/A<br>LEI: 549300ZKLIF7RP6EH823       | Long             | EC               | CORP              | BE        |       711 | NS      | $25416.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                  | Trelleborg AB                                                    | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |     17283 | NS      | $399877.19    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                             | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16868.11     | 0.01%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                 | CUSIP: 494550BM7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69811.56     | 0.03%             | 2023-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Tam Jai International Co Ltd   | Tam Jai International Co Ltd                                     | CUSIP: N/A<br>LEI: 98450080E0L0ACS84C98       | Long             | EC               | CORP              | HK        |    125000 | NS      | $42125.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd      | Woodside Energy Group Ltd                                        | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      1634 | NS      | $39534.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     78000 | PA      | $71655.87     | 0.03%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Or | Hellenic Telecommunications Organization SA                      | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |      3397 | NS      | $53053.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| H Lundbeck A/S                 | H Lundbeck A/S                                                   | CUSIP: N/A<br>LEI: 5493006R4KC2OI5D3470       | Long             | EC               | CORP              | DK        |     15654 | NS      | $58650.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bytes Technology Group PLC     | Bytes Technology Group PLC                                       | CUSIP: N/A<br>LEI: 213800LA4DZLFBAC9O33       | Long             | EC               | CORP              | GB        |     18246 | NS      | $85269.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| APM Human Services Internation | APM Human Services International ltd                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     19708 | NS      | $31940.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Interfor Corp                  | Interfor Corp                                                    | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |      3454 | NS      | $53570.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Corp Ltd               | Telstra Corp Ltd                                                 | CUSIP: N/A<br>LEI: PCTXNQGRJVR3OG33JG65       | Long             | EC               | CORP              | AU        |     14358 | NS      | $38989.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bidvest Group Ltd/The          | Bidvest Group Ltd/The                                            | CUSIP: N/A<br>LEI: 5299002ARE4TRMIRGM72       | Long             | EC               | CORP              | ZA        |       701 | NS      | $8834.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd           | Tencent Holdings Ltd                                             | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | CN        |      4080 | NS      | $173409.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| El.En. SpA                     | El.En. SpA                                                       | CUSIP: N/A<br>LEI: 81560012F663E89E7085       | Long             | EC               | CORP              | IT        |      5588 | NS      | $85568.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp               | Nitto Denko Corp                                                 | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |      2100 | NS      | $120801.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NOK Corp                       | NOK Corp                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4500 | NS      | $39782.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd        | Mahindra & Mahindra Ltd                                          | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |     10566 | NS      | $159018.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gujarat Narmada Valley Fertili | Gujarat Narmada Valley Fertilizers & Chemicals Ltd               | CUSIP: N/A<br>LEI: 335800CLY1JH3J6OZH70       | Long             | EC               | CORP              | IN        |      9256 | NS      | $62234.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bairong Inc                    | Bairong Inc                                                      | CUSIP: N/A<br>LEI: 655600R1JGW8TTPKVN84       | Long             | EC               | CORP              | CN        |     55500 | NS      | $75492.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamilnadu Petroproducts Ltd    | Tamilnadu Petroproducts Ltd                                      | CUSIP: N/A<br>LEI: 335800ED3RWNEM1C4635       | Long             | EC               | CORP              | IN        |     28862 | NS      | $31693.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Circuit Electronics Ltd   | Gold Circuit Electronics Ltd                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      8100 | NS      | $22857.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd          | Lynas Rare Earths Ltd                                            | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               | CORP              | MY        |      8487 | NS      | $45014.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Benesse Holdings Inc           | Benesse Holdings Inc                                             | CUSIP: N/A<br>LEI: 549300XOPEJA8L2IV934       | Long             | EC               | CORP              | JP        |      1400 | NS      | $21392.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Shiraishi Corp        | Oriental Shiraishi Corp                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     28600 | NS      | $61631.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Synlab AG                      | Synlab AG                                                        | CUSIP: N/A<br>LEI: 984500883BA5AQ14C037       | Long             | EC               | CORP              | DE        |      4832 | NS      | $58631.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                      | Coface SA                                                        | CUSIP: N/A<br>LEI: 96950025N07LTJYFSN57       | Long             | EC               | CORP              | FR        |      4969 | NS      | $64764.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                   | DNB Bank ASA                                                     | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     16992 | NS      | $336410.02    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                     | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     62000 | PA      | $48980.00     | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2020-VKNG                           | CUSIP: 12433YAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $66703.85     | 0.03%             | 2037-10-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldcrest Co Ltd               | Goldcrest Co Ltd                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8100 | NS      | $103717.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J Trust Co Ltd                 | J Trust Co Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11100 | NS      | $43332.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Simcere Pharmaceutical Group L | Simcere Pharmaceutical Group Ltd                                 | CUSIP: N/A<br>LEI: 254900WU599EZJIML194       | Long             | EC               | CORP              | CN        |     28000 | NS      | $41693.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALK-Abello A/S                 | ALK-Abello A/S                                                   | CUSIP: K03294137<br>LEI: 529900SGCREUZCZ7P020 | Long             | EC               | CORP              | DK        |      2312 | NS      | $32071.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2021-J3                                                | CUSIP: 12565VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535870 | PA      | $414420.34    | 0.19%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                  | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    247000 | PA      | $240990.74    | 0.11%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rana Gruber ASA                | Rana Gruber ASA                                                  | CUSIP: N/A<br>LEI: 5493003MBTQHX9VNKN13       | Long             | EC               | CORP              | NO        |     13112 | NS      | $68124.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morimatsu International Holdin | Morimatsu International Holdings Co Ltd                          | CUSIP: N/A<br>LEI: 254900S979D8JU8HAB24       | Long             | EC               | CORP              | CN        |     32000 | NS      | $35552.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 29Metals Ltd                   | 29Metals Ltd                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     44409 | NS      | $57650.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Renewi PLC                     | Renewi PLC                                                       | CUSIP: N/A<br>LEI: 213800CNEIDZBL17KU22       | Long             | EC               | CORP              | GB        |      5727 | NS      | $41443.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Karnataka Bank Ltd/The         | Karnataka Bank Ltd/The                                           | CUSIP: Y4590V128<br>LEI: 335800G1GTTVASBXVW10 | Long             | EC               | CORP              | IN        |     31968 | NS      | $58602.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kotak Mahindra Bank Ltd        | Kotak Mahindra Bank Ltd                                          | CUSIP: N/A<br>LEI: 335800E6GTTXKHXE2I75       | Long             | EC               | CORP              | IN        |      9633 | NS      | $211946.61    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd         | LG Energy Solution Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       233 | NS      | $80731.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Triputra Agro Persada PT       | Triputra Agro Persada PT                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |    954200 | NS      | $38892.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grange Resources Ltd           | Grange Resources Ltd                                             | CUSIP: N/A<br>LEI: 529900NMGGZAKQ0JZU73       | Long             | EC               | CORP              | AU        |    157434 | NS      | $90157.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IDOM Inc                       | IDOM Inc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8000 | NS      | $40125.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG              | Belimo Holding AG                                                | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |        67 | NS      | $32011.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd              | PetroChina Co Ltd                                                | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |     50500 | NS      | $36112.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPEC CORP                   | China Petroleum & Chemical Corp                                  | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |     74300 | NS      | $46627.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIC Motor Corp Ltd            | SAIC Motor Corp Ltd                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     18168 | NS      | $37691.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unimicron Technology Corp      | Unimicron Technology Corp                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     21000 | NS      | $81869.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Via Technologies Inc           | Via Technologies Inc                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     16000 | NS      | $34954.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co Ltd         | Kweichow Moutai Co Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       600 | NS      | $148473.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Co Ltd        | Great Wall Motor Co Ltd                                          | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |      5300 | NS      | $22594.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp              | Nippon Steel Corp                                                | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |      9600 | NS      | $167145.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Electric Glass Co Ltd   | Nippon Electric Glass Co Ltd                                     | CUSIP: N/A<br>LEI: 529900NCIGSAX4V03234       | Long             | EC               | CORP              | JP        |      4200 | NS      | $74989.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co               | Hyundai Motor Co                                                 | CUSIP: Y38472224<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |         7 | NS      | $410.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACC Ltd                        | ACC Ltd                                                          | CUSIP: N/A<br>LEI: 335800569A6H12LH4677       | Long             | EC               | CORP              | IN        |      1083 | NS      | $31878.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CNRE                           | China Northern Rare Earth Group High-Tech Co Ltd                 | CUSIP: N/A<br>LEI: 300300CY5TYMU38UDM49       | Long             | EC               | CORP              | CN        |      4600 | NS      | $16581.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TBEA Co Ltd                    | TBEA Co Ltd                                                      | CUSIP: N/A<br>LEI: 300300NIEBMOQ4DNLE36       | Long             | EC               | CORP              | CN        |       500 | NS      | $1444.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshinbo Holdings Inc         | Nisshinbo Holdings Inc                                           | CUSIP: N/A<br>LEI: 353800YAM89GL5GPHB47       | Long             | EC               | CORP              | JP        |     21700 | NS      | $159616.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Thompson Co Ltd         | Nippon Thompson Co Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     29400 | NS      | $115541.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd | COSCO SHIPPING Holdings Co Ltd                                   | CUSIP: N/A<br>LEI: 3003009XI0QGYYA29S17       | Long             | EC               | CORP              | CN        |     30200 | NS      | $44664.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanxi Fen Wine                | Shanxi Xinghuacun Fen Wine Factory Co Ltd                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       878 | NS      | $36005.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co Ltd            | DB Insurance Co Ltd                                              | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |       631 | NS      | $32726.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Agri-Resources Ltd      | Golden Agri-Resources Ltd                                        | CUSIP: N/A<br>LEI: 529900GAK9LTNC3IFY40       | Long             | EC               | CORP              | SG        |    159200 | NS      | $29683.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT    | Bank Mandiri Persero Tbk PT                                      | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |    139200 | NS      | $88461.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ogaki Kyoritsu Bank Ltd/The    | Ogaki Kyoritsu Bank Ltd/The                                      | CUSIP: N/A<br>LEI: 549300M5X5T6C27W3H96       | Long             | EC               | CORP              | JP        |      1400 | NS      | $19940.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-BNK2                         | CUSIP: 61690YBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $155606.72    | 0.07%             | 2049-11-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    235000 | PA      | $218272.23    | 0.10%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Oita Bank Ltd/The              | Oita Bank Ltd/The                                                | CUSIP: N/A<br>LEI: 35380074A4QB6YEFB933       | Long             | EC               | CORP              | JP        |      2200 | NS      | $34191.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamoto Machine Tool Works Ltd | Okamoto Machine Tool Works Ltd                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $42699.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongwei Co Ltd                 | Tongwei Co Ltd                                                   | CUSIP: N/A<br>LEI: 3003009CW4QYMCG0BH89       | Long             | EC               | CORP              | CN        |     10500 | NS      | $58298.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Brewery Co Ltd       | Chongqing Brewery Co Ltd                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      1100 | NS      | $20165.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd      | Ono Pharmaceutical Co Ltd                                        | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |     10000 | NS      | $233926.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Soda Co Ltd              | Osaka Soda Co Ltd                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $55430.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daihen Corp                    | Daihen Corp                                                      | CUSIP: N/A<br>LEI: 353800VGTLA3QRNG5478       | Long             | EC               | CORP              | JP        |       900 | NS      | $26223.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK-Electronics Co Ltd          | SK-Electronics Co Ltd                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3600 | NS      | $31012.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangnong Chemical              | Jiangsu Yangnong Chemical Co Ltd                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       700 | NS      | $10455.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPeng Inc                      | XPeng Inc                                                        | CUSIP: N/A<br>LEI: 549300TZNMIREMWQU857       | Long             | EC               | CORP              | CN        |      9946 | NS      | $49437.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     37000 | PA      | $28302.00     | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    101000 | PA      | $92938.08     | 0.04%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Tokyu REIT Inc                 | Tokyu REIT Inc                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        90 | NS      | $141823.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinsus Interconnect Technology | Kinsus Interconnect Technology Corp                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     10000 | NS      | $33953.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakaku.com Inc                 | Kakaku.com Inc                                                   | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |       900 | NS      | $14475.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc             | POSCO Holdings Inc                                               | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |      1064 | NS      | $234196.77    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyplex Corp Ltd              | Polyplex Corp Ltd                                                | CUSIP: Y7062F125<br>LEI: 335800OF9NJ7RT12XQ96 | Long             | EC               | CORP              | IN        |      2886 | NS      | $55416.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Investments Ltd        | Premier Investments Ltd                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3348 | NS      | $56537.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd                   | JB Hi-Fi Ltd                                                     | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |      5806 | NS      | $165635.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC P&C                       | PICC Property & Casualty Co Ltd                                  | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |    268000 | NS      | $253669.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Shyam Metalics & Energy Ltd    | Shyam Metalics & Energy Ltd                                      | CUSIP: N/A<br>LEI: 335800JWO762VAY1IE64       | Long             | EC               | CORP              | IN        |     10274 | NS      | $38860.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                      | Shell PLC                                                        | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     14300 | NS      | $406375.34    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AVICHINA                       | AviChina Industry & Technology Co Ltd                            | CUSIP: N/A<br>LEI: 5299003TVA3JVDKJGF39       | Long             | EC               | CORP              | CN        |     98000 | NS      | $44054.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    146000 | PA      | $137340.74    | 0.06%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Honeys Holdings Co Ltd         | Honeys Holdings Co Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4500 | NS      | $47754.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd        | QBE Insurance Group Ltd                                          | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     22038 | NS      | $201311.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                      | Shell PLC                                                        | CUSIP: G80827101<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     53622 | NS      | $1525594.89   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Sansera Engineering Ltd        | Sansera Engineering Ltd                                          | CUSIP: N/A<br>LEI: 3358004168BALQ8FFF96       | Long             | EC               | CORP              | IN        |      5937 | NS      | $53448.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd    | Northern Star Resources Ltd                                      | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |     29166 | NS      | $213572.43    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sitronix Technology Corp       | Sitronix Technology Corp                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     10000 | NS      | $57686.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AfreecaTV Co Ltd               | AfreecaTV Co Ltd                                                 | CUSIP: Y63806106<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       514 | NS      | $29221.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNI Tbk PT                     | Bank Negara Indonesia Persero Tbk PT                             | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | EC               | CORP              | ID        |    136600 | NS      | $80640.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG       | Daimler Truck Holding AG                                         | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |     34387 | NS      | $1065418.02   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloomage Biotechnology Corp Lt | Bloomage Biotechnology Corp Ltd                                  | CUSIP: Y09081103<br>LEI: 3003000JYMDZWD0IUE82 | Long             | EC               | CORP              | CN        |       652 | NS      | $12641.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosho Co Ltd                   | Tosho Co Ltd                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $21131.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Look Holdings Inc              | Look Holdings Inc                                                | CUSIP: N/A<br>LEI: 5299001O3M39KJW47L76       | Long             | EC               | CORP              | JP        |      2300 | NS      | $42163.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA  | Industria de Diseno Textil SA                                    | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |     10738 | NS      | $285932.14    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Godawari Power and Ispat Ltd   | Godawari Power and Ispat Ltd                                     | CUSIP: N/A<br>LEI: 335800BC29IHAN5IOG37       | Long             | EC               | CORP              | IN        |     19269 | NS      | $86712.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                   | Ricoh Co Ltd                                                     | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |     14700 | NS      | $112753.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ridley Corp Ltd                | Ridley Corp Ltd                                                  | CUSIP: N/A<br>LEI: 549300UQM21UZW8DVW82       | Long             | EC               | CORP              | AU        |    136090 | NS      | $183036.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandfire Resources Ltd         | Sandfire Resources Ltd                                           | CUSIP: N/A<br>LEI: 213800ZW52P23FVH1V47       | Long             | EC               | CORP              | AU        |     10772 | NS      | $39500.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Surface Mounting Techno | Taiwan Surface Mounting Technology Corp                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     11000 | NS      | $31827.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Michelin                       | Cie Generale des Etablissements Michelin SCA                     | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     58093 | NS      | $1615380.84   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                  | Axis Bank Ltd                                                    | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |     17466 | NS      | $196315.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Betsson AB                     | Betsson AB                                                       | CUSIP: N/A<br>LEI: 549300W61XW8OFGBG077       | Long             | EC               | CORP              | SE        |     14450 | NS      | $117529.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PCL                      | SCB X PCL                                                        | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               | CORP              | TH        |    135300 | NS      | $417990.47    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wihlborgs Fastigheter AB       | Wihlborgs Fastigheter AB                                         | CUSIP: N/A<br>LEI: 549300RC1YDJPITF8X06       | Long             | EC               | CORP              | SE        |      5595 | NS      | $42312.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                      | Aviva PLC                                                        | CUSIP: G0683Q158<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     97066 | NS      | $517378.11    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BioGaia AB                     | BioGaia AB                                                       | CUSIP: W2R76H103<br>LEI: 549300UBUJOY2L7TT361 | Long             | EC               | CORP              | SE        |      8387 | NS      | $67231.