# EDGAR Filing Document

**Accession Number:** 0001423227
**File Stem:** 0000940400-25-009422
**Filing Date:** 2025-11
**Character Count:** 164407
**Document Hash:** 2c290606ca4d5654527d1684c1fcd86d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-009422.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0000940400-25-009422

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Strategy Trust
- **CENTRAL INDEX KEY:** 0001423227

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22167
- **FILM NUMBER:** 251512111

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STEET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 800-243-1574

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Allianz Funds Multi-Strategy Trust
- **DATE OF NAME CHANGE:** 20080109

## Series and Classes Contracts Data

### Virtus Global Allocation Fund (Series ID: S000025374)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000075793 | Class C             | PALCX           |
| C000075797 | Institutional Class | PALLX           |
| C000075799 | Class A             | PALAX           |
| C000160541 | Class R6            | AGASX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Strategy Trust

- **b. Investment Company Act file number:** 811-22167

- **c. CIK number of Registrant:** 0001423227

- **d. LEI of Registrant:** 549300PO6JSVIR6RII57

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

  - **Street Address 1:** 101 MUNSON STREET

  - **City:** GREENFIELD

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 800-243-1574

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

- **a. Name of Series:** Virtus Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000025374

- **c. LEI of Series:** 549300TOJ076HUKPD274

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $151791949.01

**Total Liabilities:** $2534262.68

**Net Assets:** $149257686.33

**Cash Not Reported:** $8953847.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -0.99000000 | **5-Year:** -13.57000000 | **10-Year:** 0.00000000 | **30-Year:** -95.19000000