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japfa Ltd                      | Japfa Ltd                                                        | CUSIP: N/A<br>LEI: 254900A471SL0Z6E1X90       | Long             | EC               | CORP              | SG        |     92200 | NS      | $23703.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Autowell Technology Co Lt | Wuxi Autowell Technology Co Ltd                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       200 | NS      | $5781.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd        | Recruit Holdings Co Ltd                                          | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      6800 | NS      | $216266.23    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Inwido AB                      | Inwido AB                                                        | CUSIP: N/A<br>LEI: 529900A9NKQW5UTHBG13       | Long             | EC               | CORP              | SE        |      2281 | NS      | $24257.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd         | ANZ Group Holdings Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1701 | NS      | $27401.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    146000 | PA      | $114904.04    | 0.05%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd   | Canadian Pacific Railway Ltd                                     | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     29570 | NS      | $2205626.30   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2021-1 LTD                                        | CUSIP: 14316MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242544.83    | 0.11%             | 2034-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    145000 | PA      | $122185.12    | 0.06%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE       | Caterpillar Financial Services Corp                              | CUSIP: 14912L6G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92234.46     | 0.04%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Globalwafers Co Ltd            | Globalwafers Co Ltd                                              | CUSIP: N/A<br>LEI: 529900V6RTNF3U5EGX67       | Long             | EC               | CORP              | TW        |      3000 | NS      | $41675.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaanxi Coal Industry Co Ltd   | Shaanxi Coal Industry Co Ltd                                     | CUSIP: Y7679D109<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3000 | NS      | $8021.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India            | State Bank of India                                              | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | EC               | CORP              | IN        |      9529 | NS      | $70410.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EVT Ltd                        | EVT Ltd                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3940 | NS      | $34108.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Humasis Co Ltd                 | Humasis Co Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2099 | NS      | $23552.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MRT Inc/JP                     | MRT Inc/JP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $18458.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Development PJSC         | Emaar Development PJSC                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |     41164 | NS      | $49441.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AcadeMedia AB                  | AcadeMedia AB                                                    | CUSIP: N/A<br>LEI: 549300H47PGHY4JNKO68       | Long             | EC               | CORP              | SE        |      6941 | NS      | $29653.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CG SERVICES                    | Country Garden Services Holdings Co Ltd                          | CUSIP: N/A<br>LEI: 549300P2JRKENZSEBB42       | Long             | EC               | CORP              | CN        |     12500 | NS      | $30955.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd          | Genting Singapore Ltd                                            | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |    105100 | NS      | $75002.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lovisa Holdings Ltd            | Lovisa Holdings Ltd                                              | CUSIP: N/A<br>LEI: 549300R4Y8GURIO5MN11       | Long             | EC               | CORP              | AU        |      3553 | NS      | $55807.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIC Motor Corp Ltd            | BAIC Motor Corp Ltd                                              | CUSIP: N/A<br>LEI: 5299003EYHISIDNLZQ19       | Long             | EC               | CORP              | CN        |    146000 | NS      | $38726.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International Inc          | TFI International Inc                                            | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       400 | NS      | $40062.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubis SCA                      | Rubis SCA                                                        | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               | CORP              | FR        |       793 | NS      | $20880.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Mar23                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -9 | NC      | $10106.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Mar23                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $9087.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilia AB                       | Bilia AB                                                         | CUSIP: N/A<br>LEI: 2138002GW5WN1UYZAO32       | Long             | EC               | CORP              | SE        |      1510 | NS      | $16588.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Corp/Republic of Korea   | Orion Corp/Republic of Korea                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1214 | NS      | $123306.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Mar23                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -7 | NC      | $10047.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaos Corp                    | Danaos Corp                                                      | CUSIP: N/A<br>LEI: 734IM3DNDNT36T7YTD24       | Long             | EC               | CORP              | GR        |       840 | NS      | $44234.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Mutual Ltd                 | Old Mutual Ltd                                                   | CUSIP: N/A<br>LEI: 213800MON84ZWWPQCN47       | Long             | EC               | CORP              | ZA        |    109330 | NS      | $67206.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                  | AIB Group PLC                                                    | CUSIP: G0R4HJ106<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     27271 | NS      | $105120.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento do Parana    | Cia de Saneamento do Parana                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     33300 | NS      | $113906.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JSB Co Ltd                     | JSB Co Ltd                                                       | CUSIP: N/A<br>LEI: 35380022ZQMJUL3XRB84       | Long             | EC               | CORP              | JP        |       900 | NS      | $27891.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Ship Lease Inc          | Global Ship Lease Inc                                            | CUSIP: N/A<br>LEI: 254900GLZ0J5N8UZM071       | Long             | EC               | CORP              | GB        |      2226 | NS      | $37062.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                            | CDX.NA.HY.39.V1 (BUY PROTECTION)                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $2743.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                        | Sika AG                                                          | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |      5962 | NS      | $1438567.36   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corp                    | Wiwynn Corp                                                      | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |      3000 | NS      | $77734.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Reinet Investments SCA         | Reinet Investments SCA                                           | CUSIP: N/A<br>LEI: 222100830RQTFVV22S80       | Long             | EC               | CORP              | LU        |      3446 | NS      | $66657.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Real Estate Holding Ltd  | Midea Real Estate Holding Ltd                                    | CUSIP: N/A<br>LEI: 300300CW5XG771ZXV614       | Long             | EC               | CORP              | CN        |     30400 | NS      | $46447.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                  | SoftBank Corp                                                    | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |      7600 | NS      | $85931.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dwarikesh Sugar Industries Ltd | Dwarikesh Sugar Industries Ltd                                   | CUSIP: N/A<br>LEI: 3358005MCPZC1CCO8O52       | Long             | EC               | CORP              | IN        |     16727 | NS      | $21214.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atacadao SA                    | Atacadao SA                                                      | CUSIP: N/A<br>LEI: 549300SMI26ISJIRM371       | Long             | EC               | CORP              | BR        |     19700 | NS      | $55185.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Huayou Cobalt Co Ltd  | Zhejiang Huayou Cobalt Co Ltd                                    | CUSIP: N/A<br>LEI: 30030099QFLNMEGP7M05       | Long             | EC               | CORP              | CN        |       650 | NS      | $5203.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KPIT Technologies Ltd          | KPIT Technologies Ltd                                            | CUSIP: N/A<br>LEI: 3358009MOTWWU66WMV49       | Long             | EC               | CORP              | IN        |      8554 | NS      | $72513.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co Ltd           | Hyundai Rotem Co Ltd                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2340 | NS      | $52143.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp           | Thomson Reuters Corp                                             | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      9680 | NS      | $1104263.51   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bethel Automotive Safety Syste | Bethel Automotive Safety Systems Co Ltd                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      1000 | NS      | $11472.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sok Marketler Ticaret AS       | Sok Marketler Ticaret AS                                         | CUSIP: N/A<br>LEI: 7890005KB5WP0KUURR88       | Long             | EC               | CORP              | TR        |     27886 | NS      | $41693.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascott Trust        | CapitaLand Ascott Trust                                          | CUSIP: Y0261Y177<br>LEI: 549300W6RTG7Y32IWY65 | Long             | EC               | CORP              | SG        |    159100 | NS      | $124811.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| La Francaise des Jeux SAEM     | La Francaise des Jeux SAEM                                       | CUSIP: F55896108<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      3739 | NS      | $150214.12    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensirion Holding AG           | Sensirion Holding AG                                             | CUSIP: N/A<br>LEI: 894500ANJ9YNE8YCTT04       | Long             | EC               | CORP              | CH        |       201 | NS      | $21381.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOSiLA Logistics REIT Inc      | SOSiLA Logistics REIT Inc                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        32 | NS      | $33349.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carel Industries SpA           | Carel Industries SpA                                             | CUSIP: N/A<br>LEI: 815600115DA6E507AE33       | Long             | EC               | CORP              | IT        |      1558 | NS      | $39162.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KPP Group Holdings Co Ltd      | KPP Group Holdings Co Ltd                                        | CUSIP: N/A<br>LEI: 3538004R8XRJE52GJZ81       | Long             | EC               | CORP              | JP        |      5400 | NS      | $32225.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev SA                       | Ambev SA                                                         | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |    500000 | NS      | $1378853.17   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Rightmove PLC                  | Rightmove PLC                                                    | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |      7524 | NS      | $46582.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc      | Woori Financial Group Inc                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1814 | NS      | $16663.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                    | Moncler SpA                                                      | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |      2486 | NS      | $132331.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI PLC                        | IMI PLC                                                          | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |     10108 | NS      | $157338.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Energy Exchange Ltd     | Indian Energy Exchange Ltd                                       | CUSIP: N/A<br>LEI: 335800JRG8ZOKN1KAE97       | Long             | EC               | CORP              | IN        |      9111 | NS      | $15366.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Lifesciences PCL          | Mega Lifesciences PCL                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     22800 | NS      | $30756.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H&R Real Estate Investment Tru | H&R Real Estate Investment Trust                                 | CUSIP: 403925407<br>LEI: 549300TGNP6B6GUVGW10 | Long             | EC               | CORP              | CA        |      9907 | NS      | $88606.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SkiStar AB                     | SkiStar AB                                                       | CUSIP: N/A<br>LEI: 529900CD7HSJ1CZS7089       | Long             | EC               | CORP              | SE        |      6775 | NS      | $72227.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Britannia Industries Ltd       | Britannia Industries Ltd                                         | CUSIP: N/A<br>LEI: 335800RRN5EVHNNAXN80       | Long             | EC               | CORP              | IN        |      4221 | NS      | $219459.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Logistics Network Ltd    | Kerry Logistics Network Ltd                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     46500 | NS      | $83717.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ABLBio Inc                     | ABLBio Inc                                                       | CUSIP: N/A<br>LEI: 9884007BRC71Y64NK235       | Long             | EC               | CORP              | KR        |      1179 | NS      | $21660.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV   | Orbia Advance Corp SAB de CV                                     | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | EC               | CORP              | MX        |     10200 | NS      | $18084.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orora Ltd                      | Orora Ltd                                                        | CUSIP: N/A<br>LEI: 549300WFEQJK35VDF789       | Long             | EC               | CORP              | AU        |     42134 | NS      | $82843.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPEC SEG                    | Sinopec Engineering Group Co Ltd                                 | CUSIP: N/A<br>LEI: 529900MZVFFC7D57VV51       | Long             | EC               | CORP              | CN        |    212000 | NS      | $93173.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co Ltd | China Galaxy Securities Co Ltd                                   | CUSIP: N/A<br>LEI: 3003008KFQXO06OK8582       | Long             | EC               | CORP              | CN        |    138800 | NS      | $67762.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltronic Power Technology Cor | Voltronic Power Technology Corp                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $50178.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicony Power Technology Co Lt | Chicony Power Technology Co Ltd                                  | CUSIP: N/A<br>LEI: 254900V2YIHP8ADVM184       | Long             | EC               | CORP              | TW        |     14000 | NS      | $33238.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG               | Coca-Cola HBC AG                                                 | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |      5650 | NS      | $134861.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PI Industries Ltd              | PI Industries Ltd                                                | CUSIP: N/A<br>LEI: 335800PEGP94E4CC1D11       | Long             | EC               | CORP              | IN        |       378 | NS      | $15594.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Konoike Transport Co Ltd       | Konoike Transport Co Ltd                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5900 | NS      | $71615.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chularat Hospital PCL          | Chularat Hospital PCL                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    718800 | NS      | $76295.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRP Inc                        | BRP Inc                                                          | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      1847 | NS      | $140816.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GEMDALE PPT                    | Gemdale Properties & Investment Corp Ltd                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   1070000 | NS      | $87066.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Financial Group Co Ltd      | JB Financial Group Co Ltd                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     18050 | NS      | $113003.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Burkhalter Holding AG          | Burkhalter Holding AG                                            | CUSIP: N/A<br>LEI: 3912002Q7RGEIHPQ0J90       | Long             | EC               | CORP              | CH        |       591 | NS      | $48987.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| True North Commercial Real Est | True North Commercial Real Estate Investment Trust               | CUSIP: 89784Y209<br>LEI: 549300YNVXL47MQ1QU61 | Long             | EC               | CORP              | CA        |     12451 | NS      | $53243.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keywords Studios PLC           | Keywords Studios PLC                                             | CUSIP: N/A<br>LEI: 2138007VR9ZYCWS7VE12       | Long             | EC               | CORP              | IE        |      1109 | NS      | $36543.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LabGenomics Co Ltd             | LabGenomics Co Ltd                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      4620 | NS      | $22905.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirent Communications PLC     | Spirent Communications PLC                                       | CUSIP: N/A<br>LEI: 213800HKCUNWP1916L38       | Long             | EC               | CORP              | GB        |     17144 | NS      | $53916.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd                    | Plus500 Ltd                                                      | CUSIP: N/A<br>LEI: 549300X8NGW9C5OJZU13       | Long             | EC               | CORP              | IL        |      4497 | NS      | $97958.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Paints Ltd               | Asian Paints Ltd                                                 | CUSIP: N/A<br>LEI: 335800HEHXGYRUNERD75       | Long             | EC               | CORP              | IN        |      5870 | NS      | $219143.74    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp                 | Atlassian Corp                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      6850 | NS      | $881458.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC              | HSBC Holdings PLC                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    240946 | NS      | $1502659.63   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| ProSiebenSat.1 Media SE        | ProSiebenSat.1 Media SE                                          | CUSIP: N/A<br>LEI: 529900NY0WWQUKOMWQ37       | Long             | EC               | CORP              | DE        |      4353 | NS      | $38907.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV  | Koninklijke Ahold Delhaize NV                                    | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      9966 | NS      | $286360.94    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS 2021-AGW Mortgage Trust                                    | CUSIP: 05493HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93443.40     | 0.04%             | 2036-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC           | BAT International Finance PLC                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    151000 | PA      | $133587.89    | 0.06%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC      | Bank of Ireland Group PLC                                        | CUSIP: G0756R109<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     74026 | NS      | $701890.08    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Accent Group Ltd               | Accent Group Ltd                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     54169 | NS      | $61889.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fusheng Precision Co Ltd       | Fusheng Precision Co Ltd                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      9000 | NS      | $61613.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitas Holdings Ltd/India     | Equitas Holdings Ltd/India                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |     55378 | NS      | $83628.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS 2018-TALL Mortgage Trust                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $186449.62    | 0.08%             | 2037-03-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC       | Howden Joinery Group PLC                                         | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |     21407 | NS      | $145488.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Comet Holding AG               | Comet Holding AG                                                 | CUSIP: N/A<br>LEI: 506700PGOL747J76WC96       | Long             | EC               | CORP              | CH        |       575 | NS      | $122385.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Raffles Medical Group Ltd      | Raffles Medical Group Ltd                                        | CUSIP: N/A<br>LEI: 254900BARSOMRVZFY947       | Long             | EC               | CORP              | SG        |    158900 | NS      | $166167.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC      | Legal & General Group PLC                                        | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |    112789 | NS      | $340640.89    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc                      | Baidu Inc                                                        | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | CN        |      4295 | NS      | $491262.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Co Ltd              | HD Hyundai Co Ltd                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       480 | NS      | $21771.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishi-Nippon Financial Holding | Nishi-Nippon Financial Holdings Inc                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13600 | NS      | $99507.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Advanced Materials PLC  | Morgan Advanced Materials PLC                                    | CUSIP: N/A<br>LEI: I4K14LL95N2PHDL7EG85       | Long             | EC               | CORP              | GB        |     17993 | NS      | $68454.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                             | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73426.50     | 0.03%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIGERMED                       | Hangzhou Tigermed Consulting Co Ltd                              | CUSIP: Y3043G100<br>LEI: 300300CP4N8WDF6DOO67 | Long             | EC               | CORP              | CN        |       600 | NS      | $9050.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tianqi Lithium Corp            | Tianqi Lithium Corp                                              | CUSIP: N/A<br>LEI: 300300IZ1J0MQ8YVEG66       | Long             | EC               | CORP              | CN        |       700 | NS      | $7938.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dong-E-E-Jiao Co Ltd           | Dong-E-E-Jiao Co Ltd                                             | CUSIP: Y7689C109<br>LEI: 655600E60FK5WI9EWB37 | Long             | EC               | CORP              | CN        |      1500 | NS      | $8783.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Luzhou Laojiao Co Ltd          | Luzhou Laojiao Co Ltd                                            | CUSIP: Y5347R104<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       300 | NS      | $9640.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YANGHE                         | Jiangsu Yanghe Brewery Joint-Stock Co Ltd                        | CUSIP: N/A<br>LEI: 655600IQ7FXTTBKI8H68       | Long             | EC               | CORP              | CN        |      3500 | NS      | $80571.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co Ltd         | Wuliangye Yibin Co Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       700 | NS      | $18124.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                     | BYD Co Ltd                                                       | CUSIP: Y1023R120<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      1400 | NS      | $51784.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KSTAR                          | Shenzhen Kstar Science And Technology Co Ltd                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      1400 | NS      | $11603.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA          | Red Electrica Corp SA                                            | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |       238 | NS      | $4134.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                     | Ferrari NV                                                       | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |      7712 | NS      | $1650023.06   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Money UK PLC            | Virgin Money UK PLC                                              | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | EC               | CORP              | GB        |     22016 | NS      | $48483.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Glenveagh Properties PLC       | Glenveagh Properties PLC                                         | CUSIP: G39155109<br>LEI: 635400QUQ2YYGMOAK834 | Long             | EC               | CORP              | IE        |    106555 | NS      | $96625.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC              | Compass Group PLC                                                | CUSIP: G23296208<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      3975 | NS      | $91850.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gestamp Automocion SA          | Gestamp Automocion SA                                            | CUSIP: N/A<br>LEI: 95980020140005484363       | Long             | EC               | CORP              | ES        |     13853 | NS      | $53695.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasseur Real Estate Investment | Sasseur Real Estate Investment Trust                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    176100 | NS      | $98932.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61678.53     | 0.03%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    177000 | PA      | $144270.05    | 0.06%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                             | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    196000 | PA      | $182950.12    | 0.08%             | 2025-04-22      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123008.20    | 0.06%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                          | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $102732.72    | 0.05%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                  | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    977654 | PA      | $67862.25     | 0.03%             | 2053-12-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| 4imprint Group PLC             | 4imprint Group PLC                                               | CUSIP: N/A<br>LEI: 213800G95T751RN2CT94       | Long             | EC               | CORP              | GB        |       749 | NS      | $38470.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beacon Container Finance II LL | Beacon Container Finance II LLC                                  | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88333 | PA      | $76193.77     | 0.03%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Serco Group PLC                | Serco Group PLC                                                  | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               | CORP              | GB        |     70493 | NS      | $131829.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                         | BP PLC                                                           | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     46745 | NS      | $271834.47    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B19 Mortgage Trust                                | CUSIP: 08162WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    993658 | PA      | $76006.77     | 0.03%             | 2053-09-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC       | Lloyds Banking Group PLC                                         | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    313303 | NS      | $172045.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Betony CLO 2, Ltd.             | Betony CLO 2 Ltd                                                 | CUSIP: 08763QAA0<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246113.82    | 0.11%             | 2031-04-30      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                    | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74505.23     | 0.03%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                | AstraZeneca PLC                                                  | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     13533 | NS      | $1836644.90   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| CLI Funding LLC                | CLI Funding VIII LLC                                             | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68860 | PA      | $58472.41     | 0.03%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | Sofi Professional Loan Program 2018-B Trust                      | CUSIP: 83404RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62027 | PA      | $60047.87     | 0.03%             | 2047-08-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | Sofi Professional Loan Program 2017-C LLC                        | CUSIP: 83405DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30883 | PA      | $30747.18     | 0.01%             | 2040-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER        | Southwestern Electric Power Co                                   | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     91000 | PA      | $81246.17     | 0.04%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC             | Steel Dynamics Inc                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     73000 | PA      | $61175.75     | 0.03%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT       | Sumitomo Mitsui Trust Bank Ltd                                   | CUSIP: 86563VBA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     71000 | PA      | $64513.37     | 0.03%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC             | Sunnova Helios IV Issuer LLC                                     | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226398 | PA      | $188395.19    | 0.08%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO               | TCI-Symphony CLO 2016-1 Ltd                                      | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $489986.46    | 0.22%             | 2032-10-13      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53757.78     | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14576.77     | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| 360 DigiTech Inc               | 360 DigiTech Inc                                                 | CUSIP: 88557W101<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3372 | NS      | $68653.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                     | 3M Co                                                            | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     93000 | PA      | $87977.91     | 0.04%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA       | Trans-Allegheny Interstate Line Co                               | CUSIP: 893045AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $104210.39    | 0.05%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd             | Trip.com Group Ltd                                               | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | CN        |     39491 | NS      | $1358490.40   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2014-2 A PTT        | United Airlines 2014-2 Class A Pass Through Trust                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40987.25     | 0.02%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24000 | PA      | $19867.50     | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co L | Genius Electronic Optical Co Ltd                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      3000 | NS      | $32705.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hakuhodo DY Holdings Inc       | Hakuhodo DY Holdings Inc                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2700 | NS      | $27346.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway Inc        | GMO Payment Gateway Inc                                          | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |      1100 | NS      | $91463.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Communications Inc       | Japan Communications Inc                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14400 | NS      | $23860.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metcash Ltd                    | Metcash Ltd                                                      | CUSIP: N/A<br>LEI: 25490065W4SN3LZMX216       | Long             | EC               | CORP              | AU        |     22002 | NS      | $59587.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Ferro Ligas da Bahia - FER | Cia Ferro Ligas da Bahia - FERBASA                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |      3200 | NS      | $32704.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EID Parry India Ltd            | EID Parry India Ltd                                              | CUSIP: N/A<br>LEI: 3358004ZRHS61EF74X68       | Long             | EC               | CORP              | IN        |      3709 | NS      | $25472.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wealth Management Inc/ Tokyo   | Wealth Management Inc/ Tokyo                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3800 | NS      | $37970.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Birchcliff Energy Ltd          | Birchcliff Energy Ltd                                            | CUSIP: 090697103<br>LEI: 5493000BBN3EF2L0XW29 | Long             | EC               | CORP              | CA        |      7509 | NS      | $52296.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd | COSCO SHIPPING Holdings Co Ltd                                   | CUSIP: N/A<br>LEI: 3003009XI0QGYYA29S17       | Long             | EC               | CORP              | CN        |     43500 | NS      | $44369.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                       | Engie SA                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     14218 | NS      | $203658.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                   | Leonardo SpA                                                     | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |     20061 | NS      | $172924.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L | Oversea-Chinese Banking Corp Ltd                                 | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |     20800 | NS      | $188735.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New Wave Group AB              | New Wave Group AB                                                | CUSIP: N/A<br>LEI: 5493006EIYZZYQILKS31       | Long             | EC               | CORP              | SE        |      7712 | NS      | $153171.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United Energy Group Ltd        | United Energy Group Ltd                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    378000 | NS      | $37274.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc                      | Baidu Inc                                                        | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | CN        |      2400 | NS      | $34495.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd          | Daiichi Sankyo Co Ltd                                            | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      3500 | NS      | $112166.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                        | ITC Ltd                                                          | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |     26189 | NS      | $104974.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| 888 Holdings PLC               | 888 Holdings PLC                                                 | CUSIP: N/A<br>LEI: 213800H84UJQYSVF9750       | Long             | EC               | CORP              | GI        |     20636 | NS      | $21732.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Group Holding NV       | Telenet Group Holding NV                                         | CUSIP: N/A<br>LEI: 213800FA3K4S56INQI67       | Long             | EC               | CORP              | BE        |      3023 | NS      | $49259.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp   | China Construction Bank Corp                                     | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |    267000 | NS      | $167291.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corp                     | SUMCO Corp                                                       | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Long             | EC               | CORP              | JP        |      9300 | NS      | $124439.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cliq Digital AG                | Cliq Digital AG                                                  | CUSIP: N/A<br>LEI: 5299000KAU5HBSUPV421       | Long             | EC               | CORP              | DE        |      1726 | NS      | $46706.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc       | Hana Financial Group Inc                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     14055 | NS      | $470291.44    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Egypt Co               | Telecom Egypt Co                                                 | CUSIP: N/A<br>LEI: 2138002G9HYJY4EDCG86       | Long             | EC               | CORP              | EG        |     36481 | NS      | $36989.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagegroup PLC                  | Pagegroup PLC                                                    | CUSIP: N/A<br>LEI: 213800JK5ZEQW4AB8G71       | Long             | EC               | CORP              | GB        |      7223 | NS      | $40317.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                               | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18632.66     | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                               | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27378.09     | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                   | Barclays PLC                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    282905 | NS      | $543912.19    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2693511 | PA      | $55751.91     | 0.03%             | 2030-04-25      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137F62P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    995570 | PA      | $55544.27     | 0.03%             | 2030-09-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137FTBP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499685 | PA      | $47216.85     | 0.02%             | 2030-03-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498133 | PA      | $46019.25     | 0.02%             | 2030-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 CLASS AA          | FedEx Corp 2020-1 Class AA Pass Through Trust                    | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239339 | PA      | $194337.02    | 0.09%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bloomsbury Publishing PLC      | Bloomsbury Publishing PLC                                        | CUSIP: N/A<br>LEI: 213800ZL2PEC4C6UOQ53       | Long             | EC               | CORP              | GB        |      3510 | NS      | $19049.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABRDN PROPERTY INCOME TRUST LT | ABRDN PROPERTY INCOME TRUST LTD                                  | CUSIP: G79022110<br>LEI: 549300HHFBWZRKC7RW84 | Long             | EC               | CORP              | GB        |     26106 | NS      | $19732.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FOX CORP                       | Fox Corp                                                         | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    153000 | PA      | $146021.36    | 0.07%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd              | Futu Holdings Ltd                                                | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | HK        |      1992 | NS      | $80974.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2018-HART                           | CUSIP: 36259DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $178132.77    | 0.08%             | 2031-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                     | GSCG Trust 2019-600C                                             | CUSIP: 36260TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $181499.20    | 0.08%             | 2034-09-06      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc              | GXO Logistics Inc                                                | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       159 | NS      | $6787.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                              | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76905.59     | 0.03%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                      | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     91000 | PA      | $82320.97     | 0.04%             | 2026-02-12      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                    | Bouygues SA                                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      9135 | NS      | $274048.90    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                      | Airbus SE                                                        | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | FR        |      2710 | NS      | $322224.11    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    103000 | PA      | $94760.00     | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA     | Assicurazioni Generali SpA                                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |     21821 | NS      | $387526.05    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                     | L'Oreal SA                                                       | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |       123 | NS      | $44125.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt | LVMH Moet Hennessy Louis Vuitton SE                              | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      2185 | NS      | $1587277.01   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA            | Intesa Sanpaolo SpA                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     58529 | NS      | $130577.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA  | EDP - Energias de Portugal SA                                    | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |      1238 | NS      | $6167.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Belships ASA                   | Belships ASA                                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXJCKO49       | Long             | EC               | CORP              | NO        |     28510 | NS      | $41478.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                      | Thales SA                                                        | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       255 | NS      | $32598.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                   | Capgemini SE                                                     | CUSIP: F4973Q101<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       758 | NS      | $127126.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg AS                   | Carlsberg AS                                                     | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |        27 | NS      | $3574.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S         | AP Moller - Maersk A/S                                           | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |        35 | NS      | $77651.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                               | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    103000 | PA      | $87531.98     | 0.04%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Securitas AB                   | Securitas AB                                                     | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |      2161 | NS      | $17989.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bavarian Nordic A/S            | Bavarian Nordic A/S                                              | CUSIP: N/A<br>LEI: 2138006JCDVYIN6INP51       | Long             | EC               | CORP              | DK        |       837 | NS      | $25642.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXI Ltd                                     | CUSIP: 55820JBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239265.25    | 0.11%             | 2032-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CEZ AS                         | CEZ AS                                                           | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | EC               | CORP              | CZ        |       800 | NS      | $27242.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intervest Offices & Warehouses | Intervest Offices & Warehouses NV                                | CUSIP: N/A<br>LEI: 549300MEVEE709A1SM83       | Long             | EC               | CORP              | BE        |       950 | NS      | $19548.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                  | Nemetschek SE                                                    | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |       628 | NS      | $32075.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.          | Marble Point CLO XIV Ltd                                         | CUSIP: 56608KAN3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | KY        |    490000 | PA      | $478867.20    | 0.22%             | 2032-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Repsol SA                      | Repsol SA                                                        | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |      3456 | NS      | $55092.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                         | Sanofi                                                           | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     16601 | NS      | $1606317.95   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Wienerberger AG                | Wienerberger AG                                                  | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |      1198 | NS      | $28999.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rail Vikas Nigam Ltd           | Rail Vikas Nigam Ltd                                             | CUSIP: N/A<br>LEI: 8945004J7EIKTCOWI620       | Long             | EC               | CORP              | IN        |    134682 | NS      | $110916.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Inc                      | Alcon Inc                                                        | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |     20500 | NS      | $1408031.85   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson PLC                   | Ferguson PLC                                                     | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | GB        |      7130 | NS      | $900830.87    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                   | Evolution AB                                                     | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     12890 | NS      | $1258886.53   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd      | Alibaba Group Holding Ltd                                        | CUSIP: G01719114<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |    134248 | NS      | $1482254.28   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang HangKe Technology Inc | Zhejiang HangKe Technology Inc Co                                | CUSIP: Y989L4105<br>LEI: 836800XJKWOSWC94V489 | Long             | EC               | CORP              | CN        |       943 | NS      | $5940.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| InnoCare Pharma Ltd            | InnoCare Pharma Ltd                                              | CUSIP: N/A<br>LEI: 3003001NYJPPWIEOJT79       | Long             | EC               | CORP              | CN        |     16000 | NS      | $27966.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cury Construtora e Incorporado | Cury Construtora e Incorporadora SA                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     32800 | NS      | $77903.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Travis Perkins PLC             | Travis Perkins PLC                                               | CUSIP: N/A<br>LEI: 2138001I27OUBAF22K83       | Long             | EC               | CORP              | GB        |     70583 | NS      | $754773.13    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtel Africa PLC              | Airtel Africa PLC                                                | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |     60733 | NS      | $82061.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruha Nichiro Corp            | Maruha Nichiro Corp                                              | CUSIP: N/A<br>LEI: 529900HGXVKT576NWZ27       | Long             | EC               | CORP              | JP        |      1600 | NS      | $30594.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                        | ISS A/S                                                          | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |      2351 | NS      | $49704.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlorenzo SpA/Ameglia         | Sanlorenzo SpA/Ameglia                                           | CUSIP: N/A<br>LEI: 8156006C71E895860132       | Long             | EC               | CORP              | IT        |      1093 | NS      | $43214.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BW Energy Ltd                  | BW Energy Ltd                                                    | CUSIP: N/A<br>LEI: 5493004D19CJBN3DLD40       | Long             | EC               | CORP              | SG        |     13646 | NS      | $35038.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                     | JD.com Inc                                                       | CUSIP: G8208B101<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |      3491 | NS      | $98133.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Perenti Ltd                    | Perenti Ltd                                                      | CUSIP: N/A<br>LEI: 25490044GUNE4S2E6K11       | Long             | EC               | CORP              | AU        |    187089 | NS      | $166765.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Excellence Commercial Property | Excellence Commercial Property & Facilities Management Group Ltd | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     64000 | NS      | $30556.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SD Biosensor Inc               | SD Biosensor Inc                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       910 | NS      | $21847.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC    | NIPPON EXPRESS HOLDINGS INC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $51324.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verallia SA                    | Verallia SA                                                      | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | EC               | CORP              | FR        |      2625 | NS      | $88934.