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

- **3-Month:** -0.17000000 | **1-Year:** -11.23000000 | **5-Year:** -429.08000000 | **10-Year:** -14.17000000 | **30-Year:** -45.05000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000075799 | 0.54%                | 1.87%                | 2.53%                |
| Class ID C000160541 | 0.56%                | 1.85%                | 2.54%                |
| Class ID C000075793 | 0.51%                | 1.70%                | 2.59%                |
| Class ID C000075797 | 0.54%                | 1.79%                | 2.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $220422.79               | $434478.22                                 |
| Month 2  | $-3614557.08             | $5514794.26                                |
| Month 3  | $3578589.13              | $-914432.50                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                        | Title                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Stockland                                   | Stockland                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     42200 | NS      | $170893.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries               | Huntington Ingalls Industries Inc                   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       330 | NS      | $95010.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                               | Dollarama Inc                                       | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       472 | NS      | $62248.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                      | Trane Technologies PLC                              | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        91 | NS      | $38398.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                        | Banca Mediolanum SpA                                | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      8400 | NS      | $168147.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAP SA                                     | OPAP SA                                             | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |      6521 | NS      | $152124.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                            | Hewlett Packard Enterprise Co                       | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       800 | NS      | $54320.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group In              | Sumitomo Mitsui Trust Group Inc                     | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      4800 | NS      | $139535.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                   | Danone SA                                           | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      2425 | NS      | $211138.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                    | Unipol Assicurazioni SpA                            | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      6200 | NS      | $132916.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                      | Agnico Eagle Mines Ltd                              | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       450 | NS      | $75792.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                   | Dick's Sporting Goods Inc                           | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1170 | NS      | $259997.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of China Ltd                           | Bank of China Ltd                                   | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |    131000 | NS      | $71712.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc                                 | NetEase Inc                                         | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |      8400 | NS      | $255606.89    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Ship Lease Inc                       | Global Ship Lease Inc                               | CUSIP: 000000000<br>LEI: 254900GLZ0J5N8UZM071 | Long             | EC               | CORP              | GB        |      3700 | NS      | $113590.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qfin Holdings Inc                           | Qfin Holdings Inc                                   | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | CN        |      1372 | NS      | $39486.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | BP CURRENCY                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        12 | NC      | $-8565.32     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                   | Orchid Island Capital Inc                           | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |     17600 | NS      | $123376.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA INC                                    | Okta Inc                                            | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45612.31     | 0.03%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                | China Construction Bank Corp                        | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |     36000 | NS      | $34603.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dubai Islamic Bank PJSC                     | Dubai Islamic Bank PJSC                             | CUSIP: 000000000<br>LEI: 5493003E7YRAQY3JGW88 | Long             | EC               | CORP              | AE        |     70485 | NS      | $183838.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                     | Alnylam Pharmaceuticals Inc                         | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     47000 | PA      | $77244.50     | 0.05%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| McMillan Shakespeare Ltd                    | McMillan Shakespeare Ltd                            | CUSIP: 000000000<br>LEI: 254900GPJQUGWJEAZ102 | Long             | EC               | CORP              | AU        |      2900 | NS      | $32218.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                               | Ford Motor Co                                       | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     11300 | NS      | $135148.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                | 3i Group PLC                                        | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |       102 | NS      | $5609.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM SA/Brazil                               | TIM SA/Brazil                                       | CUSIP: 000000000<br>LEI: 529900QI0CH1DN5ZCS77 | Long             | EC               | CORP              | BR        |     11200 | NS      | $49410.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                           | Lam Research Corp                                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4104 | NS      | $549525.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Newfleet Bond Fund                   | Virtus Newfleet Bond Fund                           | CUSIP: 92828W270<br>LEI: 549300U1U6DG3SZD7A72 | Long             | EC               | RF                | US        |   2511626 | NS      | $25995329.65  | 17.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                         | Williams-Sonoma Inc                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       961 | NS      | $187827.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE                        | Alignment Healthcare Inc                            | CUSIP: 01625VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $88636.70     | 0.06%             | 2029-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vedanta Ltd                                 | Vedanta Ltd                                         | CUSIP: 000000000<br>LEI: 335800XDKX9KB5EMCO07 | Long             | EC               | CORP              | IN        |     33441 | NS      | $175436.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                     | TIS Inc                                             | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |       600 | NS      | $19815.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Long Wale REIT                 | Charter Hall Long Wale REIT                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     11600 | NS      | $33773.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                   | Emera Inc                                           | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      2600 | NS      | $124740.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia De Sanena Do Parana                     | Cia De Sanena Do Parana                             | CUSIP: 000000000<br>LEI: 254900SZW9X2D21A7X94 | Long             | EP               | CORP              | BR        |     29100 | NS      | $39421.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co Ltd                        | Fuji Electric Co Ltd                                | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |      1500 | NS      | $100862.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                             | BAE Systems PLC                                     | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      8050 | NS      | $222916.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                         | Nomura Holdings Inc                                 | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     47800 | NS      | $350859.79    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Grou              | Sumitomo Mitsui Financial Group Inc                 | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     10600 | NS      | $299324.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | E-MINI RUSS 2000                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         2 | NC      | $-1496.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | JAPAN YEN CURR                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -10 | NC      | $-8461.20     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group              | Mitsubishi UFJ Financial Group Inc                  | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     12200 | NS      | $197496.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                        | Deckers Outdoor Corp                                | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       111 | NS      | $11252.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                              | NRG Energy Inc                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1056 | NS      | $171019.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co Ltd                           | PetroChina Co Ltd                                   | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |    204000 | NS      | $185598.73    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        22 | NS      | $28160.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                         | Coinbase Global Inc                                 | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     42000 | PA      | $52731.00     | 0.04%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | CAN 10YR BOND                                       | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        16 | NC      | $-71.51       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                         | Erste Group Bank AG                                 | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      2744 | NS      | $268036.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                   | Holcim AG                                           | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      1750 | NS      | $148037.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Petroleum Corp Ltd                   | Bharat Petroleum Corp Ltd                           | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |     39010 | NS      | $149227.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimbell Royalty Partners LP                 | Kimbell Royalty Partners LP                         | CUSIP: 49435R102<br>LEI: 5493007FC11POVYRB841 | Long             | EC               | CORP              | US        |      9070 | NS      | $122354.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                  | ResMed Inc                                          | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        31 | NS      | $8485.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Silvant Focused Growth Fund          | Virtus Silvant Focused Growth Fund                  | CUSIP: 92837N782<br>LEI: 5493008I7LLKX4QYJW79 | Long             | EC               | RF                | US        |    268224 | NS      | $24089235.43  | 16.14%            |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                      | Progress Software Corp                              | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58882.00     | 0.04%             | 2026-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Part              | Brookfield Infrastructure Partners LP               | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EC               | CORP              | BM        |      3200 | NS      | $105248.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                   | Emera Inc                                           | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      2400 | NS      | $115104.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO STOXX 50                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |         6 | NC      | $8671.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc                    | Hana Financial Group Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3387 | NS      | $210503.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                              | Eaton Corp PLC                                      | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       441 | NS      | $165044.