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BTN                            | Bank Tabungan Negara Persero Tbk PT                              | CUSIP: N/A<br>LEI: 2549009BLYOGL9ZLAW17       | Long             | EC               | CORP              | ID        |    109513 | NS      | $1005.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                   | UBS Group AG                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     67223 | NS      | $1253008.80   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGi Green                    | LONGi Green Energy Technology Co Ltd                             | CUSIP: N/A<br>LEI: 300300NRGAITUP1EZ248       | Long             | EC               | CORP              | CN        |     11988 | NS      | $72910.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ Corp                        | CJ Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       106 | NS      | $7080.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS                 | China Overseas Land & Investment Ltd                             | CUSIP: N/A<br>LEI: 529900I6W35GYKRIZ151       | Long             | EC               | CORP              | HK        |    262000 | NS      | $691582.42    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2020-2                                   | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86538 | PA      | $70393.94     | 0.03%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| BML Inc                        | BML Inc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1000 | NS      | $25305.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Farglory Land Development Co L | Farglory Land Development Co Ltd                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     46000 | NS      | $84995.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                    | Infosys Ltd                                                      | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |       835 | NS      | $15126.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                   | Cochlear Ltd                                                     | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |       129 | NS      | $17911.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Itfor Inc                      | Itfor Inc                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5400 | NS      | $34221.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compeq Manufacturing Co Ltd    | Compeq Manufacturing Co Ltd                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     46000 | NS      | $66545.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd              | PetroChina Co Ltd                                                | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |    680000 | NS      | $311286.23    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| RHB Bank Bhd                   | RHB Bank Bhd                                                     | CUSIP: N/A<br>LEI: 549300ZHRPSV7QIUJT80       | Long             | EC               | CORP              | MY        |      4800 | NS      | $6304.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                      | KDDI Corp                                                        | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |       500 | NS      | $15112.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daihatsu Diesel Manufacturing  | Daihatsu Diesel Manufacturing Co Ltd                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     25800 | NS      | $99717.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiken Corp                    | Daiken Corp                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9100 | NS      | $144255.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co Ltd         | SCREEN Holdings Co Ltd                                           | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |       900 | NS      | $57973.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc     | Daiwa Securities Group Inc                                       | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |     19900 | NS      | $88219.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daishinku Corp                 | Daishinku Corp                                                   | CUSIP: N/A<br>LEI: 353800IDGT2PF2R2EL93       | Long             | EC               | CORP              | JP        |      8100 | NS      | $42177.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Danel Adir Yeoshua Ltd         | Danel Adir Yeoshua Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       454 | NS      | $35511.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc          | Delta Electronics Inc                                            | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |      2000 | NS      | $18631.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA TAIPING                  | China Taiping Insurance Holdings Co Ltd                          | CUSIP: N/A<br>LEI: 529900C2G37NOIADYW07       | Long             | EC               | CORP              | HK        |     40200 | NS      | $50069.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lawson Inc                     | Lawson Inc                                                       | CUSIP: N/A<br>LEI: 529900IWO8XQO92PR233       | Long             | EC               | CORP              | JP        |      1700 | NS      | $65147.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HKEX                           | Hong Kong Exchanges & Clearing Ltd                               | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |      1700 | NS      | $73465.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                     | Disco Corp                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $57493.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DMCI Holdings Inc              | DMCI Holdings Inc                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |    210800 | NS      | $45528.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                | Gold Fields Ltd                                                  | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |     26266 | NS      | $271846.16    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Islamic Bank PJSC        | Dubai Islamic Bank PJSC                                          | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               | CORP              | AE        |    115056 | NS      | $178597.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Indofood Sukses Makmur Tbk PT  | Indofood Sukses Makmur Tbk PT                                    | CUSIP: N/A<br>LEI: 529900E61EV2GTYWZ485       | Long             | EC               | CORP              | ID        |     53100 | NS      | $22939.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TV Asahi Holdings Corp         | TV Asahi Holdings Corp                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2000 | NS      | $20267.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonata Software Ltd            | Sonata Software Ltd                                              | CUSIP: Y8071D135<br>LEI: 335800G5IMSVQ5JFBB25 | Long             | EC               | CORP              | IN        |      5414 | NS      | $36797.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIO Inc                        | NIO Inc                                                          | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | CN        |      1832 | NS      | $17862.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciputra Development Tbk PT     | Ciputra Development Tbk PT                                       | CUSIP: N/A<br>LEI: 2549000JMJUYB9U5Y204       | Long             | EC               | CORP              | ID        |    731500 | NS      | $44170.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPEC CORP                   | China Petroleum & Chemical Corp                                  | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |    410000 | NS      | $198150.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co          | East Japan Railway Co                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |      1700 | NS      | $96996.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiken Chemical Co Ltd          | Eiken Chemical Co Ltd                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $19526.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co Ltd                   | Eisai Co Ltd                                                     | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |      1700 | NS      | $111348.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co Ltd    | Square Enix Holdings Co Ltd                                      | CUSIP: J7659R109<br>LEI: 529900KCRNRDF8DIA489 | Long             | EC               | CORP              | JP        |      2400 | NS      | $111429.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen International Storag | Evergreen International Storage & Transport Corp                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     35000 | NS      | $31632.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosmo First Ltd                | Cosmo First Ltd                                                  | CUSIP: N/A<br>LEI: 335800TL6EEHD9QA2V76       | Long             | EC               | CORP              | IN        |      2859 | NS      | $26347.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd              | Hero MotoCorp Ltd                                                | CUSIP: N/A<br>LEI: 335800Q49FBMZJTRLK49       | Long             | EC               | CORP              | IN        |      4288 | NS      | $141980.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd          | Fast Retailing Co Ltd                                            | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |       400 | NS      | $242401.68    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hwa Shin Co Ltd                | Hwa Shin Co Ltd                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      3070 | NS      | $17703.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Dunia Makmur Tbk PT      | Delta Dunia Makmur Tbk PT                                        | CUSIP: N/A<br>LEI: 2549002M57H2EQ5W6I46       | Long             | EC               | CORP              | ID        |    843200 | NS      | $16436.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group | Mitsubishi UFJ Financial Group Inc                               | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      7200 | NS      | $48571.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nufarm Ltd/Australia           | Nufarm Ltd/Australia                                             | CUSIP: N/A<br>LEI: 529900QVU58IVMPRWJ98       | Long             | EC               | CORP              | AU        |      8697 | NS      | $36078.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME dotCom Bhd                | TIME dotCom Bhd                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     39500 | NS      | $43901.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shidax Corp                    | Shidax Corp                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14700 | NS      | $61040.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    136000 | PA      | $142029.70    | 0.06%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd         | DBS Group Holdings Ltd                                           | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     30450 | NS      | $770884.83    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella Chemifa Corp            | Stella Chemifa Corp                                              | CUSIP: N/A<br>LEI: 529900413RCXZ2LOEY81       | Long             | EC               | CORP              | JP        |      2400 | NS      | $44814.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    183000 | PA      | $160196.37    | 0.07%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| BRILLIANCE CHI                 | Brilliance China Automotive Holdings Ltd                         | CUSIP: N/A<br>LEI: 5299005WPCSQN14NBM26       | Long             | EC               | CORP              | HK        |    658000 | NS      | $368513.21    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co       | Central Japan Railway Co                                         | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |       100 | NS      | $12302.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                        | CSL Ltd                                                          | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |      7220 | NS      | $1407835.55   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Faraday Technology Corp        | Faraday Technology Corp                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4000 | NS      | $18519.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd               | Isuzu Motors Ltd                                                 | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |     89000 | NS      | $1039512.94   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaccs Co Ltd                   | Jaccs Co Ltd                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2300 | NS      | $71752.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd  | Jardine Matheson Holdings Ltd                                    | CUSIP: G50736100<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |      3400 | NS      | $172882.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc              | Japan Tobacco Inc                                                | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |      5000 | NS      | $101100.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                    | Kajima Corp                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2200 | NS      | $25591.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaneka Corp                    | Kaneka Corp                                                      | CUSIP: N/A<br>LEI: 529900FWWCF6RY313R16       | Long             | EC               | CORP              | JP        |      5200 | NS      | $128871.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanto Denka Kogyo Co Ltd       | Kanto Denka Kogyo Co Ltd                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3100 | NS      | $21570.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd      | Kawasaki Kisen Kaisha Ltd                                        | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |      1200 | NS      | $25473.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KYB Corp                       | KYB Corp                                                         | CUSIP: N/A<br>LEI: 353800TNYJJSI69KPE33       | Long             | EC               | CORP              | JP        |      1200 | NS      | $30842.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                       | Kia Corp                                                         | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |      6068 | NS      | $286198.08    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                   | Keyence Corp                                                     | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      3080 | NS      | $1205834.43   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd          | Kirin Holdings Co Ltd                                            | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      1700 | NS      | $26044.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd                 | Kobe Steel Ltd                                                   | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | EC               | CORP              | JP        |     24100 | NS      | $117666.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Komeri Co Ltd                  | Komeri Co Ltd                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1800 | NS      | $37296.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                    | Komatsu Ltd                                                      | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |     75200 | NS      | $1631477.01   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Komori Corp                    | Komori Corp                                                      | CUSIP: N/A<br>LEI: 529900N2ORUZJBR1SB21       | Long             | EC               | CORP              | JP        |     20700 | NS      | $126604.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Corp                    | Hanwha Corp                                                      | CUSIP: N/A<br>LEI: 988400JE9FIHQS7TX614       | Long             | EC               | CORP              | KR        |      3341 | NS      | $68166.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Korean Air Lines Co Ltd        | Korean Air Lines Co Ltd                                          | CUSIP: N/A<br>LEI: 988400C2UFBF4B660C58       | Long             | EC               | CORP              | KR        |      6601 | NS      | $120767.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurabo Industries Ltd          | Kurabo Industries Ltd                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2200 | NS      | $36299.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co Ltd                 | Kuraray Co Ltd                                                   | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |      2700 | NS      | $21581.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumho Petrochemical Co Ltd     | Kumho Petrochemical Co Ltd                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       255 | NS      | $25571.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                  | Lasertec Corp                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5600 | NS      | $930173.29    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co   | Metropolitan Bank & Trust Co                                     | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |     43050 | NS      | $41716.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Fuel QSC                 | Qatar Fuel QSC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |      5914 | NS      | $29205.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd  | CTBC Financial Holding Co Ltd                                    | CUSIP: N/A<br>LEI: 549300IWDYIFW6JXM387       | Long             | EC               | CORP              | TW        |    176000 | NS      | $126495.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CMIC Holdings Co Ltd           | CMIC Holdings Co Ltd                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5900 | NS      | $79686.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SL Corp                        | SL Corp                                                          | CUSIP: N/A<br>LEI: 549300W7X9LRFVNUKN83       | Long             | EC               | CORP              | KR        |      2042 | NS      | $37412.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomen Devices Corp             | Tomen Devices Corp                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $25098.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd  | Geely Automobile Holdings Ltd                                    | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | HK        |     33000 | NS      | $47732.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd            | BlueScope Steel Ltd                                              | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |      9931 | NS      | $113197.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                              | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101447.69    | 0.05%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd     | BOC Hong Kong Holdings Ltd                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      4000 | NS      | $13597.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                     | BYD Co Ltd                                                       | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     14500 | NS      | $356574.13    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Corp                        | LG Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       212 | NS      | $13166.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                       | Bayer AG                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |      3571 | NS      | $184378.99    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Heijmans NV                    | Heijmans NV                                                      | CUSIP: N/A<br>LEI: 724500OUE3PCA809DZ79       | Long             | EC               | CORP              | NL        |      3681 | NS      | $39919.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                        | BASF SE                                                          | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |     32807 | NS      | $1628671.96   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG & Co | Fresenius Medical Care AG & Co KGaA                              | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |     25717 | NS      | $841153.11    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV           | ASM International NV                                             | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |      3310 | NS      | $837959.52    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan | Laurel Road Prime Student Loan Trust 2020-A                      | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162459 | PA      | $145849.43    | 0.07%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                      | Sampo Oyj                                                        | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |      4557 | NS      | $238277.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                    | Randstad NV                                                      | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |     28673 | NS      | $1750963.39   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                     | Allianz SE                                                       | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       422 | NS      | $90740.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Uponor Oyj                     | Uponor Oyj                                                       | CUSIP: X9518X107<br>LEI: 743700KA2GMSYJM3CM12 | Long             | EC               | CORP              | FI        |      3748 | NS      | $66746.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ordina NV                      | Ordina NV                                                        | CUSIP: N/A<br>LEI: 724500MMGD8ICL21IZ39       | Long             | EC               | CORP              | NL        |     19641 | NS      | $81222.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International           | Hermes International                                             | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       173 | NS      | $266962.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                      | Endesa SA                                                        | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |       855 | NS      | $16133.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacquet Metals SACA            | Jacquet Metals SACA                                              | CUSIP: N/A<br>LEI: 969500V8OL3NGL0GKZ37       | Long             | EC               | CORP              | FR        |      1525 | NS      | $27282.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mensch und Maschine Software S | Mensch und Maschine Software SE                                  | CUSIP: N/A<br>LEI: 391200KPS0L1YQ88JY41       | Long             | EC               | CORP              | DE        |       423 | NS      | $20633.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Munich Re                      | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen        | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       211 | NS      | $68609.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe BIC SA                 | Societe BIC SA                                                   | CUSIP: N/A<br>LEI: 969500UR00DF63I0VH67       | Long             | EC               | CORP              | FR        |      2935 | NS      | $200747.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Einhell Germany AG             | Einhell Germany AG                                               | CUSIP: N/A<br>LEI: 529900WKT7CENGR4UW29       | Long             | EP               | CORP              | DE        |       110 | NS      | $16578.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.        | Loanpal Solar Loan 2020-2 Ltd                                    | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204395 | PA      | $170156.38    | 0.08%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mersen SA                      | Mersen SA                                                        | CUSIP: N/A<br>LEI: OQXDLNM5DTBULYMF5U27       | Long             | EC               | CORP              | FR        |       747 | NS      | $30284.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                     | Aurubis AG                                                       | CUSIP: D10004105<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |      1097 | NS      | $89665.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS SA                         | JBS SA                                                           | CUSIP: N/A<br>LEI: 529900RM0MTMZL9O5050       | Long             | EC               | CORP              | BR        |      8700 | NS      | $36185.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Drax Group PLC                 | Drax Group PLC                                                   | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |      6250 | NS      | $53176.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                       | Rexel SA                                                         | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |     97134 | NS      | $1924898.22   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Sangsin Energy Display Precisi | Sangsin Energy Display Precision Co Ltd                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2302 | NS      | $27396.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius Real Estate Ltd         | Sirius Real Estate Ltd                                           | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | EC               | CORP              | DE        |     42096 | NS      | $37509.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| D/S Norden A/S                 | D/S Norden A/S                                                   | CUSIP: N/A<br>LEI: 529900RGXD3CBR3BRU63       | Long             | EC               | CORP              | DK        |      3656 | NS      | $219339.03    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Card Co Ltd            | Samsung Card Co Ltd                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       875 | NS      | $20497.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                        | DSV A/S                                                          | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |      4140 | NS      | $656629.26    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                  | Volkswagen AG                                                    | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |      6965 | NS      | $868106.48    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc        | Lululemon Athletica Inc                                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      2890 | NS      | $925898.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                           | Banco Bilbao Vizcaya Argentaria SA                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      3296 | NS      | $19903.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                      | Kering SA                                                        | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |       931 | NS      | $476467.93    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                     | ANDRITZ AG                                                       | CUSIP: A11123105<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |      1118 | NS      | $63907.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA    | Swissquote Group Holding SA                                      | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |       221 | NS      | $32121.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Krones AG                      | Krones AG                                                        | CUSIP: N/A<br>LEI: 529900NY2GSZWWUBW049       | Long             | EC               | CORP              | DE        |      1692 | NS      | $190149.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2021-FL7 Ltd                                                 | CUSIP: 55284AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $187243.57    | 0.08%             | 2036-10-16      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA           | Banco de Sabadell SA                                             | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |     56244 | NS      | $52951.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrexpo PLC                   | Ferrexpo PLC                                                     | CUSIP: N/A<br>LEI: 213800CEDKSNUTPAQZ41       | Long             | EC               | CORP              | CH        |      7905 | NS      | $15028.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG         | Mercedes-Benz Group AG                                           | CUSIP: D1668R123<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      3236 | NS      | $212357.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                          | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73412.66     | 0.03%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asteria Corp                   | Asteria Corp                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $18877.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA       | Jeronimo Martins SGPS SA                                         | CUSIP: X40338109<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      5184 | NS      | $112093.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     32000 | PA      | $26009.18     | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Gerresheimer AG                | Gerresheimer AG                                                  | CUSIP: N/A<br>LEI: 5299006GD4UWSYZOKC28       | Long             | EC               | CORP              | DE        |       402 | NS      | $27030.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais | Cia Energetica de Minas Gerais                                   | CUSIP: N/A<br>LEI: 254900W703PXLDSEM056       | Long             | EP               | CORP              | BR        |    106801 | NS      | $225344.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinpas Gayrimenkul Yatirim Ort | Sinpas Gayrimenkul Yatirim Ortakligi AS                          | CUSIP: N/A<br>LEI: 789000HBCWJQPLQ3HT14       | Long             | EC               | CORP              | TR        |    153312 | NS      | $28699.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiwin Technologies Corp        | Hiwin Technologies Corp                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      9000 | NS      | $53397.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTA Sports Products Ltd       | ANTA Sports Products Ltd                                         | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | CN        |     12700 | NS      | $166505.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dear Life Co Ltd               | Dear Life Co Ltd                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9900 | NS      | $46307.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd           | Pilbara Minerals Ltd                                             | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |     34639 | NS      | $88267.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland India Trust         | Capitaland India Trust                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     69000 | NS      | $58253.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NRW Holdings Ltd               | NRW Holdings Ltd                                                 | CUSIP: N/A<br>LEI: 5493003S2MORCH0HEL95       | Long             | EC               | CORP              | AU        |     23085 | NS      | $44068.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co         | MatsukiyoCocokara & Co                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $80445.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC    | Reckitt Benckiser Group PLC                                      | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      7175 | NS      | $499160.28    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Ocean Co Ltd               | Pan Ocean Co Ltd                                                 | CUSIP: N/A<br>LEI: 988400HGOJIHDWPIAT45       | Long             | EC               | CORP              | KR        |     10408 | NS      | $47537.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSIDENG                       | Bosideng International Holdings Ltd                              | CUSIP: N/A<br>LEI: 254900G7F1RDM4B3S169       | Long             | EC               | CORP              | HK        |     36000 | NS      | $17115.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                   | CaixaBank SA                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    178942 | NS      | $702395.48    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                   | Iberdrola SA                                                     | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     41664 | NS      | $487362.97    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JINUSHI Co Ltd                 | JINUSHI Co Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $23911.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                     | Strabag SE                                                       | CUSIP: N/A<br>LEI: 529900TYYSRJH2VJSP60       | Long             | EC               | CORP              | AT        |       978 | NS      | $40958.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA              | Bureau Veritas SA                                                | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |      3911 | NS      | $102930.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Persistent Systems Ltd         | Persistent Systems Ltd                                           | CUSIP: N/A<br>LEI: 3358006QYD77Z66S1J89       | Long             | EC               | CORP              | IN        |       595 | NS      | $27848.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NetDragon Websoft Holdings Ltd | NetDragon Websoft Holdings Ltd                                   | CUSIP: N/A<br>LEI: 549300OAYL2PBUPUBR89       | Long             | EC               | CORP              | CN        |     19000 | NS      | $40591.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Resources Ltd            | First Resources Ltd                                              | CUSIP: N/A<br>LEI: 5493007RRD817HUP4O49       | Long             | EC               | CORP              | SG        |     32800 | NS      | $36279.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratorios Farmaceuticos Rov | Laboratorios Farmaceuticos Rovi SA                               | CUSIP: N/A<br>LEI: 95980020140005936480       | Long             | EC               | CORP              | ES        |      1791 | NS      | $69062.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pressance Corp                 | Pressance Corp                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5500 | NS      | $64473.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD ELECTRONIC                 | BYD Electronic International Co Ltd                              | CUSIP: N/A<br>LEI: 5299001O3LAFGRPZ3Y63       | Long             | EC               | CORP              | CN        |      1500 | NS      | $4825.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiny Chemical Industrial Co L | Shiny Chemical Industrial Co Ltd                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     23888 | NS      | $88928.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings | MS&AD Insurance Group Holdings Inc                               | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |      2500 | NS      | $80015.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CPIC                           | China Pacific Insurance Group Co Ltd                             | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |     12200 | NS      | $26940.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS       | Turk Telekomunikasyon AS                                         | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | EC               | CORP              | TR        |     44027 | NS      | $57760.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PFP III                        | PFP 2021-8 Ltd                                                   | CUSIP: 69357XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $93028.52     | 0.04%             | 2037-08-09      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                     | PSMC 2020-3 Trust                                                | CUSIP: 693675AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69175 | PA      | $58516.69     | 0.03%             | 2050-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Seven West Media Ltd           | Seven West Media Ltd                                             | CUSIP: N/A<br>LEI: 5299000SUVHQV28IMC77       | Long             | EC               | CORP              | AU        |     71252 | NS      | $18992.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd          | Palmer Square CLO 2019-1 Ltd                                     | CUSIP: 69700GAJ1<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243951.00    | 0.11%             | 2034-11-14      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| TRAD CHI MED                   | China Traditional Chinese Medicine Holdings Co Ltd               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    112000 | NS      | $50942.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd           | Woolworths Group Ltd                                             | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |      2858 | NS      | $65265.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Xebio Holdings Co Ltd          | Xebio Holdings Co Ltd                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     18300 | NS      | $127693.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co Ltd           | Yakult Honsha Co Ltd                                             | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |       800 | NS      | $52170.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stelco Holdings Inc            | Stelco Holdings Inc                                              | CUSIP: 858522105<br>LEI: 549300K1TSD2M8EKF208 | Long             | EC               | CORP              | CA        |      2302 | NS      | $75299.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamazaki Baking Co Ltd         | Yamazaki Baking Co Ltd                                           | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $33579.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| dormakaba Holding AG           | dormakaba Holding AG                                             | CUSIP: N/A<br>LEI: 529900QMU5ZH99KMQK13       | Long             | EC               | CORP              | CH        |        77 | NS      | $28295.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                  | Schaeffler AG                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | EP               | CORP              | DE        |     13106 | NS      | $89254.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bravida Holding AB             | Bravida Holding AB                                               | CUSIP: N/A<br>LEI: 549300H88IJGPNNL3T61       | Long             | EC               | CORP              | SE        |      3208 | NS      | $34366.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                         | AXA SA                                                           | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       797 | NS      | $22212.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                    | Novartis AG                                                      | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      4724 | NS      | $427906.12    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                      | Reply SpA                                                        | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Long             | EC               | CORP              | IT        |       413 | NS      | $47498.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                       | Adyen NV                                                         | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |       860 | NS      | $1190078.19   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                        | NKT A/S                                                          | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |       452 | NS      | $25545.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG               | Roche Holding AG                                                 | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      4628 | NS      | $1454403.80   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Resilient REIT Ltd             | Resilient REIT Ltd                                               | CUSIP: N/A<br>LEI: 378900F37FF47D486C58       | Long             | EC               | CORP              | ZA        |     13010 | NS      | $41170.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HMS Networks AB                | HMS Networks AB                                                  | CUSIP: N/A<br>LEI: 549300MOY2FDUUDIQ179       | Long             | EC               | CORP              | SE        |       983 | NS      | $32099.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                      | Nestle SA                                                        | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     17506 | NS      | $2021688.87   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                    | Equinor ASA                                                      | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |      3116 | NS      | $111765.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Seazen Holdings Co Ltd         | Seazen Holdings Co Ltd                                           | CUSIP: Y267C9105<br>LEI: 300300TGAEBDZS3VS786 | Long             | EC               | CORP              | CN        |      5300 | NS      | $15546.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                   | ING Groep NV                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    122181 | NS      | $1490653.32   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| PEPSICO INC                    | PepsiCo Inc                                                      | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     84000 | PA      | $74223.91     | 0.03%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Enel SpA                       | Enel SpA                                                         | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    147172 | NS      | $791530.74    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Karur Vysya Bank Ltd/The       | Karur Vysya Bank Ltd/The                                         | CUSIP: Y4589P124<br>LEI: 335800GFMDHTPWI6JP97 | Long             | EC               | CORP              | IN        |    137895 | NS      | $188463.57    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd            | WiseTech Global Ltd                                              | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |      5151 | NS      | $177626.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18900 | PA      | $17057.25     | 0.01%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     59000 | PA      | $52749.69     | 0.02%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Hornbach Holding AG & Co KGaA  | Hornbach Holding AG & Co KGaA                                    | CUSIP: N/A<br>LEI: 529900EGQZ79V21LBL44       | Long             | EC               | CORP              | DE        |       282 | NS      | $23289.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA   | Banco Comercial Portugues SA                                     | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |    267417 | NS      | $42078.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27000 | PA      | $21992.34     | 0.01%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    288000 | PA      | $242235.00    | 0.11%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Mar23                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -17 | NC      | $2135.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                        | Aon PLC                                                          | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | US        |      5790 | NS      | $1737810.60   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $234648.44    | 0.11%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    236000 | PA      | $209523.75    | 0.09%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CDA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     33000 | PA      | $31917.19     | 0.01%             | 2023-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $56006.25     | 0.03%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      5650 | NS      | $1507646.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Ltd              | Grab Holdings Ltd                                                | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | EC               | CORP              | SG        |      3234 | NS      | $10413.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    361000 | PA      | $323771.88    | 0.15%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $947.34       | 0.00%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2600 | PA      | $2513.06      | 0.00%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18500 | PA      | $16826.33     | 0.01%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    184300 | PA      | $187986.00    | 0.08%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54400 | PA      | $54094.00     | 0.02%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     99000 | PA      | $98381.25     | 0.04%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    204400 | PA      | $203250.25    | 0.09%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $164432.81    | 0.07%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     73000 | PA      | $70023.72     | 0.03%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ICON PLC                       | ICON PLC                                                         | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |      6580 | NS      | $1278165.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                     | STERIS PLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6210 | NS      | $1146924.90   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                 | TechnipFMC PLC                                                   | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     27521 | NS      | $335480.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GS_TRS_MSCI EMERGING NET TOTAL RETURN USD INDEX                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1379251.74   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    160000 | PA      | $126753.44    | 0.06%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd           | Vipshop Holdings Ltd                                             | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | CN        |      4910 | NS      | $66972.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Solar Financing LLC     | Vivint Solar Financing VII LLC                                   | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183770 | PA      | $141460.33    | 0.06%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                     | VMware Inc                                                       | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88412.04     | 0.04%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC  | Volvo Financial Equipment LLC Series 2020-1                      | CUSIP: 92888EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $141219.40    | 0.06%             | 2028-03-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Voya High Yield Bond Fund      | Voya High Yield Bond Fund                                        | CUSIP: 92913L593<br>LEI: OTPD0VW0B2EUAT57PE57 | Long             | EC               | RF                | US        |    127259 | NS      | $836093.17    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Emerging Markets Hard Cur | Voya Emerging Markets Hard Currency Debt Fund                    | CUSIP: 92913M401<br>LEI: 549300SMBQ3OC2DD8W64 | Long             | EC               | RF                | US        |     92467 | NS      | $680559.07    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Investment Grade Credit F | Voya Investment Grade Credit Fund                                | CUSIP: 92913M708<br>LEI: 5493007IKJE2N4RJF070 | Long             | EC               | RF                | US        |     58850 | NS      | $526708.01    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmode Ltd                     | Inmode Ltd                                                       | CUSIP: N/A<br>LEI: 984500DD95A35E9BD358       | Long             | EC               | CORP              | IL        |      1574 | NS      | $56191.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Perion Network Ltd             | Perion Network Ltd                                               | CUSIP: M78673114<br>LEI: 529900SL7HYNVD6HG708 | Long             | EC               | CORP              | IL        |      1191 | NS      | $30132.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MS_TRS_MSCI EAFE NET TOTAL RETURN USD INDEX                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2827035.22   | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                | ASML Holding NV                                                  | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      2130 | NS      | $1163832.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Securitized Credit Fund   | Voya Securitized Credit Fund                                     | CUSIP: 92913M757<br>LEI: 549300IRVV55AI1KRN67 | Long             | EC               | RF                | US        |    630636 | NS      | $5536981.12   | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS Holdings Ltd               | WNS Holdings Ltd                                                 | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | IN        |      1919 | NS      | $153500.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Immatics NV                    | Immatics NV                                                      | CUSIP: N/A<br>LEI: 984500DC691EZ96AF394       | Long             | EC               | CORP              | DE        |      4182 | NS      | $36425.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stevanato Group SpA            | Stevanato Group SpA                                              | CUSIP: N/A<br>LEI: 81560033F7E1CD477507       | Long             | EC               | CORP              | IT        |      2492 | NS      | $44781.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Mar23                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $-773.74      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Mar23                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -18 | NC      | $10791.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                    | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    137000 | PA      | $128142.54    | 0.06%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp              | Barrick Gold Corp                                                | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      5900 | NS      | $101136.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST  | Commonbond Student Loan Trust 2018-C-GS                          | CUSIP: 20267XAA1<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |     93804 | PA      | $89947.69     | 0.04%             | 2046-02-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Alfa SAB de CV                 | Alfa SAB de CV                                                   | CUSIP: P0156P117<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | EC               | CORP              | MX        |    164200 | NS      | $104739.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd/Canada                | Atco Ltd/Canada                                                  | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |      1578 | NS      | $49391.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal               | Bank of Montreal                                                 | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      2800 | NS      | $253654.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The        | Bank of Nova Scotia/The                                          | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      1781 | NS      | $87261.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/Th | Descartes Systems Group Inc/The                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      1492 | NS      | $104010.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd | Canadian Natural Resources Ltd                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      2900 | NS      | $161042.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Utilities Ltd         | Canadian Utilities Ltd                                           | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |      2000 | NS      | $54135.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co   | Canadian National Railway Co                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       600 | NS      | $71273.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Portobello SA                  | Portobello SA                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     29600 | NS      | $46027.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Cervecerias Unidas SA      | Cia Cervecerias Unidas SA                                        | CUSIP: N/A<br>LEI: 529900BJW9B0O6LI2R39       | Long             | EC               | CORP              | CL        |      1421 | NS      | $9490.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano SAB | Fomento Economico Mexicano SAB de CV                             | CUSIP: P4182H115<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |     13200 | NS      | $103200.