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | LONG GILT                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        -3 | NC      | $5.62         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wallenius Wilhelmsen ASA                    | Wallenius Wilhelmsen ASA                            | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |     18100 | NS      | $160875.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                      | T Rowe Price Group Inc                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      2900 | NS      | $297656.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                | American Healthcare REIT Inc                        | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |      1660 | NS      | $69736.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc               | Hilton Worldwide Holdings Inc                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        38 | NS      | $9858.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                        | Tencent Holdings Ltd                                | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |      3600 | NS      | $306709.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                      | AXA SA                                              | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      1300 | NS      | $62027.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                    | Apollo Global Management Inc                        | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       600 | NS      | $42168.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P500 EMINI                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         9 | NC      | $27199.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                     | Magna International Inc                             | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      2700 | NS      | $127926.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                              | BorgWarner Inc                                      | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      2050 | NS      | $90118.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY IND                         | Advanced Energy Industries Inc                      | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     82000 | PA      | $113529.00    | 0.08%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                         | Arista Networks Inc                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1113 | NS      | $162175.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                              | Advantest Corp                                      | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      2600 | NS      | $257565.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                | Citizens Financial Group Inc                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      7200 | NS      | $382752.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VARIABLE (MADRID)                | IBEX 35 INDX                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ES        |         1 | NC      | $3901.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                      | Whitecap Resources Inc                              | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |      9350 | NS      | $71349.43     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                          | SEI Investments Co                                  | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        91 | NS      | $7721.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co              | SITC International Holdings Co Ltd                  | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |     93000 | NS      | $358043.94    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                | Klepierre SA                                        | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      2200 | NS      | $85649.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                           | Admiral Group PLC                                   | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      3600 | NS      | $162291.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                      | Mercedes-Benz Group AG                              | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      3150 | NS      | $197745.83    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                         | Affirm Holdings Inc                                 | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $39096.00     | 0.03%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MBRF GLOBAL FOODS COMPANY SA                | MBRF GLOBAL FOODS COMPANY SA                        | CUSIP: 000000000<br>LEI: 391200219USWMOBN3F92 | Long             | EC               | CORP              | BR        |     43563 | NS      | $158790.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                     | Bank Leumi Le-Israel BM                             | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     10140 | NS      | $199879.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd              | Canadian Natural Resources Ltd                      | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      1800 | NS      | $57555.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                         | Cal-Maine Foods Inc                                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      1150 | NS      | $108215.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                          | Analog Devices Inc                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       380 | NS      | $93366.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                      | Progress Software Corp                              | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47211.50     | 0.03%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | NASDAQ 100 E-MINI                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         4 | NC      | $30232.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                | Invesco Mortgage Capital Inc                        | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |     14700 | NS      | $111132.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2742 | NS      | $666580.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                   | Amgen Inc                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       541 | NS      | $152670.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                | WH Group Ltd                                        | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    521000 | NS      | $564386.82    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| THK Co Ltd                                  | THK Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $35971.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                           | Eversource Energy                                   | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       600 | NS      | $42684.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAX Global Technology Ltd                   | PAX Global Technology Ltd                           | CUSIP: 000000000<br>LEI: 5299008CRGPD1WZXCD36 | Long             | EC               | CORP              | HK        |    106000 | NS      | $78322.27     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                              | EPR Properties                                      | CUSIP: 26884U208<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |      1857 | NS      | $47223.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                   | Ardagh Metal Packaging SA                           | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |     10500 | NS      | $41895.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                   | Partners Group Holding AG                           | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       140 | NS      | $181759.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                | Carrefour SA                                        | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      8500 | NS      | $128684.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                 | Telenor ASA                                         | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      9000 | NS      | $149165.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                 | Nutanix Inc                                         | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     77000 | PA      | $105952.00    | 0.07%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LIVANOVA PLC                                | LivaNova PLC                                        | CUSIP: 53802LAB8<br>LEI: 2138001K2FX6SHK2B339 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $39679.80     | 0.03%             | 2029-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ashok Leyland Ltd                           | Ashok Leyland Ltd                                   | CUSIP: 000000000<br>LEI: 3358001BZKWERVWYCK35 | Long             | EC               | CORP              | IN        |     40700 | NS      | $65398.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                   | Tokio Marine Holdings Inc                           | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      3100 | NS      | $131412.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                  | Mizuho Financial Group Inc                          | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      7000 | NS      | $236102.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC                                        | Canadian Imperial Bank of Commerce                  | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      2160 | NS      | $172604.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA INC                                | Innoviva Inc                                        | CUSIP: 45781MAD3<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38817.60     | 0.03%             | 2028-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Wa              | Expeditors International of Washington Inc          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       217 | NS      | $26602.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                | Iberdrola SA                                        | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     13863 | NS      | $262122.65    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hi-Fi Ltd                                | JB Hi-Fi Ltd                                        | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |      2170 | NS      | $166563.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                          | Deutsche Boerse AG                                  | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       160 | NS      | $42848.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                            | Welltower OP LLC                                    | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $44055.00     | 0.03%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                       | General Dynamics Corp                               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       360 | NS      | $122760.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                         | Barrick Mining Corp                                 | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      2800 | NS      | $91965.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                     | QBE Insurance Group Ltd                             | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     14063 | NS      | $191599.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GPT Group/The                               | GPT Group/The                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     46800 | NS      | $166295.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                        | ELN NDX INDEX RBC 10/24/25                          | CUSIP: 78017L480<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |        81 | PA      | $1981252.71   | 1.33%             | 2025-10-16      | Fixed         | 404.27%               | No            |                  3 | On Loan: No      |