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc          | Gildan Activewear Inc                                            | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      3822 | NS      | $104667.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Americas SA               | Enel Americas SA                                                 | CUSIP: N/A<br>LEI: 549300LKH11TFCJLZK20       | Long             | EC               | CORP              | CL        |    261479 | NS      | $34987.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                  | Empire Co Ltd                                                    | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |      1300 | NS      | $34237.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA             | Banco do Brasil SA                                               | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |      4700 | NS      | $30925.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 20-C9 Mortgage Trust                                       | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    786612 | PA      | $54331.85     | 0.02%             | 2053-09-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Daqo New Energy Corp           | Daqo New Energy Corp                                             | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | CN        |      1114 | NS      | $43011.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINFRA                         | Promotora y Operadora de Infraestructura SAB de CV               | CUSIP: P7925L103<br>LEI: 52990035X6RK8DBUWA73 | Long             | EC               | CORP              | MX        |      9060 | NS      | $73715.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                   | AES Corp/The                                                     | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62417.38     | 0.03%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Aimco                          | Aimco CLO 11 Ltd                                                 | CUSIP: 00140NAN0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243352.25    | 0.11%             | 2034-10-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    146000 | PA      | $114587.22    | 0.05%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                       | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    128000 | PA      | $124832.90    | 0.06%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2022-2                      | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364313 | PA      | $346479.93    | 0.16%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd               | Imperial Oil Ltd                                                 | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      4900 | NS      | $238666.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC              | Ashtead Group PLC                                                | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |       294 | NS      | $16795.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adaptimmune Therapeutics Plc   | Adaptimmune Therapeutics Plc                                     | CUSIP: 00653A107<br>LEI: 549300UUNWK8TRT5EW12 | Long             | EC               | CORP              | GB        |     10080 | NS      | $14716.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust  | Alen 2021-ACEN Mortgage Trust                                    | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $168997.80    | 0.08%             | 2034-04-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Tullow Oil PLC                 | Tullow Oil PLC                                                   | CUSIP: N/A<br>LEI: 2138003EYHWO75RKS857       | Long             | EC               | CORP              | GB        |     98695 | NS      | $44053.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Itausa SA                      | Itausa SA                                                        | CUSIP: P5887P427<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |      2860 | NS      | $4615.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                   | Enbridge Inc                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      1900 | NS      | $74259.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     93000 | PA      | $79436.04     | 0.04%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                                   | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    108000 | PA      | $86663.95     | 0.04%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA             | Publicis Groupe SA                                               | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |      9826 | NS      | $623957.26    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                      | Kesko Oyj                                                        | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |     10638 | NS      | $235402.36    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cranswick PLC                  | Cranswick PLC                                                    | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |       816 | NS      | $30366.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO             | Ameren Illinois Co                                               | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75960.48     | 0.03%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                 | ICICI Bank Ltd                                                   | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     54481 | NS      | $1192589.09   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka AS              | Komercni Banka AS                                                | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |       177 | NS      | $5118.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                     | Diageo PLC                                                       | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      6617 | NS      | $292203.43    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT       | American Airlines 2016-2 Class AA Pass Through Trust             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55402 | PA      | $47989.39     | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                | Danske Bank A/S                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |     30484 | NS      | $600552.41    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                     | Genmab A/S                                                       | CUSIP: K3967W102<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      1113 | NS      | $471441.85    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT       | American Airlines 2016-1 Class AA Pass Through Trust             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9287 | PA      | $8265.04      | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2021-1                                    | CUSIP: 57110NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $190204.96    | 0.09%             | 2031-06-16      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| iQIYI Inc                      | iQIYI Inc                                                        | CUSIP: 46267X108<br>LEI: 222100XL8T2Q5B8MS302 | Long             | EC               | CORP              | CN        |      3023 | NS      | $16021.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telekom Austria AG             | Telekom Austria AG                                               | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               | CORP              | AT        |     12026 | NS      | $74334.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Van Lanschot Kempen NV         | Van Lanschot Kempen NV                                           | CUSIP: N/A<br>LEI: 724500D8WOYCL1BUCB80       | Long             | EC               | CORP              | NL        |      4356 | NS      | $102236.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MLP SE                         | MLP SE                                                           | CUSIP: N/A<br>LEI: 529900M25NF9TALIWQ20       | Long             | EC               | CORP              | DE        |      5098 | NS      | $28052.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                     | Siemens AG                                                       | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       977 | NS      | $135599.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG    | Bayerische Motoren Werke AG                                      | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EP               | CORP              | DE        |      1812 | NS      | $154322.47    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-INV3                               | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123867 | PA      | $108513.56    | 0.05%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2020-2                                  | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75452 | PA      | $64657.33     | 0.03%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Buzzi Unicem SpA               | Buzzi Unicem SpA                                                 | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |      2643 | NS      | $51087.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suedzucker AG                  | Suedzucker AG                                                    | CUSIP: N/A<br>LEI: 529900S8QNB101D40S72       | Long             | EC               | CORP              | DE        |      1830 | NS      | $32006.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-7                                  | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255869 | PA      | $198358.45    | 0.09%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2013-C12              | CUSIP: 46639NAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182000 | PA      | $174262.98    | 0.08%             | 2045-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV           | Koninklijke Vopak NV                                             | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |       947 | NS      | $28176.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bekaert SA                     | Bekaert SA                                                       | CUSIP: N/A<br>LEI: 5493008SR6XZECH6BN71       | Long             | EC               | CORP              | BE        |      2642 | NS      | $102471.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                       | Accor SA                                                         | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |     27705 | NS      | $688341.68    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                      | Nokia Oyj                                                        | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |    334575 | NS      | $1554563.40   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Trust 2015-3                                           | CUSIP: 46644MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59941 | PA      | $53299.77     | 0.02%             | 2045-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     73000 | PA      | $56041.74     | 0.03%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Rational AG                    | Rational AG                                                      | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |        45 | NS      | $26670.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International I | Mettler-Toledo International Inc                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       740 | NS      | $1069633.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Atoss Software AG              | Atoss Software AG                                                | CUSIP: N/A<br>LEI: 529900Q9G9280ADNOA39       | Long             | EC               | CORP              | DE        |       301 | NS      | $44704.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                 | Microsoft Corp                                                   | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85777.30     | 0.04%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     73000 | PA      | $58545.34     | 0.03%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    112000 | PA      | $96757.58     | 0.04%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV          | STMicroelectronics NV                                            | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | CH        |     12586 | NS      | $447430.56    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA            | Societe Generale SA                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       637 | NS      | $15982.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                  | Sonae SGPS SA                                                    | CUSIP: N/A<br>LEI: 549300847SOBT7HY7R50       | Long             | EC               | CORP              | PT        |    153698 | NS      | $153692.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG      | Zurich Insurance Group AG                                        | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        99 | NS      | $47309.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Francaise 1         | Television Francaise 1                                           | CUSIP: N/A<br>LEI: 969500WQFC6OAQYG7E65       | Long             | EC               | CORP              | FR        |      5013 | NS      | $38377.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC    | Abu Dhabi Islamic Bank PJSC                                      | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |     40079 | NS      | $99307.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2014-C21                         | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    207000 | PA      | $193081.13    | 0.09%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| First Tractor Co Ltd           | First Tractor Co Ltd                                             | CUSIP: N/A<br>LEI: 529900R2SRU8JPHKRZ93       | Long             | EC               | CORP              | CN        |     74000 | NS      | $34933.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp         | Accton Technology Corp                                           | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |      4000 | NS      | $30485.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC                    | Walmart Inc                                                      | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92758.26     | 0.04%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc          | Waste Connections Inc                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |      6470 | NS      | $857663.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     81000 | PA      | $73336.35     | 0.03%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2017-2                                  | CUSIP: 46648HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57374 | PA      | $49604.81     | 0.02%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Abou Kir Fertilizers & Chemica | Abou Kir Fertilizers & Chemical Industries                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | EG        |     28664 | NS      | $44841.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisan Industry Co Ltd          | Aisan Industry Co Ltd                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4200 | NS      | $21896.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2020-RR1 Trust            | CUSIP: 949796AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104171 | PA      | $88983.56     | 0.04%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                 | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    182000 | PA      | $172268.64    | 0.08%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP MORGAN MORTGAGE TRUST 2018-5                                  | CUSIP: 46649KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112123 | PA      | $97158.30     | 0.04%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-1                                  | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12223 | PA      | $11207.85     | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ANA Holdings Inc               | ANA Holdings Inc                                                 | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |      4900 | NS      | $104388.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd       | Hang Lung Properties Ltd                                         | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |     10000 | NS      | $19415.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                 | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37329.68     | 0.02%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-FCMT                  | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96883.00     | 0.04%             | 2031-05-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| African Rainbow Minerals Ltd   | African Rainbow Minerals Ltd                                     | CUSIP: S01680107<br>LEI: 529900L3TPSCK8ZVZ589 | Long             | EC               | CORP              | ZA        |      1603 | NS      | $27168.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AOKI Holdings Inc              | AOKI Holdings Inc                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $26571.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2020-3                     | CUSIP: 96042QAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108295 | PA      | $107613.70    | 0.05%             | 2025-11-17      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Daewon Pharmaceutical Co Ltd   | Daewon Pharmaceutical Co Ltd                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1866 | NS      | $27786.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCLANDS CORP                  | ARCLANDS CORP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11100 | NS      | $132583.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp     | Realtek Semiconductor Corp                                       | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |     10400 | NS      | $95002.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Paper Manufacturing Co Lt | Asia Paper Manufacturing Co Ltd                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       728 | NS      | $22593.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aura Investments Ltd           | Aura Investments Ltd                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     31454 | NS      | $49394.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                        | SSAB AB                                                          | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |     35687 | NS      | $186132.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Greentown China Holdings Ltd   | Greentown China Holdings Ltd                                     | CUSIP: N/A<br>LEI: 529900BLBC6YDNWS8530       | Long             | EC               | CORP              | CN        |     34500 | NS      | $49867.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC        | Sberbank of Russia PJSC                                          | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     29200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                               | CUSIP: 606822BA1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $69395.13     | 0.03%             | 2023-07-26      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp           | Westpac Banking Corp                                             | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |      1581 | NS      | $24866.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Neuson SE               | Wacker Neuson SE                                                 | CUSIP: N/A<br>LEI: 529900RJL86244E1I652       | Long             | EC               | CORP              | DE        |      2774 | NS      | $48523.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Catalana Occidente SA    | Grupo Catalana Occidente SA                                      | CUSIP: N/A<br>LEI: 959800H2P9S8MS95DT42       | Long             | EC               | CORP              | ES        |      1132 | NS      | $35767.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co Ltd      | Anhui Conch Cement Co Ltd                                        | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | CN        |     19300 | NS      | $66923.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIJING ENT                    | Beijing Enterprises Holdings Ltd                                 | CUSIP: N/A<br>LEI: 529900896ODARUEY2V26       | Long             | EC               | CORP              | HK        |     81500 | NS      | $261063.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Canfor Corp                    | Canfor Corp                                                      | CUSIP: 137576104<br>LEI: 549300DRE7WBHY02BD70 | Long             | EC               | CORP              | CA        |      5295 | NS      | $83335.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emeco Holdings Ltd             | Emeco Holdings Ltd                                               | CUSIP: N/A<br>LEI: 5299005P968PATHZP480       | Long             | EC               | CORP              | AU        |     60858 | NS      | $31889.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Pacific Co Ltd           | First Pacific Co Ltd                                             | CUSIP: N/A<br>LEI: 254900VS1MDQSDM9DE09       | Long             | EC               | CORP              | HK        |    368000 | NS      | $109863.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Astral Foods Ltd               | Astral Foods Ltd                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |      1880 | NS      | $18011.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daewoo Engineering & Construct | Daewoo Engineering & Construction Co Ltd                         | CUSIP: N/A<br>LEI: 988400P76EU13V47BI82       | Long             | EC               | CORP              | KR        |     10484 | NS      | $34963.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| King Yuan Electronics Co Ltd   | King Yuan Electronics Co Ltd                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     37000 | NS      | $43554.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd           | Fuji Electric Co Ltd                                             | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |      1800 | NS      | $68544.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                    | Subaru Corp                                                      | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     48300 | NS      | $741139.41    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| H.U. Group Holdings Inc        | H.U. Group Holdings Inc                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5000 | NS      | $109024.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shih Wei Navigation Co Ltd     | Shih Wei Navigation Co Ltd                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     26000 | NS      | $21215.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                   | Experian PLC                                                     | CUSIP: G32655105<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |     49791 | NS      | $1695071.92   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanei Architecture Planning Co | Sanei Architecture Planning Co Ltd                               | CUSIP: N/A<br>LEI: 353800VPV3N1CE90BC68       | Long             | EC               | CORP              | JP        |      2700 | NS      | $30514.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL            | Krung Thai Bank PCL                                              | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | EC               | CORP              | TH        |     62700 | NS      | $31976.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB    | Swedish Orphan Biovitrum AB                                      | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |      3902 | NS      | $80618.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China BlueChemical Ltd         | China BlueChemical Ltd                                           | CUSIP: N/A<br>LEI: 529900A9VMPOCJ331Y42       | Long             | EC               | CORP              | CN        |    150000 | NS      | $35354.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon M&A Center Holdings Inc  | Nihon M&A Center Holdings Inc                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5200 | NS      | $64500.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd          | Idemitsu Kosan Co Ltd                                            | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |      1600 | NS      | $37441.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| G5 Entertainment AB            | G5 Entertainment AB                                              | CUSIP: N/A<br>LEI: 549300K7QJ1N1FEG2X81       | Long             | EC               | CORP              | SE        |      1113 | NS      | $22472.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA           | Galp Energia SGPS SA                                             | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |       118 | NS      | $1596.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC                           | Industrial & Commercial Bank of China Ltd                        | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |    395100 | NS      | $203509.47    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| I-PEX Inc                      | I-PEX Inc                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2200 | NS      | $19846.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedifica SA                    | Aedifica SA                                                      | CUSIP: N/A<br>LEI: 529900DTKNXL0AXQFN28       | Long             | EC               | CORP              | BE        |       337 | NS      | $27427.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotes Co Ltd                   | Lotes Co Ltd                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4000 | NS      | $107414.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LF Corp                        | LF Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2996 | NS      | $37829.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Eastern Shipping Co Ltd/ | Great Eastern Shipping Co Ltd/The                                | CUSIP: Y2857Q154<br>LEI: 335800GJP7MSMX3Z3727 | Long             | EC               | CORP              | IN        |     12142 | NS      | $98352.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Formosa Sumco Technology Corp  | Formosa Sumco Technology Corp                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      5000 | NS      | $22096.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Africa Israel Residences Ltd   | Africa Israel Residences Ltd                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1361 | NS      | $60199.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemometec A/S                 | Chemometec A/S                                                   | CUSIP: N/A<br>LEI: 213800533NBKECGONO68       | Long             | EC               | CORP              | DK        |       294 | NS      | $29327.