| LG Display Co Ltd                           | LG Display Co Ltd                                   | CUSIP: 000000000<br>LEI: 988400P37K91W0SABO95 | Long             | EC               | CORP              | KR        |      9643 | NS      | $99038.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOW TAI FOOK                               | Chow Tai Fook Jewellery Group Ltd                   | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | HK        |     50800 | NS      | $101574.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc                  | Daiwa Securities Group Inc                          | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     22000 | NS      | $178889.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                   | Logitech International SA                           | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |        55 | NS      | $5995.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | SPI 200                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |         4 | NC      | $1377.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                       | Plains GP Holdings LP                               | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      4000 | NS      | $72960.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VTech Holdings Ltd                          | VTech Holdings Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     10500 | NS      | $84599.62     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                        | Western Digital Corp                                | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $96225.00     | 0.06%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                          | FTSE 100 INDEX                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |         6 | NC      | $9189.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                       | Kongsberg Gruppen ASA                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |      2111 | NS      | $67468.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                         | HKT Trust & HKT Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     58000 | NS      | $85860.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                    | Willis Towers Watson PLC                            | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |        25 | NS      | $8636.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                 | Subaru Corp                                         | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     15000 | NS      | $307333.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                           | Johnson & Johnson                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       628 | NS      | $116443.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Icahn Enterprises LP                        | Icahn Enterprises LP                                | CUSIP: 451100101<br>LEI: 549300T0G4GS0SINS786 | Long             | EC               | CORP              | US        |     14700 | NS      | $123774.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                        | Banco de Sabadell SA                                | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |     51879 | NS      | $200998.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                              | Microsoft Corp                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2972 | NS      | $1539347.40   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Cibest SA                             | Grupo Cibest SA                                     | CUSIP: 40090E106<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |      3803 | NS      | $197527.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SEA LTD                                     | Sea Ltd                                             | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $69107.50     | 0.05%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                 | Xiaomi Corp                                         | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | CN        |      9800 | NS      | $68003.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                          | Poste Italiane SpA                                  | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      7500 | NS      | $177780.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                               | Boeing Co/The                                       | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      1150 | NS      | $80005.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Link REIT                                   | Link REIT                                           | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |     21100 | NS      | $108456.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                              | WisdomTree Inc                                      | CUSIP: 97717PAH7<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |     57000 | PA      | $74499.00     | 0.05%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                          | Liberty Media Corp                                  | CUSIP: 531229AR3<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |     18000 | PA      | $29376.00     | 0.02%             | 2053-09-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc               | Automatic Data Processing Inc                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       394 | NS      | $115639.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd                              | ICICI Bank Ltd                                      | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |      1491 | NS      | $45072.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                     | Charles Schwab Corp/The                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1160 | NS      | $110745.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | DAX MINI                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |         2 | NC      | $5436.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Group Holdings PLC                  | Phoenix Group Holdings PLC                          | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     67663 | NS      | $585584.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                  | FTSE TAIWAN INDEX                                   | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |         4 | NC      | $-2976.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                              | Eli Lilly & Co                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       100 | NS      | $76300.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                      | Regions Financial Corp                              | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     15000 | NS      | $395550.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RUBRIK INC                                  | Rubrik Inc                                          | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48552.00     | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                | Strategy Inc                                        | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       400 | NS      | $36680.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                       | Micron Technology Inc                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       965 | NS      | $161463.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Boshoku Corp                         | Toyota Boshoku Corp                                 | CUSIP: 000000000<br>LEI: 529900KS87U6EY7PWG26 | Long             | EC               | CORP              | JP        |      8000 | NS      | $132778.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OOIL                                        | Orient Overseas International Ltd                   | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | HK        |      6500 | NS      | $105494.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                | Veralto Corp                                        | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1441 | NS      | $153625.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                 | CONMED Corp                                         | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47575.32     | 0.03%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                            | Bank Hapoalim BM                                    | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     11405 | NS      | $231805.02    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC Ltd                                   | CITIC Ltd                                           | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | CN        |    102000 | NS      | $149684.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| B2GOLD CORP                                 | B2Gold Corp                                         | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $92730.00     | 0.06%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International In              | Philip Morris International Inc                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4105 | NS      | $665831.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | C$ CURRENCY                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -5 | NC      | $-343.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                         | Intesa Sanpaolo SpA                                 | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     67470 | NS      | $444702.64    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       747 | NS      | $548581.86    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Welspun Corp Ltd                            | Welspun Corp Ltd                                    | CUSIP: 000000000<br>LEI: 335800XKRIPYYRZNRQ31 | Long             | EC               | CORP              | IN        |      2016 | NS      | $19466.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                           | Kinross Gold Corp                                   | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      9433 | NS      | $234113.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                      | Berkshire Hathaway Inc                              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       130 | NS      | $65356.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yutong Bus Co Ltd                           | Yutong Bus Co Ltd                                   | CUSIP: 000000000<br>LEI: 300300OMPRVW0Q75F037 | Long             | EC               | CORP              | CN        |     30900 | NS      | $118114.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                    | Granite Construction Inc                            | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     35000 | PA      | $84210.00     | 0.06%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                             | EMCOR Group Inc                                     | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       251 | NS      | $163034.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 S.A. - BRASIL, BOLSA, BALCAO             | MINI BOVESPA                                        | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | N/A              | DE               | CORP              | BR        |        55 | NC      | $4208.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                            | Altria Group Inc                                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      9132 | NS      | $603259.92    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                 | Netflix Inc                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       262 | NS      | $314117.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                           | National Grid PLC                                   | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      4036 | NS      | $57944.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                   | Endesa SA                                           | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      7848 | NS      | $250711.43    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| d'Amico International Shipping              | d'Amico International Shipping SA                   | CUSIP: 000000000<br>LEI: 2221005IWV4R4EP4D553 | Long             | EC               | CORP              | LU        |     12400 | NS      | $63066.21     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                | ING Groep NV                                        | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      7200 | NS      | $186603.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                               | BlackLine Inc                                       | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72601.19     | 0.05%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CPIC                                        | China Pacific Insurance Group Co Ltd                | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |      9200 | NS      | $36625.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                  | Verizon Communications Inc                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      9950 | NS      | $437302.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                   | Toronto-Dominion Bank/The                           | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      3450 | NS      | $275861.18    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGIUM PHARMA INC                        | Collegium Pharmaceutical Inc                        | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |     19000 | PA      | $22414.48     | 0.02%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUND                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -4 | NC      | $-2041.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                           | NatWest Group PLC                                   | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     19809 | NS      | $138960.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                       | Tenet Healthcare Corp                               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       310 | NS      | $62942.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Seix High Yield Fund                 | Virtus Seix High Yield Fund                         | CUSIP: 92837F664<br>LEI: 549300JK6ZT0B425KK09 | Long             | EC               | RF                | US        |   1858941 | NS      | $14815757.28  | 9.93%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                      | AP Moller - Maersk A/S                              | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       178 | NS      | $347990.34    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                             | RingCentral Inc                                     | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40929.00     | 0.03%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                   | Talanx AG                                           | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |       785 | NS      | $104328.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Life Insurance Co Ltd                   | SBI Life Insurance Co Ltd                           | CUSIP: 000000000<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |      1557 | NS      | $31399.