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Pacific Investments Corp | Metro Pacific Investments Corp                                   | CUSIP: N/A<br>LEI: 894500P2KTZOCIBFJN67       | Long             | EC               | CORP              | PH        |    936000 | NS      | $57342.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tong Hsing Electronic Industri | Tong Hsing Electronic Industries Ltd                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      6300 | NS      | $39108.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                        | SCOR SE                                                          | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |      5017 | NS      | $115198.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Finolex Cables Ltd             | Finolex Cables Ltd                                               | CUSIP: N/A<br>LEI: 335800KAEKSMUCIH3795       | Long             | EC               | CORP              | IN        |      5930 | NS      | $39128.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings PLC         | Safestore Holdings PLC                                           | CUSIP: N/A<br>LEI: 213800WGA3YSJC1YOH73       | Long             | EC               | CORP              | GB        |     16516 | NS      | $188863.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fufeng Group Ltd               | Fufeng Group Ltd                                                 | CUSIP: N/A<br>LEI: 549300OQ91X6COVM4483       | Long             | EC               | CORP              | CN        |    126000 | NS      | $76416.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED LAB                     | United Laboratories International Holdings Ltd/The               | CUSIP: N/A<br>LEI: 2549007JL3XIH77JXN70       | Long             | EC               | CORP              | HK        |    170000 | NS      | $106124.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Faes Farma SA                  | Faes Farma SA                                                    | CUSIP: N/A<br>LEI: 959800FXZQY7U3P1G969       | Long             | EC               | CORP              | ES        |     16883 | NS      | $63393.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                       | Volvo AB                                                         | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      5919 | NS      | $112678.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Group PLC              | Frasers Group PLC                                                | CUSIP: N/A<br>LEI: 213800JEGHHEAXIJDX34       | Long             | EC               | CORP              | GB        |      4901 | NS      | $42107.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Redington Ltd                  | Redington Ltd                                                    | CUSIP: N/A<br>LEI: 335800DTFNX7F2LM5227       | Long             | EC               | CORP              | IN        |     24101 | NS      | $52681.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sidi Kerir Petrochemicals Co   | Sidi Kerir Petrochemicals Co                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | EG        |    142681 | NS      | $75620.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fukuoka Financial Group Inc    | Fukuoka Financial Group Inc                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     30100 | NS      | $686424.46    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings Inc  | SKY Perfect JSAT Holdings Inc                                    | CUSIP: N/A<br>LEI: 5299009SAF34W9TVEF26       | Long             | EC               | CORP              | JP        |     20700 | NS      | $75840.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Standard Technology Co  | Global Standard Technology Co Ltd                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2171 | NS      | $34031.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd          | Hyundai Glovis Co Ltd                                            | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               | CORP              | KR        |       743 | NS      | $96612.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coromandel International Ltd   | Coromandel International Ltd                                     | CUSIP: Y1754W140<br>LEI: 335800U73K3HJSQKT249 | Long             | EC               | CORP              | IN        |      2254 | NS      | $24129.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Torrent Pharmaceuticals Ltd    | Torrent Pharmaceuticals Ltd                                      | CUSIP: N/A<br>LEI: 335800NA6HK275RIJE13       | Long             | EC               | CORP              | IN        |       550 | NS      | $10283.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Artis Real Estate Investment T | Artis Real Estate Investment Trust                               | CUSIP: 04315L105<br>LEI: 549300OG2O5VI2N1XS44 | Long             | EC               | CORP              | CA        |      3042 | NS      | $20242.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNBM                           | China National Building Material Co Ltd                          | CUSIP: N/A<br>LEI: 52990085PGF8YEPLBZ26       | Long             | EC               | CORP              | CN        |     40000 | NS      | $32857.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COPASA                         | Cia de Saneamento de Minas Gerais-COPASA                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     15800 | NS      | $46833.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Implenia AG                    | Implenia AG                                                      | CUSIP: N/A<br>LEI: 52990006TKCUQQJ79B11       | Long             | EC               | CORP              | CH        |       969 | NS      | $39791.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                   | Unilever PLC                                                     | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       891 | NS      | $44950.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nan Ya Printed Circuit Board C | Nan Ya Printed Circuit Board Corp                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      6000 | NS      | $44245.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Qol Holdings Co Ltd            | Qol Holdings Co Ltd                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10800 | NS      | $95587.62     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Co for Cooperative Insurance/T | Co for Cooperative Insurance/The                                 | CUSIP: N/A<br>LEI: 549300J2GTNKWJRJ8581       | Long             | EC               | CORP              | SA        |      1017 | NS      | $21739.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co             | Etihad Etisalat Co                                               | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |      3280 | NS      | $30372.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi British Bank/The         | Saudi British Bank/The                                           | CUSIP: N/A<br>LEI: 558600TQS0WENZUC5190       | Long             | EC               | CORP              | SA        |      1869 | NS      | $19412.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank             | Arab National Bank                                               | CUSIP: M1454X102<br>LEI: 213800CYWGYQVT1ZBQ57 | Long             | EC               | CORP              | SA        |      7973 | NS      | $68072.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Al-Jazira                 | Bank Al-Jazira                                                   | CUSIP: N/A<br>LEI: 558600FGNP3JML7WY215       | Long             | EC               | CORP              | SA        |        11 | NS      | $55.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co               | Saudi Telecom Co                                                 | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | EC               | CORP              | SA        |      8354 | NS      | $81504.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Electricity Co           | Saudi Electricity Co                                             | CUSIP: M8T51J104<br>LEI: 549300FXO4ZXUIAXGP41 | Long             | EC               | CORP              | SA        |      5253 | NS      | $32271.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production P | PTT Exploration & Production PCL                                 | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               | CORP              | TH        |     30100 | NS      | $153529.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiutian Chemical Group Ltd     | Jiutian Chemical Group Ltd                                       | CUSIP: Y44487117<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    778500 | NS      | $46955.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE               | TotalEnergies SE                                                 | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     10273 | NS      | $641188.81    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Group             | Charter Hall Group                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     22869 | NS      | $186255.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DNO ASA                        | DNO ASA                                                          | CUSIP: N/A<br>LEI: 5967007LIEEXZXH3K072       | Long             | EC               | CORP              | NO        |    134556 | NS      | $162948.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Ltd                    | Siemens Ltd                                                      | CUSIP: N/A<br>LEI: 335800HJQJFZ3CJLJ709       | Long             | EC               | CORP              | IN        |      2628 | NS      | $89818.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JVM Co Ltd                     | JVM Co Ltd                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2865 | NS      | $46638.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec PLC                   | Investec PLC                                                     | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | ZA        |     28403 | NS      | $175631.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&S Austria Technologie & Sys | AT&S Austria Technologie & Systemtechnik AG                      | CUSIP: N/A<br>LEI: 529900EVOKN4LCCD9321       | Long             | EC               | CORP              | AT        |      1631 | NS      | $56039.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bupa Arabia for Cooperative In | Bupa Arabia for Cooperative Insurance Co                         | CUSIP: N/A<br>LEI: 558600B2WJHD5P31XS68       | Long             | EC               | CORP              | SA        |        32 | NS      | $1242.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bolsa Mexicana de Valores SAB  | Bolsa Mexicana de Valores SAB de CV                              | CUSIP: P17330104<br>LEI: 894500CS2D6RLGW61A19 | Long             | EC               | CORP              | MX        |     38600 | NS      | $74737.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genomma Lab Internacional SAB  | Genomma Lab Internacional SAB de CV                              | CUSIP: P48318102<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     38600 | NS      | $33417.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JVCKenwood Corp                | JVCKenwood Corp                                                  | CUSIP: N/A<br>LEI: 529900GGYCEJXM5Y6961       | Long             | EC               | CORP              | JP        |     24600 | NS      | $68452.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TaiDoc Technology Corp         | TaiDoc Technology Corp                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      8000 | NS      | $48136.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enea SA                        | Enea SA                                                          | CUSIP: N/A<br>LEI: 2594003JTXPYO8NOG018       | Long             | EC               | CORP              | PL        |     24716 | NS      | $33833.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mgame Corp                     | Mgame Corp                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      4089 | NS      | $24007.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA            | Amadeus IT Group SA                                              | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |      1779 | NS      | $91742.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc              | Suncor Energy Inc                                                | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      2000 | NS      | $63441.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp            | Tourmaline Oil Corp                                              | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |      1300 | NS      | $65595.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNK Financial Group Inc        | BNK Financial Group Inc                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      8962 | NS      | $46285.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDEA Holdings Co Ltd          | FIDEA Holdings Co Ltd                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2600 | NS      | $28488.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aksa Enerji Uretim AS          | Aksa Enerji Uretim AS                                            | CUSIP: N/A<br>LEI: 789000KQC5JTW1S3JG98       | Long             | EC               | CORP              | TR        |     18579 | NS      | $46537.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bumi Armada Bhd                | Bumi Armada Bhd                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    746700 | NS      | $81035.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil India Ltd                  | Oil India Ltd                                                    | CUSIP: N/A<br>LEI: 335800XXEP14XISP1A16       | Long             | EC               | CORP              | IN        |      7170 | NS      | $18005.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc         | Whitecap Resources Inc                                           | CUSIP: 96467A200<br>LEI: 5493004AMPGZA0JO5Q37 | Long             | EC               | CORP              | CA        |      6227 | NS      | $49392.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven Group Holdings Ltd       | Seven Group Holdings Ltd                                         | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |      3586 | NS      | $51148.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| West African Resources Ltd     | West African Resources Ltd                                       | CUSIP: N/A<br>LEI: 529900XLO8GMJNTUL013       | Long             | EC               | CORP              | AU        |    109565 | NS      | $87466.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| West China Cement Ltd          | West China Cement Ltd                                            | CUSIP: N/A<br>LEI: 529900MMG3NBTIWPPR63       | Long             | EC               | CORP              | CN        |    320000 | NS      | $37722.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingenia Communities Group      | Ingenia Communities Group                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      7250 | NS      | $22032.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yancoal Australia Ltd          | Yancoal Australia Ltd                                            | CUSIP: N/A<br>LEI: 3003003IC6G39HKQAD13       | Long             | EC               | CORP              | AU        |      8234 | NS      | $33642.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALS Ltd                        | ALS Ltd                                                          | CUSIP: N/A<br>LEI: 549300RYCQ8DMIO2J661       | Long             | EC               | CORP              | AU        |     11187 | NS      | $93036.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd           | Aurizon Holdings Ltd                                             | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |     71097 | NS      | $179326.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGO BOSS AG                   | HUGO BOSS AG                                                     | CUSIP: N/A<br>LEI: 529900LFVU534EBRXD13       | Long             | EC               | CORP              | DE        |      1697 | NS      | $98374.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Resolute Forest Products Inc   | Resolute Forest Products Inc                                     | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1483 | NS      | $31992.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YONGDA AUTO                    | China Yongda Automobiles Services Holdings Ltd                   | CUSIP: N/A<br>LEI: 529900G4APWIO18G0C95       | Long             | EC               | CORP              | CN        |     30500 | NS      | $22478.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takaoka Toko Co Ltd            | Takaoka Toko Co Ltd                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3300 | NS      | $44524.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                       | Xero Ltd                                                         | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |        35 | NS      | $1670.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geo Energy Resources Ltd       | Geo Energy Resources Ltd                                         | CUSIP: Y2692B107<br>LEI: 254900KDTNYQVU0QS743 | Long             | EC               | CORP              | SG        |     83900 | NS      | $20389.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Insurance Co Group of | People's Insurance Co Group of China Ltd/The                     | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               | CORP              | CN        |     17000 | NS      | $5641.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                | ASML Holding NV                                                  | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1549 | NS      | $838475.56    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmet Oyj                     | Valmet Oyj                                                       | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Long             | EC               | CORP              | FI        |      2496 | NS      | $67467.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Industri Jamu Dan Farmasi Sido | Industri Jamu Dan Farmasi Sido Muncul Tbk PT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |   1008700 | NS      | $48864.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S               | Novo Nordisk A/S                                                 | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     22349 | NS      | $3026053.51   | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV      | Coca-Cola Femsa SAB de CV                                        | CUSIP: N/A<br>LEI: 5493008KEVFYPMGTXO33       | Long             | EC               | CORP              | MX        |      3685 | NS      | $24941.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group  | InterContinental Hotels Group PLC                                | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      2511 | NS      | $144530.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WSP Global Inc                 | WSP Global Inc                                                   | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |       600 | NS      | $69611.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MultiChoice Group              | MultiChoice Group                                                | CUSIP: N/A<br>LEI: 254900BVQQ7DFBMSVJ81       | Long             | EC               | CORP              | ZA        |     11259 | NS      | $77587.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Reit Inc                 | Hulic Reit Inc                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        30 | NS      | $37349.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Group PLC/Jersey           | Man Group PLC/Jersey                                             | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               | CORP              | GB        |     60860 | NS      | $157263.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc                        | CGI Inc                                                          | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       200 | NS      | $17239.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp Inc          | iA Financial Corp Inc                                            | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |      4140 | NS      | $242376.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancolombia SA                 | Bancolombia SA                                                   | CUSIP: N/A<br>LEI: 54930052NWJRPNMP1W58       | Long             | EC               | CORP              | CO        |      1199 | NS      | $10511.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pets at Home Group Plc         | Pets at Home Group Plc                                           | CUSIP: N/A<br>LEI: 2138003Y9ULD24PD3J93       | Long             | EC               | CORP              | GB        |      9110 | NS      | $31229.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bancolombia SA                 | Bancolombia SA                                                   | CUSIP: P1329P158<br>LEI: 54930052NWJRPNMP1W58 | Long             | EP               | CORP              | CO        |      5140 | NS      | $35570.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Watches of Switzerland Group P | Watches of Switzerland Group PLC                                 | CUSIP: N/A<br>LEI: 2138008ZOT5K9PJW7168       | Long             | EC               | CORP              | GB        |      1971 | NS      | $19580.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Depo Auto Parts Ind Co Ltd     | Depo Auto Parts Ind Co Ltd                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     43000 | NS      | $100248.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc             | E Ink Holdings Inc                                               | CUSIP: N/A<br>LEI: 529900UOR451FJJYL571       | Long             | EC               | CORP              | TW        |     20000 | NS      | $104661.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings Inc               | T&D Holdings Inc                                                 | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |     24600 | NS      | $354059.20    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co  | International Games System Co Ltd                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4000 | NS      | $56377.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rock Field Co Ltd              | Rock Field Co Ltd                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2300 | NS      | $26284.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ruentex Development Co Ltd     | Ruentex Development Co Ltd                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     27000 | NS      | $37967.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 48 | Octagon Investment Partners 48 Ltd                               | CUSIP: 67577UAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $389114.80    | 0.18%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Anglo American Platinum Ltd    | Anglo American Platinum Ltd                                      | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |       427 | NS      | $35822.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Seikagaku Corp                 | Seikagaku Corp                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10600 | NS      | $71968.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakai Chemical Industry Co Ltd | Sakai Chemical Industry Co Ltd                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $20183.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp            | SoftBank Group Corp                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       100 | NS      | $4234.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samchully Co Ltd               | Samchully Co Ltd                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       481 | NS      | $148803.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd     | Samsung Electronics Co Ltd                                       | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     21900 | NS      | $965748.11    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd        | Hanwha Aerospace Co Ltd                                          | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |       707 | NS      | $40928.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sappi Ltd                      | Sappi Ltd                                                        | CUSIP: N/A<br>LEI: 549300SSI7XQH8ESJG95       | Long             | EC               | CORP              | ZA        |      9664 | NS      | $27966.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyang Motor Co Ltd           | Sanyang Motor Co Ltd                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     33000 | NS      | $36325.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Seino Holdings Co Ltd          | Seino Holdings Co Ltd                                            | CUSIP: N/A<br>LEI: 3538001D12EPCPYTTF24       | Long             | EC               | CORP              | JP        |      7200 | NS      | $63769.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd        | Sekisui Chemical Co Ltd                                          | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |       200 | NS      | $2783.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Senshu Electric Co Ltd         | Senshu Electric Co Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $30138.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoprite Holdings Ltd          | Shoprite Holdings Ltd                                            | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |     11243 | NS      | $149573.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| 77 Bank Ltd/The                | 77 Bank Ltd/The                                                  | CUSIP: N/A<br>LEI: 549300U6CT3EHB9XS980       | Long             | EC               | CORP              | JP        |      3800 | NS      | $63898.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp                  | Shimadzu Corp                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $71305.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd      | Shin-Etsu Chemical Co Ltd                                        | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       900 | NS      | $109651.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd              | Shionogi & Co Ltd                                                | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |      2300 | NS      | $114421.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc                    | Shimano Inc                                                      | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |      1100 | NS      | $175260.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinsegae Inc                  | Shinsegae Inc                                                    | CUSIP: N/A<br>LEI: 9884005BGBN4CVNXZ186       | Long             | EC               | CORP              | KR        |       256 | NS      | $44785.