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                | NiSource Inc                                        | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      2959 | NS      | $128124.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COPASA                                      | Cia de Saneamento de Minas Gerais Copasa MG         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      7300 | NS      | $47333.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                               | Fortescue Ltd                                       | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     30400 | NS      | $375760.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                     | Starwood Property Trust Inc                         | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33824.00     | 0.02%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Accton Technology Corp                      | Accton Technology Corp                              | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |      6000 | NS      | $205722.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                  | Allianz SE                                          | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       687 | NS      | $288268.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | NEW ZEALAND $                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -8 | NC      | $240.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCCW Ltd                                    | PCCW Ltd                                            | CUSIP: 000000000<br>LEI: 254900SI7GPUPA1TJX39 | Long             | EC               | CORP              | HK        |    130000 | NS      | $89039.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENiQ ENERGY Holdings S.A.               | HELLENiQ ENERGY Holdings S.A.                       | CUSIP: 000000000<br>LEI: 213800YUBJMZYR1SNG35 | Long             | EC               | CORP              | GR        |      2586 | NS      | $25594.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                | CUSIP: 78017L522<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |        80 | PA      | $1969304.80   | 1.32%             | 2025-10-29      | Fixed         | 15.95%                | No            |                  3 | On Loan: No      |
| Novartis AG                                 | Novartis AG                                         | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      4633 | NS      | $582697.02    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                     | M&G PLC                                             | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |     48700 | NS      | $165706.47    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                 | Wayfair Inc                                         | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     33000 | PA      | $68425.50     | 0.05%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P500 EMINI                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -11 | NC      | $-9075.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                 | NN Group NV                                         | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      2600 | NS      | $182846.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                  | Hasbro Inc                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       760 | NS      | $57646.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                   | L3Harris Technologies Inc                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       400 | NS      | $122164.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                         | Dominion Energy Inc                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      3645 | NS      | $222964.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AllianceBernstein Holding LP                | AllianceBernstein Holding LP                        | CUSIP: 01881G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3170 | NS      | $121157.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                    | eBay Inc                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      2959 | NS      | $269121.05    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BORSA ITALIANA S.P.A.                       | FTSE/MIB INDEX                                      | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               | CORP              | IT        |         1 | NC      | $4540.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                           | Cisco Systems Inc                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2308 | NS      | $157913.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC                             | Uniti Group Inc                                     | CUSIP: 91325VAB4<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38805.53     | 0.03%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                   | Itron Inc                                           | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     63000 | PA      | $72198.00     | 0.05%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                               | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $29400.00     | 0.02%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ABB Ltd                                     | ABB Ltd                                             | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      3600 | NS      | $259219.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                   | PG&E Corp                                           | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31350.30     | 0.02%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Global Medical REIT Inc                     | Global Medical REIT Inc                             | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |      1650 | NS      | $55621.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTO INC                             | Rivian Automotive Inc                               | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53846.00     | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                  | Evergy Inc                                          | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     77000 | PA      | $96750.50     | 0.06%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                    | Enel SpA                                            | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     46621 | NS      | $441495.62    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First Abu Dhabi Bank PJSC                   | First Abu Dhabi Bank PJSC                           | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |     11229 | NS      | $47813.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Grandness Food Industry G              | Sino Grandness Food Industry Group Ltd              | CUSIP: 000000000<br>LEI: 529900L4CX3OJ8CAOL39 | Long             | EC               | CORP              | CN        |     77400 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lojas Renner SA                             | Lojas Renner SA                                     | CUSIP: 000000000<br>LEI: 52990032N7OAAM138D78 | Long             | EC               | CORP              | BR        |     25000 | NS      | $70364.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Sien              | Banca Monte dei Paschi di Siena SpA                 | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |     12272 | NS      | $108635.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Brasil SA                        | Telefonica Brasil SA                                | CUSIP: 000000000<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |     15500 | NS      | $99047.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                            | Bank of Montreal                                    | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |       500 | NS      | $65154.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                        | Targa Resources Corp                                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      2129 | NS      | $356692.66    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Info Service PCL                   | Advanced Info Service PCL                           | CUSIP: 000000000<br>LEI: 529900DU2YW1NO5RMU78 | Long             | EC               | CORP              | TH        |     35400 | NS      | $317895.39    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2517 | NS      | $613015.35    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HLDGS INC                         | Alarm.com Holdings Inc                              | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40344.00     | 0.03%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T              | Bank of New York Mellon Corp/The                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4337 | NS      | $472559.52    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| National Aluminium Co Ltd                   | National Aluminium Co Ltd                           | CUSIP: 000000000<br>LEI: 335800OM1V78CX7SSC72 | Long             | EC               | CORP              | IN        |     17212 | NS      | $41459.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emirates NBD Bank PJSC                      | Emirates NBD Bank PJSC                              | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     34220 | NS      | $226391.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY USA INC                             | Spotify USA Inc                                     | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     62000 | PA      | $84723.00     | 0.06%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANDWIDTH INC                               | Bandwidth Inc                                       | CUSIP: 05988JAD5<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |     58000 | PA      | $49242.00     | 0.03%             | 2028-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV               | Koninklijke Ahold Delhaize NV                       | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      1715 | NS      | $69364.93     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                         | Deutsche Telekom AG                                 | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      2375 | NS      | $80890.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                    | iRhythm Technologies Inc                            | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |     86000 | PA      | $117992.00    | 0.08%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                           | HSBC Holdings PLC                                   | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     25500 | NS      | $358382.23    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix Inc                                | SK Hynix Inc                                        | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      1322 | NS      | $327425.96    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                | WP Carey Inc                                        | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      6000 | NS      | $405420.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                   | Argenx SE                                           | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       316 | NS      | $228981.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                          | nVent Electric PLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1400 | NS      | $138096.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS INC                        | Upstart Holdings Inc                                | CUSIP: 91680MAC1<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |     25000 | PA      | $34833.75     | 0.02%             | 2029-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dynex Capital Inc                           | Dynex Capital Inc                                   | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |      9950 | NS      | $122285.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Electric Glass Co Ltd                | Nippon Electric Glass Co Ltd                        | CUSIP: 000000000<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |      2300 | NS      | $75523.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                               | SoftBank Corp                                       | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |    127000 | NS      | $186955.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                         | Viking Holdings Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2000 | NS      | $124320.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                             | OSI Systems Inc                                     | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     54000 | PA      | $78273.00     | 0.05%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P500 EMINI                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        11 | NC      | $20350.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                  | Samsung Electronics Co Ltd                          | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       565 | NS      | $33786.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                 | Dropbox Inc                                         | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76368.00     | 0.05%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                                  | Stride Inc                                          | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |     35000 | PA      | $99478.78     | 0.07%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                 | Chubu Electric Power Co Inc                         | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      7700 | NS      | $107180.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                        | Amentum Holdings Inc                                | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |        12 | NS      | $287.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Minerals Inc                           | Aura Minerals Inc                                   | CUSIP: 000000000<br>LEI: 549300YIRI8PSDM2FV20 | Long             | EC               | CORP              | US        |      1800 | NS      | $66978.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                                | Strategy Inc                                        | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $89540.00     | 0.06%             | 2030-03-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COS INC                          | Greenbrier Cos Inc/The                              | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |     46000 | PA      | $49238.40     | 0.03%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LG Uplus Corp                               | LG Uplus Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4344 | NS      | $47525.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                | Insulet Corp                                        | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        51 | NS      | $15745.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                        | Ares Management Corp                                | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       850 | NS      | $42236.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Development PJSC                      | Emaar Development PJSC                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     26416 | NS      | $96730.29     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                         | Guardant Health Inc                                 | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |     44000 | PA      | $57178.70     | 0.04%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commerci              | CapitaLand Integrated Commercial Trust              | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |     56000 | NS      | $99414.71     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                         | Paycom Software Inc                                 | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        41 | NS      | $8533.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                 | HubSpot Inc                                         | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        20 | NS      | $9356.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Ltd                         | Muthoot Finance Ltd                                 | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |      4180 | NS      | $144863.83    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE HDD CAYMAN                          | Seagate HDD Cayman                                  | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     65000 | PA      | $187200.00    | 0.13%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eva Airways Corp                            | Eva Airways Corp                                    | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |     61000 | NS      | $76255.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinotruk Hong Kong Ltd                      | Sinotruk Hong Kong Ltd                              | CUSIP: 000000000<br>LEI: 529900BB4WA4W576X724 | Long             | EC               | CORP              | CN        |     33500 | NS      | $98838.98     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                   | Aviva PLC                                           | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     31189 | NS      | $287666.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                             | ASML Holding NV                                     | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       300 | NS      | $291669.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                    | Tele2 AB                                            | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |      3900 | NS      | $66509.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Gas Negara Tbk PT                | Perusahaan Gas Negara Tbk PT                        | CUSIP: 000000000<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |   1142500 | NS      | $115861.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                              | S&P Global Inc                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        56 | NS      | $27255.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                | Moody's Corp                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        53 | NS      | $25253.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                     | Bristol-Myers Squibb Co                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     12350 | NS      | $556985.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                            | Osaka Gas Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      4300 | NS      | $124709.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CTBC Financial Holding Co Ltd               | CTBC Financial Holding Co Ltd                       | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |    137000 | NS      | $192837.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp                | China Construction Bank Corp                        | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |     35200 | NS      | $42575.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                   | Tesla Inc                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       200 | NS      | $88944.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Financial Holdings SA               | Piraeus Financial Holdings SA                       | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |     10163 | NS      | $86076.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                                  | Signify NV                                          | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      5650 | NS      | $147924.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC                                        | Canadian Imperial Bank of Commerce                  | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      1120 | NS      | $89476.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVERR INTERNATIONAL LTD                    | Fiverr International Ltd                            | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |     20000 | PA      | $19904.00     | 0.01%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                         | Electronic Arts Inc                                 | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1605 | NS      | $323728.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                  | Zoetis Inc                                          | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1934 | NS      | $282982.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki SA                  | Bank Polska Kasa Opieki SA                          | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |       857 | NS      | $41191.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                           | Spok Holdings Inc                                   | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      6350 | NS      | $109537.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                          | Houlihan Lokey Inc                                  | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       650 | NS      | $133458.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Weibo Corp                                  | Weibo Corp                                          | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | CN        |      4589 | NS      | $56903.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc                                  | JD.com Inc                                          | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |      6500 | NS      | $115684.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                   | Apple Inc                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5687 | NS      | $1448080.81   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                           | Japan Tobacco Inc                                   | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      7400 | NS      | $243289.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                    | Vinci SA                                            | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      1600 | NS      | $221566.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| E.Sun Financial Holding Co Ltd              | E.Sun Financial Holding Co Ltd                      | CUSIP: 000000000<br>LEI: 549300X6CNQE512OPC90 | Long             | EC               | CORP              | TW        |    118332 | NS      | $129482.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SinoPac Financial Holdings Co               | SinoPac Financial Holdings Co Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     57361 | NS      | $47051.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                | Fortinet Inc                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       838 | NS      | $70459.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                  | Legrand SA                                          | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       500 | NS      | $82535.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                 | Fujitsu Ltd                                         | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      1000 | NS      | $23558.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                      | AP Moller - Maersk A/S                              | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        80 | NS      | $156840.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc               | Regeneron Pharmaceuticals Inc                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       100 | NS      | $56227.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                | QUALCOMM Inc                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       515 | NS      | $85675.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Electronics Ltd                      | Bharat Electronics Ltd                              | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |     36065 | NS      | $164079.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                               | Snowflake Inc                                       | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     20000 | PA      | $31310.00     | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk                           | Aneka Tambang Tbk                                   | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |    421100 | NS      | $79848.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                     | Bank of Nova Scotia/The                             | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      4260 | NS      | $275459.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                       | Northrop Grumman Corp                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       216 | NS      | $131613.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WuXi AppTec Co Ltd                          | WuXi AppTec Co Ltd                                  | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |      5700 | NS      | $89706.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                 | Cintas Corp                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $30173.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE LTD                               | Herbalife Ltd                                       | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |     47000 | PA      | $43451.50     | 0.03%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                 | Enovis Corp                                         | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49175.00     | 0.03%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                  | HEICO Corp                                          | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       500 | NS      | $127045.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HLDGS INC                         | Alarm.com Holdings Inc                              | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44114.00     | 0.03%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| C&A MODAS SA                                | C&A MODAS SA                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      9000 | NS      | $27580.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                              | Open Text Corp                                      | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |      3345 | NS      | $125031.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                          | Credit Agricole SA                                  | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     15984 | NS      | $313767.77    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                 | Aker BP ASA                                         | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      6800 | NS      | $172460.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/T              | Hartford Insurance Group Inc/The                    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1040 | NS      | $138725.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                | British American Tobacco PLC                        | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      4000 | NS      | $212332.