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Resonac Holdings Corp          | Resonac Holdings Corp                                            | CUSIP: J75046136<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |      1300 | NS      | $19755.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd           | Sonic Healthcare Ltd                                             | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |       743 | NS      | $15149.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson &  | Washington H Soul Pattinson & Co Ltd                             | CUSIP: N/A<br>LEI: 549300G2Q3P6ZVNC1465       | Long             | EC               | CORP              | AU        |       803 | NS      | $15109.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    211000 | PA      | $180101.58    | 0.08%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Standard Chemical & Pharmaceut | Standard Chemical & Pharmaceutical Co Ltd                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     75000 | NS      | $149977.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries L | Sumitomo Electric Industries Ltd                                 | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |       100 | NS      | $1134.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co Ltd       | Sumitomo Forestry Co Ltd                                         | CUSIP: N/A<br>LEI: 549300FIIRGO6D5FWR19       | Long             | EC               | CORP              | JP        |      5100 | NS      | $90627.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                  | Sumitomo Corp                                                    | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     12300 | NS      | $203960.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2019-CH3                                  | CUSIP: 81748GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6769 | PA      | $6276.09      | 0.00%             | 2049-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2020-4                                    | CUSIP: 81748RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $129280.42    | 0.06%             | 2050-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO        | Sierra Pacific Power Co                                          | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    128000 | PA      | $118875.52    | 0.05%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Silicon Motion Technology Corp | Silicon Motion Technology Corp                                   | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | TW        |       458 | NS      | $29765.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC India Ltd                  | PTC India Ltd                                                    | CUSIP: N/A<br>LEI: 335800A6CY6EXEXS5619       | Long             | EC               | CORP              | IN        |     47442 | NS      | $46521.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencosud SA                    | Cencosud SA                                                      | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | EC               | CORP              | CL        |     22723 | NS      | $37369.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipla Ltd/India                | Cipla Ltd/India                                                  | CUSIP: N/A<br>LEI: 335800KMJJYEDDK82Q34       | Long             | EC               | CORP              | IN        |      1619 | NS      | $21058.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boardwalk Real Estate Investme | Boardwalk Real Estate Investment Trust                           | CUSIP: 096631106<br>LEI: 549300RMNRTTJRCOYW23 | Long             | EC               | CORP              | CA        |      4115 | NS      | $150224.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Bank Bhd                | Public Bank Bhd                                                  | CUSIP: N/A<br>LEI: 549300L2RSQCVMOHGM20       | Long             | EC               | CORP              | MY        |    128300 | NS      | $125675.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Minor International PCL        | Minor International PCL                                          | CUSIP: N/A<br>LEI: 254900T4WB2UF9XPX041       | Long             | EC               | CORP              | TH        |     34000 | NS      | $31666.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                | J Sainsbury PLC                                                  | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |    367224 | NS      | $963970.10    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding SpA             | Azimut Holding SpA                                               | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |      1400 | NS      | $31396.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT       | Bank Central Asia Tbk PT                                         | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |      2200 | NS      | $1206.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Ning Co Ltd                 | Li Ning Co Ltd                                                   | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | CN        |    128000 | NS      | $1098399.65   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd  | Tata Consultancy Services Ltd                                    | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |       431 | NS      | $16970.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp               | GS Holdings Corp                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       669 | NS      | $23274.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd             | Perseus Mining Ltd                                               | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |     55760 | NS      | $78257.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cera Sanitaryware Ltd          | Cera Sanitaryware Ltd                                            | CUSIP: N/A<br>LEI: 3358005VXVFADN756K07       | Long             | EC               | CORP              | IN        |       290 | NS      | $18205.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co  | Electric Power Development Co Ltd                                | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |      6300 | NS      | $100219.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                   | Centrica PLC                                                     | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |     66200 | NS      | $77092.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Ltd                       | NTPC Ltd                                                         | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |     31036 | NS      | $62292.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA       | Itau Unibanco Holding SA                                         | CUSIP: P5968U113<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     74721 | NS      | $354233.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jyske Bank A/S                 | Jyske Bank A/S                                                   | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | EC               | CORP              | DK        |       502 | NS      | $32635.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Frontier Fudousan Co Ltd   | Sun Frontier Fudousan Co Ltd                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10200 | NS      | $85006.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank TAS                     | Akbank TAS                                                       | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |    408929 | NS      | $427253.22    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Logo Yazilim Sanayi Ve Ticaret | Logo Yazilim Sanayi Ve Ticaret AS                                | CUSIP: N/A<br>LEI: 789000GDLIK56QCEB068       | Long             | EC               | CORP              | TR        |      5122 | NS      | $19094.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haci Omer Sabanci Holding AS   | Haci Omer Sabanci Holding AS                                     | CUSIP: N/A<br>LEI: 78900090FFOWNLGP0F20       | Long             | EC               | CORP              | TR        |     72289 | NS      | $174298.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp              | Kinross Gold Corp                                                | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |     23300 | NS      | $94989.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHINEWAY PHARM                 | China Shineway Pharmaceutical Group Ltd                          | CUSIP: N/A<br>LEI: 5299001VVE1YDGPXXR74       | Long             | EC               | CORP              | CN        |     26000 | NS      | $25286.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyplex Thailand PCL          | Polyplex Thailand PCL                                            | CUSIP: N/A<br>LEI: 529900B3G8NVNTYVGM61       | Long             | EC               | CORP              | TH        |     31000 | NS      | $22601.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Unichip Corp            | Global Unichip Corp                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      6000 | NS      | $124965.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Grape King Bio Ltd             | Grape King Bio Ltd                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      5000 | NS      | $27320.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-G                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114529 | PA      | $98597.61     | 0.04%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-A                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69283 | PA      | $59870.01     | 0.03%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd | Shinhan Financial Group Co Ltd                                   | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |     25700 | NS      | $716137.20    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| GHCL Ltd                       | GHCL Ltd                                                         | CUSIP: N/A<br>LEI: 335800L2UYNOUH82F930       | Long             | EC               | CORP              | IN        |      8310 | NS      | $51163.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Malaysia Bhd          | Heineken Malaysia Bhd                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     23600 | NS      | $135028.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK         | Hamamatsu Photonics KK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4300 | NS      | $206847.17    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DB HiTek Co Ltd                | DB HiTek Co Ltd                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       982 | NS      | $29188.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd             | Hang Seng Bank Ltd                                               | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |      1000 | NS      | $16557.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd    | Dr Reddy's Laboratories Ltd                                      | CUSIP: N/A<br>LEI: 335800OVDPY3DVZR2798       | Long             | EC               | CORP              | IN        |      3800 | NS      | $194274.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan System Techniques Co Ltd | Japan System Techniques Co Ltd                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2800 | NS      | $36363.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc            | Resona Holdings Inc                                              | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |    195000 | NS      | $1071237.60   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Far EasTone Telecommunications | Far EasTone Telecommunications Co Ltd                            | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               | CORP              | TW        |     22000 | NS      | $47158.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air New Zealand Ltd            | Air New Zealand Ltd                                              | CUSIP: N/A<br>LEI: 2549005EEIR2FNT5R792       | Long             | EC               | CORP              | NZ        |    341451 | NS      | $160420.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co Ltd         | Hirose Electric Co Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $12508.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxell Ltd                     | Maxell Ltd                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3000 | NS      | $30803.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anpec Electronics Corp         | Anpec Electronics Corp                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      9000 | NS      | $33636.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokko Chemical Industry Co Ltd | Hokko Chemical Industry Co Ltd                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2900 | NS      | $17772.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd             | Honda Motor Co Ltd                                               | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |     20700 | NS      | $473287.99    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Leong Financial Group Bhd | Hong Leong Financial Group Bhd                                   | CUSIP: N/A<br>LEI: 549300EGI40XD5GGWS62       | Long             | EC               | CORP              | MY        |      1100 | NS      | $4644.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Horiba Ltd                     | Horiba Ltd                                                       | CUSIP: N/A<br>LEI: 529900OOTWPYSNW0EC84       | Long             | EC               | CORP              | JP        |       700 | NS      | $30547.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co  | Hon Hai Precision Industry Co Ltd                                | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |    432961 | NS      | $1406638.23   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd              | Bharti Airtel Ltd                                                | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |      4408 | NS      | $42849.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ISB Corp                       | ISB Corp                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4700 | NS      | $40023.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd | Galaxy Entertainment Group Ltd                                   | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |    260000 | NS      | $1721590.36   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Inui Global Logistics Co Ltd   | Inui Global Logistics Co Ltd                                     | CUSIP: N/A<br>LEI: 353800YCG0HC4CSTYR51       | Long             | EC               | CORP              | JP        |      8700 | NS      | $131430.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ishihara Sangyo Kaisha Ltd     | Ishihara Sangyo Kaisha Ltd                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7700 | NS      | $62335.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                        | Eni SpA                                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     41455 | NS      | $592151.34    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Polska SA       | Santander Bank Polska SA                                         | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |       822 | NS      | $48483.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG         | Credit Suisse Group AG                                           | CUSIP: H3698D419<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |     77506 | NS      | $232863.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                      | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67776.88     | 0.03%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                  | PhosAgro PJSC                                                    | CUSIP: 71922G209<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |      5089 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Pinduoduo Inc                  | Pinduoduo Inc                                                    | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | CN        |       904 | NS      | $73721.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                 | Lonza Group AG                                                   | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      1371 | NS      | $674775.88    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum AB                      | Intrum AB                                                        | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | EC               | CORP              | SE        |      2794 | NS      | $33787.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain            | Cie de Saint-Gobain                                              | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       891 | NS      | $43742.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Virbac SA                      | Virbac SA                                                        | CUSIP: N/A<br>LEI: 969500QQ1X5XHG649644       | Long             | EC               | CORP              | FR        |       209 | NS      | $51236.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru | Provident Funding Mortgage Trust 2021-J1                         | CUSIP: 74387MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $116682.68    | 0.05%             | 2051-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP             | Raytheon Technologies Corp                                       | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90229.18     | 0.04%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T | Ready Capital Mortgage Financing 2021-FL5 LLC                    | CUSIP: 75574YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $387120.72    | 0.17%             | 2038-04-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104250.00    | 0.05%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ResMed Inc                     | ResMed Inc                                                       | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      4094 | NS      | $852084.22    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA         | Yara International ASA                                           | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |        22 | NS      | $967.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROSS STORES INC                | Ross Stores Inc                                                  | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119221.08    | 0.05%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Heineken NV                    | Heineken NV                                                      | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      1393 | NS      | $130874.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                             | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     91000 | PA      | $80941.41     | 0.04%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                               | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $58023.48     | 0.03%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     61000 | PA      | $51801.99     | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Humedix Co Ltd                 | Humedix Co Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2031 | NS      | $44711.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     96000 | PA      | $75030.43     | 0.03%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2020-PTB                        | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225468 | PA      | $199881.67    | 0.09%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| WinWay Technology Co Ltd       | WinWay Technology Co Ltd                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      3000 | NS      | $40767.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLFZON Co Ltd                 | GOLFZON Co Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       391 | NS      | $35139.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Assura PLC                     | Assura PLC                                                       | CUSIP: N/A<br>LEI: 21380026T19N2Y52XF72       | Long             | EC               | CORP              | GB        |    212986 | NS      | $140394.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Elis SA                        | Elis SA                                                          | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | EC               | CORP              | FR        |      4320 | NS      | $63817.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SLG Office Trust               | SLG Office Trust 2021-OVA                                        | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $176435.82    | 0.08%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55931.25     | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc           | Macnica Holdings Inc                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2800 | NS      | $66301.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GF Securities Co Ltd           | GF Securities Co Ltd                                             | CUSIP: N/A<br>LEI: 3003007E0Y3ZJ5HNA936       | Long             | EC               | CORP              | CN        |    327200 | NS      | $467404.39    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receiv | Santander Consumer Auto Receivables Trust 2021-A                 | CUSIP: 80282YAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $136732.19    | 0.06%             | 2026-11-16      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2020-3                    | CUSIP: 80285WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88538 | PA      | $87757.17     | 0.04%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MegaStudyEdu Co Ltd            | MegaStudyEdu Co Ltd                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       775 | NS      | $49087.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eclipx Group Ltd               | Eclipx Group Ltd                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     26379 | NS      | $35793.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2021-2                    | CUSIP: 80286XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97148.43     | 0.04%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2013-3                                    | CUSIP: 81745RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82095 | PA      | $68907.05     | 0.03%             | 2043-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mobilezone Holding AG          | Mobilezone Holding AG                                            | CUSIP: N/A<br>LEI: 506700P3R89PJL1LM545       | Long             | EC               | CORP              | CH        |      2132 | NS      | $35281.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                    | Shopify Inc                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       600 | NS      | $20831.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2019-CH2                                  | CUSIP: 81747CAA9<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-MBS          | CORP              | US        |      2353 | PA      | $2285.72      | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-1                                    | CUSIP: 81747KAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $264629.08    | 0.12%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| General Interface Solution Hol | General Interface Solution Holding Ltd                           | CUSIP: N/A<br>LEI: 529900UF1EE97VL5NU66       | Long             | EC               | CORP              | TW        |     18000 | NS      | $51503.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd                   | Vicinity Ltd                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     17757 | NS      | $24160.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                  | Banco BPM SpA                                                    | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |     38722 | NS      | $138298.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Chile SA                  | Enel Chile SA                                                    | CUSIP: N/A<br>LEI: 549300YM5CWCAUVOPB53       | Long             | EC               | CORP              | CL        |   1099059 | NS      | $50518.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Per Aarsleff Holding A/S       | Per Aarsleff Holding A/S                                         | CUSIP: N/A<br>LEI: 5493008HS8STXVZXYZ63       | Long             | EC               | CORP              | DK        |       651 | NS      | $24560.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA               | ArcelorMittal SA                                                 | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |     45946 | NS      | $1201295.96   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                  | Assa Abloy AB                                                    | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |      4225 | NS      | $90904.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Itoham Yonekyu Holdings Inc    | Itoham Yonekyu Holdings Inc                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     16100 | NS      | $85606.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemak SAB de CV                | Nemak SAB de CV                                                  | CUSIP: N/A<br>LEI: 5493000MY3DAIB0BP706       | Long             | EC               | CORP              | MX        |    173900 | NS      | $50064.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LXI REIT Plc                   | LXI REIT Plc                                                     | CUSIP: N/A<br>LEI: 2138008YZGXOKAXQVI45       | Long             | EC               | CORP              | GB        |     12239 | NS      | $16646.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galenica AG                    | Galenica AG                                                      | CUSIP: N/A<br>LEI: 506700W4772BD8016Z20       | Long             | EC               | CORP              | CH        |       468 | NS      | $38220.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Viva Energy Group Ltd          | Viva Energy Group Ltd                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     13132 | NS      | $24388.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| goeasy Ltd                     | goeasy Ltd                                                       | CUSIP: 380355107<br>LEI: 5493009DJVZG2P8YV435 | Long             | EC               | CORP              | CA        |       201 | NS      | $15802.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cosmo Energy Holdings Co Ltd   | Cosmo Energy Holdings Co Ltd                                     | CUSIP: N/A<br>LEI: 353800Y4GZ7KR5X7L150       | Long             | EC               | CORP              | JP        |      2600 | NS      | $68762.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dfds A/S                       | Dfds A/S                                                         | CUSIP: N/A<br>LEI: 549300JZVW1Y1UZ5UK38       | Long             | EC               | CORP              | DK        |       582 | NS      | $21537.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Wilshire Mutual Funds Inc

**Signature:** /s/Bendukai Bouey

**Name of Signer:** Wilshire Mutual Funds Inc

**Title:** Chief Compliance Officer