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                           | Allstate Corp/The                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       672 | NS      | $144244.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                          | TOPIX INDX                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        10 | NC      | $25568.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                          | Crescent Energy Co                                  | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7800 | NS      | $69576.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                          | Vertiv Holdings Co                                  | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      1146 | NS      | $172885.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                       | 3M Co                                               | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       280 | NS      | $43450.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                      | Motorola Solutions Inc                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       142 | NS      | $64935.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd                      | Aristocrat Leisure Ltd                              | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       122 | NS      | $5649.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                  | HEICO Corp                                          | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       190 | NS      | $61335.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Cibest SA                             | Grupo Cibest SA                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | CO        |     23000 | NS      | $299551.58    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corp                   | Korea Electric Power Corp                           | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |      2491 | NS      | $64003.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE SCIENTIFIC INC                         | Core Scientific Inc                                 | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $44900.00     | 0.03%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                              | Amazon.com Inc                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      3947 | NS      | $866642.79    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Group                          | Charter Hall Group                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7850 | NS      | $118171.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ST Engineering                              | Singapore Technologies Engineering Ltd              | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     50300 | NS      | $335736.27    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                          | JAPAN 10Y BOND(OSE)                                 | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |        -7 | NC      | $29167.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                      | Singapore Exchange Ltd                              | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     16300 | NS      | $208875.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                        | Edison International                                | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      6600 | NS      | $364848.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CPFL Energia SA                             | CPFL Energia SA                                     | CUSIP: 000000000<br>LEI: 529900GBWSBDXN8GGM28 | Long             | EC               | CORP              | BR        |     10900 | NS      | $80384.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                  | AbbVie Inc                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       941 | NS      | $217879.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanlam Ltd                                  | Sanlam Ltd                                          | CUSIP: 000000000<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |     28068 | NS      | $135854.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                     | Sphere Entertainment Co                             | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |     58000 | PA      | $109620.00    | 0.07%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                   | Legal & General Group PLC                           | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |     55000 | NS      | $176047.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                    | KLA Corp                                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       418 | NS      | $450854.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                 | ARMOUR Residential REIT Inc                         | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      8200 | NS      | $122508.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEM INC                          | Varonis Systems Inc                                 | CUSIP: 922280AD4<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |     47000 | PA      | $50666.00     | 0.03%             | 2029-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Rexel SA                                    | Rexel SA                                            | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      1900 | NS      | $62102.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| China Hongqiao Group Ltd                    | China Hongqiao Group Ltd                            | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | CN        |     46000 | NS      | $156171.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Agricultural Bank of China Ltd              | Agricultural Bank of China Ltd                      | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |    314000 | NS      | $211836.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                                        | Taiwan Semiconductor Manufacturing Co Ltd           | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     25000 | NS      | $1070444.25   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                   | Land Securities Group PLC                           | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |     19000 | NS      | $148719.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PZU                                         | Powszechny Zaklad Ubezpieczen SA                    | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |     25300 | NS      | $378388.02    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                         | JPMorgan Chase & Co                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1949 | NS      | $614773.07    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | EURO FX CURR                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        16 | NC      | $-3657.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mach Natural Resources LP                   | Mach Natural Resources LP                           | CUSIP: 55445L100<br>LEI: 254900WRTD4RTPK11Q27 | Long             | EC               | CORP              | US        |     11100 | NS      | $146298.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC              | Abu Dhabi Commercial Bank PJSC                      | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |     34300 | NS      | $136152.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                     | Magna International Inc                             | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      9800 | NS      | $464332.83    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TORM PLC                                    | TORM PLC                                            | CUSIP: 000000000<br>LEI: 213800VL1H1ABVM1ZF63 | Long             | EC               | CORP              | GB        |      2160 | NS      | $44539.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                          | HCA Healthcare Inc                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       273 | NS      | $116352.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Korea Shipbuilding & Offsho              | HD Korea Shipbuilding & Offshore Engineering Co Ltd | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |       311 | NS      | $91102.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                        | Jacobs Solutions Inc                                | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       203 | NS      | $30421.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                   | Safran SA                                           | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       440 | NS      | $155026.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ericsson                                    | Telefonaktiebolaget LM Ericsson                     | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     20500 | NS      | $169497.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Petrol Rafinerileri AS              | Turkiye Petrol Rafinerileri AS                      | CUSIP: 000000000<br>LEI: 789000RCNG97UV50EE03 | Long             | EC               | CORP              | TR        |     33700 | NS      | $151165.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PGE Polska Grupa Energetyczna               | PGE Polska Grupa Energetyczna SA                    | CUSIP: 000000000<br>LEI: 259400MP9VXR0E69MJ89 | Long             | EC               | CORP              | PL        |      9669 | NS      | $28570.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                         | TE Connectivity PLC                                 | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       800 | NS      | $175624.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BTP                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         4 | NC      | $-2546.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vipshop Holdings Ltd                        | Vipshop Holdings Ltd                                | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | CN        |      6899 | NS      | $135496.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Seix Floating Rate High Income Fund  | Virtus Seix Floating Rate High Income Fund          | CUSIP: 92837F755<br>LEI: 549300RKGX6P36UJVL84 | Long             | EC               | RF                | US        |    768829 | NS      | $5896917.68   | 3.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                              | ServiceNow Inc                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        29 | NS      | $26688.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                 | Dropbox Inc                                         | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      2400 | NS      | $72504.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                           | State Street Corp                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2230 | NS      | $258702.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                       | Dell Technologies Inc                               | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       740 | NS      | $104909.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                     | CRH PLC                                             | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |       987 | NS      | $118341.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                     | GSK PLC                                             | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      9900 | NS      | $209636.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                | DNB Bank ASA                                        | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      7546 | NS      | $205293.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                    | Simon Property Group Inc                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1230 | NS      | $230834.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Properties PJSC                       | Emaar Properties PJSC                               | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     35514 | NS      | $126177.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                           | Toyota Motor Corp                                   | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      4300 | NS      | $82853.91     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                         | Dollar General Corp                                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       850 | NS      | $87847.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                            | Novo Nordisk A/S                                    | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      3000 | NS      | $162620.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                | Broadcom Inc                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1080 | NS      | $356302.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Bank Polska SA                    | Santander Bank Polska SA                            | CUSIP: 000000000<br>LEI: 259400LGXW3K0GDAG361 | Long             | EC               | CORP              | PL        |       196 | NS      | $25495.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                      | OMV AG                                              | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      1900 | NS      | $101318.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                           | Veeva Systems Inc                                   | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        47 | NS      | $14001.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        25 | NC      | $-25148.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                    | Halozyme Therapeutics Inc                           | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     65000 | PA      | $91325.00     | 0.06%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                         | NCL Corp Ltd                                        | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $52959.38     | 0.04%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL STOCK EXCHANGE OF INDIA LIMITED    | IFSC NIFTY 50                                       | CUSIP: 000000000<br>LEI: 335800NLY5HYW9I7YE03 | N/A              | DE               | CORP              | IN        |         3 | NC      | $-1792.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AVI Ltd                                     | AVI Ltd                                             | CUSIP: 000000000<br>LEI: 378900C2D68805FAAF75 | Long             | EC               | CORP              | ZA        |     17376 | NS      | $99527.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                       | Costco Wholesale Corp                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        13 | NS      | $12033.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                   | Sanofi SA                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1800 | NS      | $165998.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                  | Natera Inc                                          | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       460 | NS      | $74046.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                    | Fox Corp                                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       524 | NS      | $33043.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DAYFORCE INC                                | Dayforce Inc                                        | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40118.50     | 0.03%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| People's Insurance Co Group of              | People's Insurance Co Group of China Ltd/The        | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |     90000 | NS      | $78759.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                   | Adobe Inc                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       861 | NS      | $303717.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                   | Sampo Oyj                                           | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      9004 | NS      | $103364.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                        | Labcorp Holdings Inc                                | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95 | NS      | $27270.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                             | AstraZeneca PLC                                     | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       400 | NS      | $60154.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                      | DBS Group Holdings Ltd                              | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      3100 | NS      | $122923.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                        | AGNC Investment Corp                                | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     12800 | NS      | $125312.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                              | CBRE Group Inc                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        95 | NS      | $14968.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHL GROUP                                   | DHL GROUP                                           | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      1620 | NS      | $72160.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                    | Engie SA                                            | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     19080 | NS      | $408927.95    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co Ltd                              | Daifuku Co Ltd                                      | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      1700 | NS      | $54522.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                            | Roche Holding AG                                    | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1000 | NS      | $326487.03    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcadyan Technology Corp                    | Arcadyan Technology Corp                            | CUSIP: 000000000<br>LEI: 254900R5W61G3GO1Q067 | Long             | EC               | CORP              | TW        |      3000 | NS      | $21605.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                         | Astellas Pharma Inc                                 | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     10000 | NS      | $108225.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                    | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        66 | NS      | $81463.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                | Autodesk Inc                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        38 | NS      | $12071.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                  | Intuit Inc                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        10 | NS      | $6829.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                       | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     43000 | PA      | $96037.71     | 0.06%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                         | Exact Sciences Corp                                 | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68450.28     | 0.05%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                               | Banco BPM SpA                                       | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     25274 | NS      | $377588.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        31 | NC      | $-16558.34    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | AUDUSD CRNCY                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         7 | NC      | $417.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                  | BOC Hong Kong Holdings Ltd                          | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     50000 | NS      | $234774.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                     | Peloton Interactive Inc                             | CUSIP: 70614WAD2<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |     30000 | PA      | $67080.00     | 0.04%             | 2029-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Naziona              | Terna - Rete Elettrica Nazionale                    | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     26095 | NS      | $264640.98    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                              | Blackstone Inc                                      | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       750 | NS      | $128137.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                               | Rio Tinto PLC                                       | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      3450 | NS      | $226775.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES INC                      | Pacira BioSciences Inc                              | CUSIP: 695127AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $44593.72     | 0.03%             | 2029-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                            | Welltower OP LLC                                    | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     51000 | PA      | $95421.00     | 0.06%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                             | Best Buy Co Inc                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      4700 | NS      | $355414.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                                  | EZCORP Inc                                          | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     52000 | PA      | $94952.00     | 0.06%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                | UBS Group AG                                        | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      2520 | NS      | $102914.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc               | Annaly Capital Management Inc                       | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     24950 | NS      | $504239.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                | Huntington Bancshares Inc/OH                        | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      8700 | NS      | $150249.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS REALTY LP                            | Ventas Realty LP                                    | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     47000 | PA      | $60700.50     | 0.04%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy Inc                          | SunCoke Energy Inc                                  | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      5720 | NS      | $46675.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                      | IDEXX Laboratories Inc                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       241 | NS      | $153972.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                              | Morgan Stanley                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1801 | NS      | $286286.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                   | Alibaba Group Holding Ltd                           | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |      8000 | NS      | $181959.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                            | InterDigital Inc                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       125 | NS      | $43153.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                             | Nordea Bank Abp                                     | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     12900 | NS      | $211654.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | S&P/TSX 60 IX                                       | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               | CORP              | CA        |         2 | NC      | $10680.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-OAT                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -2 | NC      | $-1414.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Resource Partners LP               | Alliance Resource Partners LP                       | CUSIP: 01877R108<br>LEI: 529900T4Q5UPWOUFG783 | Long             | EC               | CORP              | US        |      5400 | NS      | $136539.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                              | Ziff Davis Inc                                      | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38550.00     | 0.03%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                    | Rolls-Royce Holdings PLC                            | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     12800 | NS      | $204855.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                 | Swedbank AB                                         | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      6400 | NS      | $192522.09    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | MSCI EMGMKT                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |         5 | NC      | $263.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                 | NVIDIA Corp                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      9557 | NS      | $1783145.06   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                  | HSCEI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |         7 | NC      | $6953.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                               | BHP Group Ltd                                       | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      6600 | NS      | $185737.87    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                         | General Electric Co                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1175 | NS      | $353463.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                            | Tokyo Gas Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       500 | NS      | $17797.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | AUST 10Y BOND                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |        16 | NC      | $-8096.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       104 | NC      | $56577.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                    | Granite Construction Inc                            | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     38000 | PA      | $58121.00     | 0.04%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I              | PNC Financial Services Group Inc/The                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       650 | NS      | $130604.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                    | Manhattan Associates Inc                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       350 | NS      | $71743.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                | Enbridge Inc                                        | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      5000 | NS      | $252245.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

**Name of Applicant:** Virtus Strategy Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer