# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001752724-23-070019
**Filing Date:** 2023-3
**Character Count:** 834943
**Document Hash:** d1e93e03e2e1f14323bed9aff3c80f88
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070019.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070019

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601
- **IRS NUMBER:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 23768930

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Multi-Strategy Income Fund (Series ID: S000048356)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000152724 | Class A      | RMYAX           |
| C000152725 | Class C      | RMYCX           |
| C000152727 | Class S      | RMYSX           |
| C000152728 | Class Y      | RMYYX           |
| C000178428 | Class M      | RGYTX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT CO

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

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

  - **Street Address 1:** 1301 SECOND AVENUE

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** Multi-Strategy Income Fund

- **b. EDGAR series identifier (if any):** S000048356

- **c. LEI of Series:** 549300A5DFWAE2ARUU44

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $612088320.24

**Total Liabilities:** $216898429.92

**Net Assets:** $395189890.32

**Delayed Delivery Securities:** $680934.05

**Cash Not Reported:** $14937269.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -124.58000000 | **1-Year:** -2134.30000000 | **5-Year:** -8113.73000000 | **10-Year:** -13165.24000000 | **30-Year:** -9365.71000000

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

- **3-Month:** -463.33000000 | **1-Year:** -6598.90000000 | **5-Year:** -13020.48000000 | **10-Year:** -10283.02000000 | **30-Year:** -7484.08000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000152724 | 0.67%                | -7.06%               | -0.54%               |
| Class ID C000152725 | 6.81%                | -1.39%               | 5.45%                |
| Class ID C000178428 | 6.93%                | -1.33%               | 5.47%                |
| Class ID C000152727 | 6.93%                | -1.46%               | 5.59%                |
| Class ID C000152728 | 6.92%                | -1.41%               | 5.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6922913.54             | $29510155.79                               |
| Month 2  | $1668498.42              | $-6889103.73                               |
| Month 3  | $452815.64               | $18618901.16                               |

**Designated Index Information**

- **Index Name:** RIC Multi-Strategy Income Fund Composite Benchmark 2022-03-01

- **Index Identifier:** CMP000146

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| REPUBLIC OF KENYA                                                                                   | Republic of Kenya Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    261000 | PA      | $245026.80    | 0.06%             | 2024-06-24      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Honeywell International Inc                                                                         | Honeywell International Inc                                                                                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       474 | NS      | $98819.52     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                                              | Egypt Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     60000 | PA      | $54000.00     | 0.01%             | 2027-01-31      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| LondonMetric Property PLC                                                                           | LondonMetric Property PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Long             | EC               |  | GB        |     26015 | NS      | $60757.56     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SEA LTD                                                                                             | Sea Ltd                                                                                                                       | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |    498000 | PA      | $383958.00    | 0.10%             | 2026-09-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                                                  | Hong Kong Exchanges & Clearing Ltd                                                                                            | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      8400 | NS      | $377547.39    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                                | Saudi Arabian Oil Co                                                                                                          | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    660000 | PA      | $558774.48    | 0.14%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                                              | Emirates NBD Bank PJSC                                                                                                        | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    739000 | PA      | $738512.26    | 0.19%             | 2025-03-20      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Zijin Mining Group Co Ltd                                                                           | Zijin Mining Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |    110000 | NS      | $181905.94    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG289V5 IRS USD R V 12MSOFR 99OG289V5_FLO CCPOIS / Short: B9OG289V5 IRS USD P F  4.48700 99OG289V5_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     59000 | OU      | $-239.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Orient Overseas International Ltd                                                                   | Orient Overseas International Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | BM        |      5171 | NS      | $86010.57     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GRUPO ENERGIA BOGOTA                                                                                | Grupo Energia Bogota SA ESP                                                                                                   | CUSIP: 000000000<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |    709000 | PA      | $649621.25    | 0.16%             | 2030-05-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| EXEO Group Inc                                                                                      | EXEO Group Inc                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $176299.75    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RE85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3930035 | PA      | $217889.02    | 0.06%             | 2066-11-20      | Variable      | 0.32%                 | No            | 2                  | On Loan: No      |
| Icom Inc                                                                                            | Icom Inc                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $35375.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                                                             | Ping An Insurance Group Co of China Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |     68561 | NS      | $535156.21    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Endeavour Mining PLC                                                                                | Endeavour Mining PLC                                                                                                          | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      3233 | NS      | $76118.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Q2 HOLDINGS INC                                                                                     | Q2 Holdings Inc                                                                                                               | CUSIP: 74736LAB5<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |    188000 | PA      | $199162.50    | 0.05%             | 2023-02-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| LYFT INC                                                                                            | Lyft Inc                                                                                                                      | CUSIP: 55087PAB0<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    707000 | PA      | $647612.00    | 0.16%             | 2025-05-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TELEPHONE & DATA SYS                                                                                | Telephone and Data Systems Inc                                                                                                | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5519 | NS      | $95589.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| INTERCEPT PHARMAS                                                                                   | Intercept Pharmaceuticals Inc                                                                                                 | CUSIP: 45845PAB4<br>LEI: 254900JMB8TX5P688V24 | Long             | DBT              | CORP              | US        |    423000 | PA      | $321395.40    | 0.08%             | 2026-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136ADQT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200905 | PA      | $3562.37      | 0.00%             | 2042-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COMERICA INC                                                                                        | Comerica Inc                                                                                                                  | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54898.80     | 0.01%             | 2025-07-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                                 | LVMH Moet Hennessy Louis Vuitton SE                                                                                           | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       377 | NS      | $329341.33    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| TC ENERGY CORP                                                                                      | TC Energy Corp                                                                                                                | CUSIP: 87807B859<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EP               | CORP              | CA        |      3485 | NS      | $46019.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD JPY                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-2869.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                              | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159232.00    | 0.04%             | 2025-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                           | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      1600 | NS      | $33920.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| International Tower Hill Mines Ltd                                                                  | International Tower Hill Mines Ltd                                                                                            | CUSIP: 46050R102<br>LEI: 529900QWPB33AJTGMU33 | Long             | EC               | CORP              | CA        |     41509 | NS      | $24108.43     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EDP - Energias de Portugal SA                                                                       | EDP - Energias de Portugal SA                                                                                                 | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |     14660 | NS      | $72861.31     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cisco Systems Inc                                                                                   | Cisco Systems Inc                                                                                                             | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2869 | NS      | $139634.23    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B5R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1318431 | PA      | $146834.72    | 0.04%             | 2049-09-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F050627<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -31000000 | PA      | $-31113827.97 | -7.87%            | 2053-02-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Assurant Inc                                                                                        | Assurant Inc                                                                                                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       341 | NS      | $45213.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wacoal Holdings Corp                                                                                | Wacoal Holdings Corp                                                                                                          | CUSIP: 000000000<br>LEI: 3538002U6NJ8QTW6VR34 | Long             | EC               | CORP              | JP        |      6100 | NS      | $114645.02    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Gold Fields Ltd                                                                                     | Gold Fields Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      9986 | NS      | $114233.50    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BJ's Restaurants Inc                                                                                | BJ's Restaurants Inc                                                                                                          | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     14100 | NS      | $445137.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CRYOPORT INC                                                                                        | CryoPort Inc                                                                                                                  | CUSIP: 229050AC3<br>LEI: 9845004D8538BT8JF626 | Long             | DBT              | CORP              | US        |    221000 | PA      | $172667.30    | 0.04%             | 2026-12-01      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| BANK OF HAWAII CORP                                                                                 | Bank of Hawaii Corp                                                                                                           | CUSIP: 062545207<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |      2686 | NS      | $50899.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $-9318.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Imperial Brands PLC                                                                                 | Imperial Brands PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      2284 | NS      | $57259.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Weir Group PLC/The                                                                                  | Weir Group PLC/The                                                                                                            | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |     17203 | NS      | $378773.31    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                                              | Oman Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $202380.00    | 0.05%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BANDWIDTH INC                                                                                       | Bandwidth Inc                                                                                                                 | CUSIP: 05988JAB9<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |    925000 | PA      | $719742.50    | 0.18%             | 2026-03-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| LEG Immobilien SE                                                                                   | LEG Immobilien SE                                                                                                             | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      7648 | NS      | $596171.45    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| SOFI TECHNOLOGIES INC                                                                               | SoFi Technologies Inc                                                                                                         | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1343706.00   | 0.34%             | 2026-10-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| INTERCEPT PHARMAS                                                                                   | Intercept Pharmaceuticals Inc                                                                                                 | CUSIP: 45845PAA6<br>LEI: 254900JMB8TX5P688V24 | Long             | DBT              | CORP              | US        |    773000 | PA      | $761347.20    | 0.19%             | 2023-07-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459M9 IRS USD R F  3.39650 99OG459M9_FIX CCPOIS / Short: S9OG459M9 IRS USD P V 12MSOFR 99OG459M9_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1345000 | OU      | $127.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UZBEKNEFTEGAZ JSC                                                                                   | Uzbekneftegaz JSC                                                                                                             | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |    687000 | PA      | $576255.60    | 0.15%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| L3Harris Technologies Inc                                                                           | L3Harris Technologies Inc                                                                                                     | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       262 | NS      | $56282.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED EUR / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-77.44       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Inc                                                                                       | BlackRock Inc                                                                                                                 | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        94 | NS      | $71365.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375UQ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5187978 | PA      | $134944.50    | 0.03%             | 2067-10-20      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| Kone Oyj                                                                                            | Kone Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |      3213 | NS      | $175450.43    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                        | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $243000.00    | 0.06%             | 2026-08-21      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| East Money Information Co Ltd                                                                       | East Money Information Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 836800ZFB0ZEK3KKW487 | Long             | EC               | CORP              | CN        |     65660 | NS      | $219991.79    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| United Parcel Service Inc                                                                           | United Parcel Service Inc                                                                                                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       365 | NS      | $67608.95     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar General Corp                                                                                 | Dollar General Corp                                                                                                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       233 | NS      | $54428.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIC Securities Co Ltd                                                                             | CITIC Securities Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 300300E1006744000068 | Long             | EC               | CORP              | CN        |     43390 | NS      | $99589.78     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                                   | Transcanada Trust                                                                                                             | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $216587.15    | 0.05%             | 2079-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Seiko Epson Corp                                                                                    | Seiko Epson Corp                                                                                                              | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     13200 | NS      | $199064.14    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Accenture PLC                                                                                       | Accenture PLC                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       968 | NS      | $270120.40    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380F5R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212804 | PA      | $23829.69     | 0.01%             | 2046-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Equity Residential                                                                                  | Equity Residential                                                                                                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |       708 | NS      | $45064.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| L'Oreal SA                                                                                          | L'Oreal SA                                                                                                                    | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       164 | NS      | $67745.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Komeri Co Ltd                                                                                       | Komeri Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $151705.35    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Fidelity National Financial Inc                                                                     | Fidelity National Financial Inc                                                                                               | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       870 | NS      | $38306.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Derwent London PLC                                                                                  | Derwent London PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | EC               |  | GB        |      3013 | NS      | $96173.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hokuetsu Corp                                                                                       | Hokuetsu Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CBTMD053ZJ7C79 | Long             | EC               | CORP              | JP        |      4200 | NS      | $27038.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375UZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4774857 | PA      | $169827.35    | 0.04%             | 2067-04-20      | Variable      | 1.76%                 | No            | 2                  | On Loan: No      |
| NetScout Systems Inc                                                                                | NetScout Systems Inc                                                                                                          | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     13783 | NS      | $442434.30    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                                            | W R Berkley Corp                                                                                                              | CUSIP: 084423888<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      1307 | NS      | $26035.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382RBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1215561 | PA      | $135796.19    | 0.03%             | 2051-04-20      | Floating      | 1.81%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38378TEW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1461581 | PA      | $206556.89    | 0.05%             | 2043-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459C1 IRS USD R F  2.94300 99OG459C1_FIX CCPOIS / Short: S9OG459C1 IRS USD P V 12MSOFR 99OG459C1_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    960500 | OU      | $-2224.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Algonquin Power & Utilities Corp                                                                    | Algonquin Power & Utilities Corp                                                                                              | CUSIP: 015857709<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |      4061 | NS      | $101321.95    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co                                                                                   | General Motors Co                                                                                                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1476 | NS      | $58036.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SMARTRENT INC                                                                                       | SmartRent Inc                                                                                                                 | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78365 | NS      | $228825.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                                                                           | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88479.98     | 0.02%             | 2026-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                                                                  | MS&AD Insurance Group Holdings Inc                                                                                            | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      5300 | NS      | $170404.05    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG679H4 IRS USD R F  4.21050 99OG679H4_FIX CCPOIS / Short: S9OG679H4 IRS USD P V 12MSOFR 99OG679H4_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1437000 | OU      | $-1054.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                                                                           | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $186241.22    | 0.05%             | 2028-04-06      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| AXIS CAPITAL HLDGS LTD                                                                              | Axis Capital Holdings Ltd                                                                                                     | CUSIP: 05461T305<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      3022 | NS      | $70080.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD JPY                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-57762.61    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| United Arrows Ltd                                                                                   | United Arrows Ltd                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $62095.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wihlborgs Fastigheter AB                                                                            | Wihlborgs Fastigheter AB                                                                                                      | CUSIP: 000000000<br>LEI: 549300RC1YDJPITF8X06 | Long             | EC               | CORP              | SE        |     10385 | NS      | $85587.51     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                                              | Chocoladefabriken Lindt & Spruengli AG                                                                                        | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         1 | NS      | $112707.02    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG289A1 IRS USD R F  3.43200 99OG289A1_FIX CCPOIS / Short: S9OG289A1 IRS USD P V 12MSOFR 99OG289A1_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    736000 | OU      | $14213.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Teledyne Technologies Inc                                                                           | Teledyne Technologies Inc                                                                                                     | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       136 | NS      | $57699.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                                              | BP Capital Markets PLC                                                                                                        | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $420187.50    | 0.11%             | 2030-03-22      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| KKR GROUP FIN CO IX LLC                                                                             | KKR Group Finance Co IX LLC                                                                                                   | CUSIP: 48253M104<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       852 | NS      | $16844.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hirogin Holdings Inc                                                                                | Hirogin Holdings Inc                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21900 | NS      | $114125.53    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Welltower Inc                                                                                       | Welltower Inc                                                                                                                 | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |     23459 | NS      | $1760363.36   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                                                                           | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59161.70     | 0.01%             | 2079-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Expeditors International of Washington Inc                                                          | Expeditors International of Washington Inc                                                                                    | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       502 | NS      | $54291.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38379TFH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1305989 | PA      | $257460.70    | 0.07%             | 2045-12-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | 99C468LB1 PUTNAM                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   3459000 | OU      | $145227.60    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HELLO GROUP INC                                                                                     | Hello Group Inc                                                                                                               | CUSIP: 60879BAB3<br>LEI: 549300YMGLID32W48529 | Long             | DBT              | CORP              | KY        |    413000 | PA      | $395445.99    | 0.10%             | 2025-07-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                                                                        | ING Groep NV                                                                                                                  | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $166963.60    | 0.04%             | 2029-05-16      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375U7K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2578590 | PA      | $165184.46    | 0.04%             | 2068-02-20      | Variable      | 3.39%                 | No            | 2                  | On Loan: No      |
| FRANSHION BRILLIANT LTD                                                                             | Franshion Brilliant Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300E3ZP4GOU3D4G57 | Long             | DBT              | CORP              | VG        |    542000 | PA      | $455176.24    | 0.12%             | 2029-07-23      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Republic of Senegal                                                                                 | Senegal Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    212000 | PA      | $158270.72    | 0.04%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Chemometec A/S                                                                                      | Chemometec A/S                                                                                                                | CUSIP: 000000000<br>LEI: 213800533NBKECGONO68 | Long             | EC               | CORP              | DK        |       681 | NS      | $59609.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Genuine Parts Co                                                                                    | Genuine Parts Co                                                                                                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       313 | NS      | $52527.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| La Francaise des Jeux SAEM                                                                          | La Francaise des Jeux SAEM                                                                                                    | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      1706 | NS      | $72933.35     | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                                                          | Grupo Aeroportuario del Pacifico SAB de CV                                                                                    | CUSIP: 000000000<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |      7466 | NS      | $128893.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| V2X Inc                                                                                             | V2X Inc                                                                                                                       | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6677 | NS      | $294856.32    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sight Sciences Inc                                                                                  | Sight Sciences Inc                                                                                                            | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30990 | NS      | $356694.90    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Chailease Holding Co Ltd                                                                            | Chailease Holding Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900L76E6T0JCM3J27 | Long             | EC               | CORP              | KY        |     31000 | NS      | $234558.62    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SHOPIFY INC                                                                                         | Shopify Inc                                                                                                                   | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |   1037000 | PA      | $908930.50    | 0.23%             | 2025-11-01      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Progressive Corp/The                                                                                | Progressive Corp/The                                                                                                          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       700 | NS      | $95445.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LXI REIT Plc                                                                                        | LXI REIT Plc                                                                                                                  | CUSIP: 000000000<br>LEI: 2138008YZGXOKAXQVI45 | Long             | EC               |  | GB        |     53069 | NS      | $73879.14     | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $72.93        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Water Works Co Inc                                                                         | American Water Works Co Inc                                                                                                   | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       469 | NS      | $73393.81     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                                                                           | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $171985.90    | 0.04%             | 2030-11-18      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375UN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2102088 | PA      | $125822.58    | 0.03%             | 2067-10-20      | Variable      | 0.22%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382RQH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2081324 | PA      | $245053.05    | 0.06%             | 2051-04-20      | Floating      | 1.81%                 | No            | 2                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                                          | Vertex Pharmaceuticals Inc                                                                                                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       181 | NS      | $58481.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380LAZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4935764 | PA      | $279551.79    | 0.07%             | 2068-02-20      | Variable      | 2.74%                 | No            | 2                  | On Loan: No      |
| Osaka Exchange                                                                                      | TOPIX INDX FUTR MAR23                                                                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |      -100 | NC      | $-237292.58   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy Inc                                                                                 | Dominion Energy Inc                                                                                                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      2065 | NS      | $131416.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                                                                          | Mondelez International Inc                                                                                                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1094 | NS      | $71591.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Aegon NV                                                                                            | Aegon NV                                                                                                                      | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190613.79    | 0.05%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Jones Lang LaSalle Inc                                                                              | Jones Lang LaSalle Inc                                                                                                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1808 | NS      | $334244.96    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG289S2 IRS USD R F  3.10900 99OG289S2_FIX CCPOIS / Short: S9OG289S2 IRS USD P V 12MSOFR 99OG289S2_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1013000 | OU      | $30364.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Union Pacific Corp                                                                                  | Union Pacific Corp                                                                                                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       443 | NS      | $90456.17     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK AG                                                                                    | Deutsche Bank AG                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $232650.17    | 0.06%             | 2027-12-01      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Johnson & Johnson                                                                                   | Johnson & Johnson                                                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1499 | NS      | $244966.58    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| First Resources Ltd                                                                                 | First Resources Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |    105400 | NS      | $123552.34    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Highwoods Properties Inc                                                                            | Highwoods Properties Inc                                                                                                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |      9011 | NS      | $273664.07    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                                                                         | 99P172BZ3 PUTNAM                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |    697000 | OU      | $19.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Realty Income Corp                                                                                  | Realty Income Corp                                                                                                            | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |     23497 | NS      | $1593801.51   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                                                                          | Suzuken Co Ltd/Aichi Japan                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $245275.86    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| McDonald's Corp                                                                                     | McDonald's Corp                                                                                                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       257 | NS      | $68721.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NexTier Oilfield Solutions Inc                                                                      | NexTier Oilfield Solutions Inc                                                                                                | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     16484 | NS      | $155279.28    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                | Colombia Government International Bond                                                                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    710000 | PA      | $727105.72    | 0.18%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MEG Energy Corp                                                                                     | MEG Energy Corp                                                                                                               | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |      4666 | NS      | $77114.98     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | Long: 99NP739B6 IRS USD R V 00MSOFR FLO VANILLA / Short: 99NP739B6 IRS USD P F  3.20000 FIX VANILLA                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | GB        |  20000000 | OU      | $10262.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380FA22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    844673 | PA      | $195117.45    | 0.05%             | 2047-07-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED JPY / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |         1 | NC      | $-1308.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                              | PNC Financial Services Group Inc/The                                                                                          | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164049.20    | 0.04%             | 2027-09-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Altra Industrial Motion Corp                                                                        | Altra Industrial Motion Corp                                                                                                  | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     11945 | NS      | $729481.15    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| BAE Systems PLC                                                                                     | BAE Systems PLC                                                                                                               | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     25783 | NS      | $272488.03    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376R5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1530485 | PA      | $128043.46    | 0.03%             | 2067-06-20      | Variable      | 1.89%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                 | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    407000 | PA      | $371550.30    | 0.09%             | 2026-02-18      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Zhejiang Expressway Co Ltd                                                                          | Zhejiang Expressway Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 213800X1ZRKM85U9H438 | Long             | EC               | CORP              | CN        |    104000 | NS      | $89979.77     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                          | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    389000 | PA      | $389155.60    | 0.10%             | 2025-03-17      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                                              | UnitedHealth Group Inc                                                                                                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       539 | NS      | $269063.41    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Snam SpA                                                                                            | Snam SpA                                                                                                                      | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     13335 | NS      | $67964.17     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD HKD                                                                                                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $3421.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aisin Corp                                                                                          | Aisin Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     13000 | NS      | $379485.08    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Catena AB                                                                                           | Catena AB                                                                                                                     | CUSIP: 000000000<br>LEI: 549300EMLM7AH5LDLY65 | Long             | EC               | CORP              | SE        |      6452 | NS      | $269697.08    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      4354 | NS      | $113378.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| BROOKFIELD INFRA FIN ULC                                                                            | Brookfield Infrastructure Finance ULC                                                                                         | CUSIP: 11276B109<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |      1652 | NS      | $33271.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375UF88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3487524 | PA      | $124535.98    | 0.03%             | 2067-07-20      | Variable      | 0.18%                 | No            | 2                  | On Loan: No      |
| Sirius Real Estate Ltd                                                                              | Sirius Real Estate Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | EC               | CORP              | GG        |    113977 | NS      | $119009.32    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459W7 IRS USD R F  2.88550 99OG459W7_FIX CCPOIS / Short: S9OG459W7 IRS USD P V 12MSOFR 99OG459W7_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    455000 | OU      | $-6109.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REDWOOD TRUST INC                                                                                   | Redwood Trust Inc                                                                                                             | CUSIP: 758075AD7<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |    557000 | PA      | $527061.25    | 0.13%             | 2024-07-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376UGZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    266285 | PA      | $5039.21      | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Clorox Co/The                                                                                       | Clorox Co/The                                                                                                                 | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       379 | NS      | $54837.51     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RT30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4057296 | PA      | $273340.41    | 0.07%             | 2067-02-20      | Variable      | 2.67%                 | No            | 2                  | On Loan: No      |
| Xebio Holdings Co Ltd                                                                               | Xebio Holdings Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $43535.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NEOGENOMICS INC                                                                                     | NeoGenomics Inc                                                                                                               | CUSIP: 64049MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $149731.88    | 0.04%             | 2025-05-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Hi Sun Technology China Ltd                                                                         | Hi Sun Technology China Ltd                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    333000 | NS      | $37371.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ASML Holding NV                                                                                     | ASML Holding NV                                                                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       552 | NS      | $365569.43    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                                                                          | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    198000 | PA      | $184967.78    | 0.05%             | 2026-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Tachi-S Co Ltd                                                                                      | Tachi-S Co Ltd                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $19409.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Philip Morris International Inc                                                                     | Philip Morris International Inc                                                                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       991 | NS      | $103301.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Astarta Holding PLC                                                                                 | Astarta Holding PLC                                                                                                           | CUSIP: 000000000<br>LEI: 724500R38HLH2G58KQ51 | Long             | EC               | CORP              | CY        |      9426 | NS      | $50172.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | 99P466LB1 PUTNAM                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   3566000 | OU      | $170044.18    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Enagas SA                                                                                           | Enagas SA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |      2902 | NS      | $52050.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                                                                        | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    755000 | PA      | $636578.25    | 0.16%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    962000 | PA      | $718230.35    | 0.18%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| Pinduoduo Inc                                                                                       | Pinduoduo Inc                                                                                                                 | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      8252 | NS      | $808530.96    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                                                            | Ionis Pharmaceuticals Inc                                                                                                     | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    515000 | PA      | $475757.00    | 0.12%             | 2024-12-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459X5 IRS USD R F  2.88400 99OG459X5_FIX CCPOIS / Short: S9OG459X5 IRS USD P V 12MSOFR 99OG459X5_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    455000 | OU      | $-6242.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NIPPON LIFE INSURANCE                                                                               | Nippon Life Insurance Co                                                                                                      | CUSIP: 654579AE1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196240.00    | 0.05%             | 2046-01-20      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                                              | Equitable Holdings Inc                                                                                                        | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      4542 | NS      | $102740.04    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| International Business Machines Corp                                                                | International Business Machines Corp                                                                                          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       468 | NS      | $63053.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ivanhoe Electric Inc / US                                                                           | Ivanhoe Electric Inc / US                                                                                                     | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3309 | NS      | $43844.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Nomura Real Estate Master Fund Inc                                                                  | Nomura Real Estate Master Fund Inc                                                                                            | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               |  | JP        |       196 | NS      | $229263.15    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| British American Tobacco PLC                                                                        | British American Tobacco PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      1923 | NS      | $73543.55     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380UMS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195142 | PA      | $35175.01     | 0.01%             | 2047-12-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Qube Holdings Ltd                                                                                   | Qube Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 391200RT2MUFEO3RFW25 | Long             | EC               | CORP              | AU        |     87198 | NS      | $189503.43    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Augmedix Inc                                                                                        | Augmedix Inc                                                                                                                  | CUSIP: 05105P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35349 | NS      | $54437.46     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                                              | Chocoladefabriken Lindt & Spruengli AG                                                                                        | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         7 | NS      | $76927.70     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                                                                                       | DTE Energy Co                                                                                                                 | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      1758 | NS      | $36021.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Valvoline Inc                                                                                       | Valvoline Inc                                                                                                                 | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      9571 | NS      | $350872.86    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| NSK Ltd                                                                                             | NSK Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |     96300 | NS      | $541552.21    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Draegerwerk AG & Co KGaA                                                                            | Draegerwerk AG & Co KGaA                                                                                                      | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EP               | CORP              | DE        |      1447 | NS      | $64711.06     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                                        | Enbridge Inc                                                                                                                  | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    244000 | PA      | $232210.59    | 0.06%             | 2078-03-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Royal Gold Inc                                                                                      | Royal Gold Inc                                                                                                                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      2250 | NS      | $285817.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                                                                                       | Amphenol Corp                                                                                                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       707 | NS      | $56397.39     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                                                                                 | Northern Trust Corp                                                                                                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       612 | NS      | $59345.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                                  | Mitsubishi UFJ Financial Group Inc                                                                                            | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     51100 | NS      | $375070.75    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                                 | Nigeria Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    695000 | PA      | $495187.50    | 0.13%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                           | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      1600 | NS      | $34384.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                                                                       | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $199916.15    | 0.05%             | 2028-01-11      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Banco Bradesco SA                                                                                   | Banco Bradesco SA                                                                                                             | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |     21000 | NS      | $57998.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Straumann Holding AG                                                                                | Straumann Holding AG                                                                                                          | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |      1445 | NS      | $189186.30    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Inc                                                                                  | NextEra Energy Inc                                                                                                            | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6451 | NS      | $481438.13    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacira BioSciences Inc                                                                              | Pacira BioSciences Inc                                                                                                        | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12189 | NS      | $478662.03    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG679Y7 IRS USD R V 12MSOFR 99OG679Y7_FLO CCPOIS / Short: B9OG679Y7 IRS USD P F  3.19950 99OG679Y7_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1154000 | OU      | $276.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                                            | African Export-Import Bank/The                                                                                                | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |    341000 | PA      | $301580.40    | 0.08%             | 2029-09-21      | Fixed         | 3.99%                 | Yes           | 2                  | On Loan: No      |
| USB Capital IX                                                                                      | USB Capital IX                                                                                                                | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $27238.23     | 0.01%             | 2023-03-03      | Variable      | 5.81%                 | No            | 2                  | On Loan: No      |
| WP Carey Inc                                                                                        | WP Carey Inc                                                                                                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |       699 | NS      | $59785.47     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UDR Inc                                                                                             | UDR Inc                                                                                                                       | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     16143 | NS      | $687530.37    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136AEUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761878 | PA      | $128606.87    | 0.03%             | 2034-11-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| MARKEL CORP                                                                                         | Markel Corp                                                                                                                   | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33915.00     | 0.01%             | 2025-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                                        | ING Groep NV                                                                                                                  | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195514.00    | 0.05%             | 2025-04-16      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Guangshen Railway Co Ltd                                                                            | Guangshen Railway Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900YIR2NSEPF1UU41 | Long             | EC               | CORP              | CN        |    312000 | NS      | $54644.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| H.U. Group Holdings Inc                                                                             | H.U. Group Holdings Inc                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $53058.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                        | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    226000 | PA      | $238430.00    | 0.06%             | 2033-01-17      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| General Mills Inc                                                                                   | General Mills Inc                                                                                                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       887 | NS      | $69505.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eskom Holdings SOC Ltd                                                                              | Eskom Holdings SOC Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    739000 | PA      | $705552.86    | 0.18%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9NZ259E8 IRS USD R F  3.68650 99NZ259E8_FIX CCPVANILLA / Short: S9NZ259E8 IRS USD P V 00MSOFR 99NZ259E8_FLO CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2929500 | OU      | $32354.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DR Horton Inc                                                                                       | DR Horton Inc                                                                                                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      2242 | NS      | $221262.98    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hang Lung Properties Ltd                                                                            | Hang Lung Properties Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900CIVTNMXQT59E61 | Long             | EC               | CORP              | HK        |     96000 | NS      | $180702.40    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BDO Unibank Inc                                                                                     | BDO Unibank Inc                                                                                                               | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |    105576 | NS      | $238528.77    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG679W1 IRS USD R F  3.19200 99OG679W1_FIX CCPOIS / Short: S9OG679W1 IRS USD P V 12MSOFR 99OG679W1_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    517000 | OU      | $-451.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Riyue Heavy Industry Co Ltd                                                                         | Riyue Heavy Industry Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20200 | NS      | $71850.21     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KEYCORP                                                                                             | KeyCorp                                                                                                                       | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      1306 | NS      | $33472.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GREENLIGHT CAPITAL RE                                                                               | Greenlight Capital Re Ltd                                                                                                     | CUSIP: 395366AB3<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | DBT              | CORP              | KY        |    529000 | PA      | $513130.00    | 0.13%             | 2023-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38379T3W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    524757 | PA      | $72778.02     | 0.02%             | 2046-02-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LX Holdings Corp                                                                                    | LX Holdings Corp                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1079 | NS      | $7748.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375UJ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2362466 | PA      | $160768.20    | 0.04%             | 2067-08-20      | Variable      | 0.35%                 | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                                    | Terna - Rete Elettrica Nazionale                                                                                              | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      7583 | NS      | $60171.33     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD SEK                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $32645.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38383MH27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3343689 | PA      | $340737.31    | 0.09%             | 2049-11-20      | Floating      | 1.39%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                                                 | Charles Schwab Corp/The                                                                                                       | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    352000 | PA      | $302808.00    | 0.08%             | 2030-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Schlumberger Ltd                                                                                    | Schlumberger Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      5055 | NS      | $288033.90    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Otsuka Corp                                                                                         | Otsuka Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      2100 | NS      | $69125.75     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38381WYN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    980261 | PA      | $77610.04     | 0.02%             | 2049-06-20      | Floating      | 1.61%                 | No            | 2                  | On Loan: No      |
| CHINA GOVT INTL BOND                                                                                | China Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    847000 | PA      | $821813.44    | 0.21%             | 2023-10-21      | Fixed         | 0.40%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG459J6 IRS USD R V 12MSOFR 99OG459J6_FLO CCPOIS / Short: B9OG459J6 IRS USD P F  3.00400 99OG459J6_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    385000 | OU      | $-3692.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AbbVie Inc                                                                                          | AbbVie Inc                                                                                                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1189 | NS      | $175674.75    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                          | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    289000 | PA      | $288820.82    | 0.07%             | 2024-09-05      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Universal Health Services Inc                                                                       | Universal Health Services Inc                                                                                                 | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       408 | NS      | $60469.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UT Group Co Ltd                                                                                     | UT Group Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $48916.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PACWEST BANCORP                                                                                     | PacWest Bancorp                                                                                                               | CUSIP: 695263202<br>LEI: 549300YI8VMFO7G36V04 | Long             | EP               | CORP              | US        |      2494 | NS      | $64544.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fukuda Corp                                                                                         | Fukuda Corp                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $35029.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED AUD / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $-30.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ball Corp                                                                                           | Ball Corp                                                                                                                     | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       779 | NS      | $45368.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Akeso Inc                                                                                           | Akeso Inc                                                                                                                     | CUSIP: 000000000<br>LEI: 254900ECWYGR3QW5GF30 | Long             | EC               | CORP              | KY        |     11000 | NS      | $66953.82     | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| MetLife Capital Trust IV                                                                            | MetLife Capital Trust IV                                                                                                      | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $219999.60    | 0.06%             | 2037-12-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Midea Group Co Ltd                                                                                  | Midea Group Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |      9800 | NS      | $80354.41     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                                                                       | Cable One Inc                                                                                                                 | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    655000 | PA      | $526292.50    | 0.13%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                      | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      1500 | NS      | $36015.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD HKD                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $3403.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $175000.00    | 0.04%             | 2027-01-12      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Unilever PLC                                                                                        | Unilever PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      2454 | NS      | $125372.03    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Products and Chemicals Inc                                                                      | Air Products and Chemicals Inc                                                                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       177 | NS      | $56730.27     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | Barclays Bank PLC                                                                                                             | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $89329.14     | 0.02%             | 2034-12-15      | Fixed         | 6.28%                 | No            | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                                            | Empresa Nacional del Petroleo                                                                                                 | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |   1132000 | PA      | $889197.32    | 0.23%             | 2047-09-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                                            | New Mountain Finance Corp                                                                                                     | CUSIP: 647551AC4<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    702000 | PA      | $705071.25    | 0.18%             | 2023-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1376318 | PA      | $64013.92     | 0.02%             | 2067-02-20      | Variable      | 2.47%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137ABAN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283740 | PA      | $7469.80      | 0.00%             | 2040-04-15      | Floating      | 2.19%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62155.00     | 0.02%             | 2026-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS CORRIDOR                                                                               | Southern Gas Corridor CJSC                                                                                                    | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    484000 | PA      | $498752.32    | 0.13%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| AngloGold Ashanti Ltd                                                                               | AngloGold Ashanti Ltd                                                                                                         | CUSIP: 035128206<br>LEI: 378900EF3BA9A5F42A59 | Long             | EC               | CORP              | ZA        |     12127 | NS      | $254909.54    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Tencent Holdings Ltd                                                                                | Tencent Holdings Ltd                                                                                                          | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      5093 | NS      | $248283.75    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382EFD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2790295 | PA      | $259912.60    | 0.07%             | 2044-05-20      | Floating      | 1.51%                 | No            | 2                  | On Loan: No      |
| China Communications Services Corp Ltd                                                              | China Communications Services Corp Ltd                                                                                        | CUSIP: 000000000<br>LEI: 529900JCDRVQE6YZKT86 | Long             | EC               | CORP              | CN        |    240000 | NS      | $91208.72     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiwa House REIT Investment Corp                                                                    | Daiwa House REIT Investment Corp                                                                                              | CUSIP: 000000000<br>LEI: 3538001FWU534P8JMO05 | Long             | EC               |  | JP        |       130 | NS      | $282793.16    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                                                                              | SAP SE                                                                                                                        | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1135 | NS      | $133586.27    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CHEGG INC                                                                                           | Chegg Inc                                                                                                                     | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1049561.60   | 0.27%             | 2026-09-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                                | Abu Dhabi Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $150812.00    | 0.04%             | 2049-09-30      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| WISDOMTREE INVESTMENTS                                                                              | WisdomTree Inc                                                                                                                | CUSIP: 97717PAD6<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |    294000 | PA      | $275331.00    | 0.07%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380LAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1889983 | PA      | $103550.27    | 0.03%             | 2068-02-20      | Variable      | 2.95%                 | No            | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                                                                                 | SVB Financial Group                                                                                                           | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    140000 | PA      | $107100.00    | 0.03%             | 2031-11-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD EUR                                                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-10107.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                                          | RenaissanceRe Holdings Ltd                                                                                                    | CUSIP: 75968N309<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |      1439 | NS      | $34766.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                               | Lincoln National Corp                                                                                                         | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49725.00     | 0.01%             | 2027-12-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    152000 | PA      | $149385.60    | 0.04%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| SPLUNK INC                                                                                          | Splunk Inc                                                                                                                    | CUSIP: 848637AC8<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1446107.50   | 0.37%             | 2023-09-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Swiss Life Holding AG                                                                               | Swiss Life Holding AG                                                                                                         | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |       105 | NS      | $62047.14     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Charming Charlie                                                                                    | Charming Charlie                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1147677 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                        | Thermo Fisher Scientific Inc                                                                                                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       183 | NS      | $104370.39    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                                                                               | Costco Wholesale Corp                                                                                                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       247 | NS      | $126251.58    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| COSCO SHIPPING Ports Ltd                                                                            | COSCO SHIPPING Ports Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 5299008QX6KA3JHWK507 | Long             | EC               | CORP              | BM        |     64000 | NS      | $48470.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136A2R62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1546894 | PA      | $57504.40     | 0.01%             | 2041-02-25      | Floating      | 1.49%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RK62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2015005 | PA      | $131795.24    | 0.03%             | 2066-12-20      | Variable      | 0.02%                 | No            | 2                  | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                                              | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    650000 | PA      | $482752.01    | 0.12%             | 2060-02-25      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                           | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    187000 | PA      | $188884.96    | 0.05%             | 2024-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Endesa SA                                                                                           | Endesa SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      2843 | NS      | $56716.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B5ZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1047919 | PA      | $109645.99    | 0.03%             | 2049-08-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Carrefour SA                                                                                        | Carrefour SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      2288 | NS      | $43476.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $101200.00    | 0.03%             | 2081-06-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Full Truck Alliance Co Ltd                                                                          | Full Truck Alliance Co Ltd                                                                                                    | CUSIP: 35969L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15435 | NS      | $124251.75    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382QS92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1216699 | PA      | $162266.86    | 0.04%             | 2050-07-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Aeroports de Paris                                                                                  | Aeroports de Paris                                                                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |       670 | NS      | $103765.27    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                                                            | Banco do Brasil SA/Cayman                                                                                                     | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    813000 | PA      | $737500.24    | 0.19%             | 2024-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459V9 IRS USD R F  3.13350 99OG459V9_FIX CCPOIS / Short: S9OG459V9 IRS USD P V 12MSOFR 99OG459V9_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1183000 | OU      | $-6889.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Green Plains Inc                                                                                    | Green Plains Inc                                                                                                              | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      5861 | NS      | $203786.97    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp                                                                 | Cognizant Technology Solutions Corp                                                                                           | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1379 | NS      | $92048.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AddTech AB                                                                                          | AddTech AB                                                                                                                    | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |      3357 | NS      | $53516.04     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137BH6Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509876 | PA      | $80077.19     | 0.02%             | 2044-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MHP SE                                                                                              | MHP SE                                                                                                                        | CUSIP: 55302T204<br>LEI: 213800D7DXFXGA292757 | Long             | EC               | CORP              | CY        |     29675 | NS      | $101005.66    | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                                                                 | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    272000 | PA      | $265070.61    | 0.07%             | 2025-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Brown Brothers Harriman & Co.                                                                       | PURCHASED USD / SOLD GBP                                                                                                      | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-5751.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pagseguro Digital Ltd                                                                               | Pagseguro Digital Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3526 | NS      | $35577.34     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                                                      | BNP Paribas SA                                                                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2858 | NS      | $195901.95    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                                           | Grupo Aeroportuario del Sureste SAB de CV                                                                                     | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |      7901 | NS      | $214596.87    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Thai Beverage PCL                                                                                   | Thai Beverage PCL                                                                                                             | CUSIP: 000000000<br>LEI: 529900VZFHQZ684D8L07 | Long             | EC               | CORP              | TH        |    594700 | NS      | $317464.69    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CRH PLC                                                                                             | CRH PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      8082 | NS      | $375992.22    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| WEC Energy Group Inc                                                                                | WEC Energy Group Inc                                                                                                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       629 | NS      | $59119.71     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                                              | Mexico City Airport Trust                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    213000 | PA      | $172572.60    | 0.04%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| WIX LTD                                                                                             | Wix.com Ltd                                                                                                                   | CUSIP: 92940WAB5<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |    355000 | PA      | $346799.50    | 0.09%             | 2023-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Arch Capital Group Ltd                                                                              | Arch Capital Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1227 | NS      | $78957.45     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| 3M Co                                                                                               | 3M Co                                                                                                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       975 | NS      | $112203.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Airbus SE                                                                                           | Airbus SE                                                                                                                     | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      3356 | NS      | $420512.81    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                                                                 | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161046.40    | 0.04%             | 2026-08-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Shell PLC                                                                                           | Shell PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      2703 | NS      | $79393.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD GBP                                                                                                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $6293.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137BQNH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1228007 | PA      | $92802.84     | 0.02%             | 2046-06-15      | Floating      | 1.64%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459B3 IRS USD R F  2.94450 99OG459B3_FIX CCPOIS / Short: S9OG459B3 IRS USD P V 12MSOFR 99OG459B3_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    960500 | OU      | $-1943.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kenedix Office Investment Corp                                                                      | Kenedix Office Investment Corp                                                                                                | CUSIP: 000000000<br>LEI: 353800FFT483NCIHFY42 | Long             | EC               |  | JP        |        56 | NS      | $132985.71    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG289C7 IRS USD R V 12MSOFR 99OG289C7_FLO CCPOIS / Short: B9OG289C7 IRS USD P F  3.45750 99OG289C7_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1240000 | OU      | $-26610.96    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F040628<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-965625.00   | -0.24%            | 2053-02-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Gibson Energy Inc                                                                                   | Gibson Energy Inc                                                                                                             | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |      2483 | NS      | $44470.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                                                             | Farm Credit Bank of Texas                                                                                                     | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    275000 | PA      | $255750.00    | 0.06%             | 2025-09-15      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Americold Realty Trust Inc                                                                          | Americold Realty Trust Inc                                                                                                    | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               |  | US        |     23478 | NS      | $737443.98    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Shanghai MicroPort MedBot Group Co Ltd                                                              | Shanghai MicroPort MedBot Group Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11000 | NS      | $43276.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Micron Technology Inc                                                                               | Micron Technology Inc                                                                                                         | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1009 | NS      | $60842.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                                                             | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191000.00    | 0.05%             | 2025-12-29      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Covivio                                                                                             | Covivio                                                                                                                       | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |      1895 | NS      | $130091.31    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| KBR Inc                                                                                             | KBR Inc                                                                                                                       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      7255 | NS      | $371673.65    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| First American Financial Corp                                                                       | First American Financial Corp                                                                                                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      1004 | NS      | $62117.48     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Cos Inc/The                                                                                | Williams Cos Inc/The                                                                                                          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1529 | NS      | $49294.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pack Corp/The                                                                                       | Pack Corp/The                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $23976.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Basin Shipping Ltd                                                                          | Pacific Basin Shipping Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | BM        |    418000 | NS      | $147620.48    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                          | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      2675 | NS      | $64574.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                                               | Mitsui Fudosan Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     33725 | NS      | $632936.81    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375U3K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1008473 | PA      | $60929.89     | 0.02%             | 2068-01-20      | Variable      | 3.02%                 | No            | 2                  | On Loan: No      |
| AutoStore Holdings Ltd                                                                              | AutoStore Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300KYN3M0LSM5A413 | Long             | EC               | CORP              | BM        |     46197 | NS      | $106804.65    | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Snap-on Inc                                                                                         | Snap-on Inc                                                                                                                   | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       282 | NS      | $70141.86     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459E7 IRS USD R F  2.97400 99OG459E7_FIX CCPOIS / Short: S9OG459E7 IRS USD P V 12MSOFR 99OG459E7_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1145000 | OU      | $4293.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                                                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      3860 | NS      | $201569.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Randstad NV                                                                                         | Randstad NV                                                                                                                   | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |       963 | NS      | $61670.80     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $9137812.41   | 2.31%             | 2053-03-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B1R63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1198879 | PA      | $143153.97    | 0.04%             | 2048-06-25      | Floating      | 1.69%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                                                                    | Novo Nordisk A/S                                                                                                              | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      5070 | NS      | $702111.93    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Linde PLC                                                                                           | Linde PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       204 | NS      | $67511.76     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376R2Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3848661 | PA      | $173709.33    | 0.04%             | 2067-03-20      | Variable      | 2.14%                 | No            | 2                  | On Loan: No      |
| Walgreens Boots Alliance Inc                                                                        | Walgreens Boots Alliance Inc                                                                                                  | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      2889 | NS      | $106488.54    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                              | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      5831 | NS      | $123792.13    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                                                                           | Chubb Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       523 | NS      | $118977.27    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136ATFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1212568 | PA      | $138586.79    | 0.04%             | 2046-08-25      | Floating      | 1.49%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380XKS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1865042 | PA      | $165810.41    | 0.04%             | 2048-06-20      | Floating      | 1.71%                 | No            | 2                  | On Loan: No      |
| LANCASHIRE HOLDINGS LTD                                                                             | Lancashire Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $165626.80    | 0.04%             | 2041-09-18      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                                             | American Electric Power Co Inc                                                                                                | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120069.54    | 0.03%             | 2062-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Omnicom Group Inc                                                                                   | Omnicom Group Inc                                                                                                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       803 | NS      | $69049.97     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| KINGDOM OF BAHRAIN                                                                                  | Bahrain Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    732000 | PA      | $645770.40    | 0.16%             | 2033-01-25      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Severn Trent PLC                                                                                    | Severn Trent PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |      1724 | NS      | $60007.37     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Amcor PLC                                                                                           | Amcor PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      5431 | NS      | $65497.86     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MONGOLIA INTL BOND                                                                                  | Mongolia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $164010.71    | 0.04%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                                            | Lloyds Banking Group PLC                                                                                                      | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198518.00    | 0.05%             | 2024-06-27      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| China Tourism Group Duty Free Corp Ltd                                                              | China Tourism Group Duty Free Corp Ltd                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3108 | NS      | $98309.79     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd                                                                          | Samsung Electronics Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      9118 | NS      | $455753.19    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| British Land Co PLC/The                                                                             | British Land Co PLC/The                                                                                                       | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |     56347 | NS      | $308555.03    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc/The                                                                | PNC Financial Services Group Inc/The                                                                                          | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       372 | NS      | $61539.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382DPH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1633143 | PA      | $258546.58    | 0.07%             | 2047-03-16      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                                             | KazMunayGas National Co JSC                                                                                                   | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    864000 | PA      | $738720.00    | 0.19%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38383AA95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2669109 | PA      | $318041.93    | 0.08%             | 2051-09-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Iberdrola SA                                                                                        | Iberdrola SA                                                                                                                  | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     17119 | NS      | $200188.37    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| General Dynamics Corp                                                                               | General Dynamics Corp                                                                                                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       316 | NS      | $73646.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Group AG                                                                              | Credit Suisse Group AG                                                                                                        | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $164000.00    | 0.04%             | 2025-09-12      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38377YYF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    891691 | PA      | $169167.86    | 0.04%             | 2040-04-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sumitomo Heavy Industries Ltd                                                                       | Sumitomo Heavy Industries Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |      5400 | NS      | $119978.41    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| China Common Rich Renewable Energy Investments Ltd.                                                 | China Common Rich Renewable Energy Investments Ltd.                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    205123 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F060626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3000000 | PA      | $-3080742.18  | -0.78%            | 2053-02-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF POLAND                                                                                  | Republic of Poland Government International Bond                                                                              | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    149000 | PA      | $154375.92    | 0.04%             | 2027-11-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136BF3U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1906485 | PA      | $357625.24    | 0.09%             | 2051-02-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NEW RELIC INC                                                                                       | New Relic Inc                                                                                                                 | CUSIP: 64829BAB6<br>LEI: 549300AB8FY2HQILL804 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1009664.00   | 0.26%             | 2023-05-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG139F2 IRS USD R V 12MSOFR 99OG139F2_FLO CCPOIS / Short: B9OG139F2 IRS USD P F  3.15950 99OG139F2_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1054000 | OU      | $-41801.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEVT BANK OF MONGOLIA                                                                               | Development Bank of Mongolia LLC                                                                                              | CUSIP: 000000000<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | NUSS              | MN        |    821000 | PA      | $791961.23    | 0.20%             | 2023-10-23      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Japan Petroleum Exploration Co Ltd                                                                  | Japan Petroleum Exploration Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300WXUNBZ356DMN17 | Long             | EC               | CORP              | JP        |      2300 | NS      | $74609.56     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136AP4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1047573 | PA      | $241417.98    | 0.06%             | 2045-09-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Cosel Co Ltd                                                                                        | Cosel Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $37668.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Department Store Co Ltd                                                                     | Hyundai Department Store Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1988 | NS      | $99780.80     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                          | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1530 | NS      | $35006.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F030629<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2000000 | PA      | $-1816562.50  | -0.46%            | 2052-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Inc                                                                                 | Cheniere Energy Inc                                                                                                           | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1563 | NS      | $238810.77    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ping An Bank Co Ltd                                                                                 | Ping An Bank Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300W9MKNIVWXFM679 | Long             | EC               | CORP              | CN        |     43272 | NS      | $96448.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD JPY                                                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-55976.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Allegion plc                                                                                        | Allegion plc                                                                                                                  | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      1297 | NS      | $152462.35    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                                                                                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      4242 | NS      | $166922.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137BE6K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232470 | PA      | $11806.44     | 0.00%             | 2043-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OOREDOO INTL FINANCE                                                                                | Ooredoo International Finance Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    579000 | PA      | $507574.56    | 0.13%             | 2031-04-08      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| Qorvo Inc                                                                                           | Qorvo Inc                                                                                                                     | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       777 | NS      | $84428.82     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382FT95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1705582 | PA      | $178293.92    | 0.05%             | 2050-06-20      | Floating      | 1.66%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Bill                                                                                                   | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    261000 | PA      | $260972.48    | 0.07%             | 2023-02-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Celanese Corp                                                                                       | Celanese Corp                                                                                                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       393 | NS      | $48417.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PPG Industries Inc                                                                                  | PPG Industries Inc                                                                                                            | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       501 | NS      | $65300.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380LDW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2186558 | PA      | $150089.74    | 0.04%             | 2068-06-20      | Variable      | 0.77%                 | No            | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                                             | Algonquin Power & Utilities Corp                                                                                              | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $181675.00    | 0.05%             | 2082-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                                              | Arch Capital Group Ltd                                                                                                        | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      2591 | NS      | $51794.09     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amdocs Ltd                                                                                          | Amdocs Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |       788 | NS      | $72440.84     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ATHENE HOLDING LTD                                                                                  | Athene Holding Ltd                                                                                                            | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |      4357 | NS      | $114981.23    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Adecoagro SA                                                                                        | Adecoagro SA                                                                                                                  | CUSIP: 000000000<br>LEI: 529900Q00UR5LFELO811 | Long             | EC               | CORP              | LU        |     65662 | NS      | $554843.90    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137FGKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    970419 | PA      | $118061.53    | 0.03%             | 2048-07-15      | Floating      | 1.74%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                                                                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    576000 | PA      | $478117.69    | 0.12%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp                                                                                   | Atmos Energy Corp                                                                                                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1253 | NS      | $147277.62    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                                 | SA Global Sukuk Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    825000 | PA      | $729522.75    | 0.18%             | 2031-06-17      | Fixed         | 2.69%                 | Yes           | 2                  | On Loan: No      |
| Dexus                                                                                               | Dexus                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     47872 | NS      | $277710.90    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG679J0 IRS USD R V 12MSOFR 99OG679J0_FLO CCPOIS / Short: B9OG679J0 IRS USD P F  3.24600 99OG679J0_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2400000 | OU      | $-8859.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United Urban Investment Corp                                                                        | United Urban Investment Corp                                                                                                  | CUSIP: 000000000<br>LEI: 353800GYZWBD7BDCN841 | Long             | EC               |  | JP        |       190 | NS      | $216159.67    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Toray Industries Inc                                                                                | Toray Industries Inc                                                                                                          | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |     84900 | NS      | $521850.79    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| PELOTON INTERACTIVE INC                                                                             | Peloton Interactive Inc                                                                                                       | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |    524000 | PA      | $403494.07    | 0.10%             | 2026-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LUCID GROUP INC                                                                                     | Lucid Group Inc                                                                                                               | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $160425.00    | 0.04%             | 2026-12-15      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD EUR                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-10915.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Seabridge Gold Inc                                                                                  | Seabridge Gold Inc                                                                                                            | CUSIP: 811916105<br>LEI: 9845003FEO1A66376A92 | Long             | EC               | CORP              | CA        |     10120 | NS      | $133102.85    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Toho Holdings Co Ltd                                                                                | Toho Holdings Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 353800Z8BQ3ZHELA4J90 | Long             | EC               | CORP              | JP        |     10600 | NS      | $173225.17    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Casey's General Stores Inc                                                                          | Casey's General Stores Inc                                                                                                    | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       231 | NS      | $54495.21     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ALARM.COM HLDGS INC                                                                                 | Alarm.com Holdings Inc                                                                                                        | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |    582000 | PA      | $487774.20    | 0.12%             | 2026-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| QBE Insurance Group Ltd                                                                             | QBE Insurance Group Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    206000 | PA      | $199243.20    | 0.05%             | 2046-06-17      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Air China Ltd                                                                                       | Air China Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 213800I9TWC9K22N4502 | Long             | EC               | CORP              | CN        |    114000 | NS      | $101885.53    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Capstone Copper Corp                                                                                | Capstone Copper Corp                                                                                                          | CUSIP: 000000000<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     29088 | NS      | $142756.48    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleo Brasileiro SA                                                                              | Petroleo Brasileiro SA                                                                                                        | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |     19773 | NS      | $101546.82    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL Corp                                                                                            | PPL Corp                                                                                                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      6089 | NS      | $180234.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG909K9 IRS USD R F  3.22000 99OG909K9_FIX CCPOIS / Short: S9OG909K9 IRS USD P V 12MSOFR 99OG909K9_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   4649000 | OU      | $-36026.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Brown Brothers Harriman & Co.                                                                       | PURCHASED USD / SOLD CAD                                                                                                      | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-1633.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Air Lease Corp                                                                                      | Air Lease Corp                                                                                                                | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      7596 | NS      | $341592.12    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Communities Inc                                                                                 | Sun Communities Inc                                                                                                           | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |      5495 | NS      | $861945.70    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| KT Corp                                                                                             | KT Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      1704 | NS      | $48641.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Exelon Corp                                                                                         | Exelon Corp                                                                                                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      5224 | NS      | $220400.56    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382C5A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    887663 | PA      | $147649.83    | 0.04%             | 2050-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                                        | Enbridge Inc                                                                                                                  | CUSIP: 29250N477<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |      2039 | NS      | $51015.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Weichai Power Co Ltd                                                                                | Weichai Power Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |     72000 | NS      | $109045.86    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Graphic Packaging Holding Co                                                                        | Graphic Packaging Holding Co                                                                                                  | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3032 | NS      | $73040.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Perpetua Resources Corp                                                                             | Perpetua Resources Corp                                                                                                       | CUSIP: 714266103<br>LEI: 529900BQBMS383SEPY05 | Long             | EC               | CORP              | CA        |     12446 | NS      | $44307.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                                                                     | HANG SENG IDX FUT FEB23                                                                                                       | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |       -41 | NC      | $175354.59    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hitachi Ltd                                                                                         | Hitachi Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      3000 | NS      | $157525.70    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Alps Alpine Co Ltd                                                                                  | Alps Alpine Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |     12100 | NS      | $125033.35    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Axalta Coating Systems Ltd                                                                          | Axalta Coating Systems Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      8607 | NS      | $259070.70    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cintas Corp                                                                                         | Cintas Corp                                                                                                                   | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       174 | NS      | $77210.76     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RS31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    898641 | PA      | $69857.63     | 0.02%             | 2067-01-20      | Variable      | 0.14%                 | No            | 2                  | On Loan: No      |
| Medtronic PLC                                                                                       | Medtronic PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       818 | NS      | $68458.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED CAD / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |         1 | NC      | $15274.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Saka Energi Indonesia PT                                                                            | Saka Energi Indonesia PT                                                                                                      | CUSIP: 000000000<br>LEI: 25490049636XFM5KBR83 | Long             | DBT              | CORP              | ID        |    770000 | PA      | $745937.50    | 0.19%             | 2024-05-05      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| en Japan Inc                                                                                        | en Japan Inc                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $155956.46    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Truist Financial Corp                                                                               | Truist Financial Corp                                                                                                         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1205 | NS      | $59514.95     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                                                                             | Dai-ichi Life Insurance Co Ltd/The                                                                                            | CUSIP: 23380YAC1<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $296136.62    | 0.07%             | 2024-10-28      | Fixed         | 5.10%                 | Yes           | 2                  | On Loan: No      |
| TURK IHRACAT KR                                                                                     | Turkiye Ihracat Kredi Bankasi AS                                                                                              | CUSIP: 000000000<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    700000 | PA      | $630910.00    | 0.16%             | 2026-07-06      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR23                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $-4396.57     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Next PLC                                                                                            | Next PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      7576 | NS      | $621243.51    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136AF6C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449884 | PA      | $45845.30     | 0.01%             | 2043-09-25      | Floating      | 2.09%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                          | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147729.41    | 0.04%             | 2024-10-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD CHF                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1224.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                              | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       519 | NS      | $12819.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bangkok Bank PCL                                                                                    | Bangkok Bank PCL                                                                                                              | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |      6800 | NS      | $32781.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PepsiCo Inc                                                                                         | PepsiCo Inc                                                                                                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       706 | NS      | $120740.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38383CCY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1696013 | PA      | $238673.52    | 0.06%             | 2051-10-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380LC76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2672431 | PA      | $150756.84    | 0.04%             | 2069-09-20      | Variable      | 0.02%                 | No            | 2                  | On Loan: No      |
| Banco Bradesco SA                                                                                   | Banco Bradesco SA                                                                                                             | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     27231 | NS      | $75974.49     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tsingtao Brewery Co Ltd                                                                             | Tsingtao Brewery Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 300300OJ7D0Q1ESE8L15 | Long             | EC               | CORP              | CN        |     24000 | NS      | $232406.80    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21000000 | PA      | $21339609.27  | 5.40%             | 2053-02-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Inc                                                                               | Texas Instruments Inc                                                                                                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       434 | NS      | $76909.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Leonardo DRS Inc                                                                                    | Leonardo DRS Inc                                                                                                              | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     29435 | NS      | $392957.25    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                                                                       | CME Group Inc                                                                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1920 | NS      | $339187.20    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                                            | Uruguay Government International Bond                                                                                         | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    205722 | PA      | $203623.58    | 0.05%             | 2055-04-20      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| LSR Group PJSC                                                                                      | LSR Group PJSC                                                                                                                | CUSIP: 000000000<br>LEI: 25340067LEEMJ79K8X43 | Long             | EC               | CORP              | RU        |     25878 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Japan Hotel REIT Investment Corp                                                                    | Japan Hotel REIT Investment Corp                                                                                              | CUSIP: 000000000<br>LEI: 353800L8KG849FP1JI68 | Long             | EC               |  | JP        |       107 | NS      | $67700.83     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OF549N1 IRS USD R F  2.90000 99OF549N1_FIX CCPOIS / Short: S9OF549N1 IRS USD P V 12MSOFR 99OF549N1_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1053000 | OU      | $-8339.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Electron Ltd                                                                                  | Tokyo Electron Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       600 | NS      | $210552.34    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Centene Corp                                                                                        | Centene Corp                                                                                                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1093 | NS      | $83330.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eizo Corp                                                                                           | Eizo Corp                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $61439.33     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Getlink SE                                                                                          | Getlink SE                                                                                                                    | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |      9819 | NS      | $166164.63    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137H4FS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1527297 | PA      | $283443.28    | 0.07%             | 2050-08-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG679N1 IRS USD R F  3.36000 99OG679N1_FIX CCPOIS / Short: S9OG679N1 IRS USD P V 12MSOFR 99OG679N1_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  11275500 | OU      | $-15844.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Carrols Restaurant Group Inc                                                                        | Carrols Restaurant Group Inc                                                                                                  | CUSIP: 14574X104<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | EC               | CORP              | US        |     55145 | NS      | $118561.75    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                                        | Alphabet Inc                                                                                                                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      6407 | NS      | $633267.88    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                                                 | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $188799.42    | 0.05%             | 2025-09-17      | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                                                                  | Morocco Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $137292.40    | 0.03%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Barry Callebaut AG                                                                                  | Barry Callebaut AG                                                                                                            | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |        27 | NS      | $56322.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    355000 | PA      | $322162.50    | 0.08%             | 2044-10-14      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| INVACARE CORP                                                                                       | Invacare Corp                                                                                                                 | CUSIP: 461203AJ0<br>LEI: 549300NNUTG7HCZICS76 | Long             | DBT              | CORP              | US        |    289000 | PA      | $246574.80    | 0.06%             | 2024-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136ANM20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455674 | PA      | $89881.24     | 0.02%             | 2045-06-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Wuxi Lead Intelligent Equipment Co Ltd                                                              | Wuxi Lead Intelligent Equipment Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 836800J7WO9E2EF72B65 | Long             | EC               | CORP              | CN        |     28031 | NS      | $192448.02    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Pan American Silver Corp                                                                            | Pan American Silver Corp                                                                                                      | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |      8295 | NS      | $151180.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO DE SABADELL SA                                                                                | Banco de Sabadell SA                                                                                                          | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $226072.91    | 0.06%             | 2028-07-18      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                                | Paraguay Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    283000 | PA      | $227949.38    | 0.06%             | 2033-01-29      | Fixed         | 2.74%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD JPY                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-8.31        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Prologis Inc                                                                                        | Prologis Inc                                                                                                                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     21747 | NS      | $2811452.16   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| SBL HOLDINGS INC                                                                                    | SBL Holdings Inc                                                                                                              | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124338.97    | 0.03%             | 2025-05-13      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                  | Panama Government International Bond                                                                                          | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $149023.13    | 0.04%             | 2063-01-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                                                                 | CUSIP: 69354NAB2<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    209000 | PA      | $208373.00    | 0.05%             | 2023-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Inc                                                                                  | Cenovus Energy Inc                                                                                                            | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     16890 | NS      | $337406.49    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Henkel AG & Co KGaA                                                                                 | Henkel AG & Co KGaA                                                                                                           | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      1527 | NS      | $108569.90    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3077109.36   | 0.78%             | 2053-03-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                                            | Visa Inc                                                                                                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       951 | NS      | $218929.71    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Kemper Corp                                                                                         | Kemper Corp                                                                                                                   | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      6232 | NS      | $366005.36    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Oji Holdings Corp                                                                                   | Oji Holdings Corp                                                                                                             | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |      7500 | NS      | $30993.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co                                                                       | Hewlett Packard Enterprise Co                                                                                                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      4423 | NS      | $71342.99     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NOVAVAX INC                                                                                         | Novavax Inc                                                                                                                   | CUSIP: 670002AB0<br>LEI: 529900J4GJHPEPQ23205 | Long             | DBT              | CORP              | US        |    860000 | PA      | $859888.01    | 0.22%             | 2023-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Southern Co/The                                                                                     | Southern Co/The                                                                                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       855 | NS      | $57866.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ENSTAR FINANCE LLC                                                                                  | Enstar Finance LLC                                                                                                            | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $136091.96    | 0.03%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                                        | Enbridge Inc                                                                                                                  | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      6171 | NS      | $252674.52    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| FARMER MAC                                                                                          | Federal Agricultural Mortgage Corp                                                                                            | CUSIP: 313148835<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |      1749 | NS      | $36326.73     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                                                                        | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     77000 | PA      | $56593.57     | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136AGXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    875052 | PA      | $106677.93    | 0.03%             | 2043-02-25      | Floating      | 1.44%                 | No            | 2                  | On Loan: No      |
| Range Resources Corp                                                                                | Range Resources Corp                                                                                                          | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      8574 | NS      | $214521.48    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $189522.00    | 0.05%             | 2026-07-29      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Roche Holding AG                                                                                    | Roche Holding AG                                                                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       689 | NS      | $215335.49    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OE329D2 IRS USD R F  3.47550 99OE329D2_FIX CCPOIS / Short: S9OE329D2 IRS USD P V 12MSOFR 99OE329D2_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   3481000 | OU      | $79182.06     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kamigumi Co Ltd                                                                                     | Kamigumi Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $108394.68    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Zoetis Inc                                                                                          | Zoetis Inc                                                                                                                    | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2020 | NS      | $334289.80    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD EUR                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-10845.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COSTA RICA GOVERNMENT                                                                               | Costa Rica Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    246000 | PA      | $238620.00    | 0.06%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                                           | Alibaba Group Holding Ltd                                                                                                     | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      1356 | NS      | $149431.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38383FHC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2115400 | PA      | $271526.64    | 0.07%             | 2051-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Siemens Healthineers AG                                                                             | Siemens Healthineers AG                                                                                                       | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      4688 | NS      | $250398.59    | 0.06%             |  |  |  | Yes           | 2                  | On Loan: No      |
| OTP Bank Nyrt                                                                                       | OTP Bank Nyrt                                                                                                                 | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      4704 | NS      | $141838.14    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                                                                              | Boston Scientific Corp                                                                                                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1205 | NS      | $55731.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -23 | NC      | $2765.42      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co                                                                           | Archer-Daniels-Midland Co                                                                                                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1293 | NS      | $107125.05    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Swedbank AB                                                                                         | Swedbank AB                                                                                                                   | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      3428 | NS      | $65743.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health Inc                                                                                 | Elevance Health Inc                                                                                                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       195 | NS      | $97498.05     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                                                                         | Lennar Corp                                                                                                                   | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       637 | NS      | $65228.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OH079Q8 IRS USD R F  4.22600 99OH079Q8_FIX CCPOIS / Short: S9OH079Q8 IRS USD P V 12MSOFR 99OH079Q8_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2672000 | OU      | $-410.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Gas Co Ltd                                                                                    | Tokyo Gas Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     26200 | NS      | $547360.68    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                                                                        | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    663000 | PA      | $561184.37    | 0.14%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137FBQG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    608245 | PA      | $75518.23     | 0.02%             | 2047-11-15      | Floating      | 1.74%                 | No            | 2                  | On Loan: No      |
| J M Smucker Co/The                                                                                  | J M Smucker Co/The                                                                                                            | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       487 | NS      | $74413.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Leidos Holdings Inc                                                                                 | Leidos Holdings Inc                                                                                                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       526 | NS      | $51989.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                                                                    | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $918593.75    | 0.23%             | 2053-02-21      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CBRE Group Inc                                                                                      | CBRE Group Inc                                                                                                                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1098 | NS      | $93889.98     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Raymond James Financial Inc                                                                         | Raymond James Financial Inc                                                                                                   | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       495 | NS      | $55821.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG459A5 IRS USD R V 12MSOFR 99OG459A5_FLO CCPOIS / Short: B9OG459A5 IRS USD P F  2.93800 99OG459A5_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    344000 | OU      | $1131.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Momentive Global Inc                                                                                | Momentive Global Inc                                                                                                          | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     86537 | NS      | $667200.27    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Brenntag SE                                                                                         | Brenntag SE                                                                                                                   | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |       757 | NS      | $56336.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                                                  | Credit Agricole SA                                                                                                            | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206158.00    | 0.05%             | 2025-12-23      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                          | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1839 | NS      | $35584.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                                                                          | Biogen Inc                                                                                                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       196 | NS      | $57016.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED CAD / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $14964.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citizen Watch Co Ltd                                                                                | Citizen Watch Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |     42600 | NS      | $202441.05    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Fiserv Inc                                                                                          | Fiserv Inc                                                                                                                    | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       554 | NS      | $59100.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                                                                | Edison International                                                                                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       898 | NS      | $61872.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                                                             | Procter & Gamble Co/The                                                                                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1573 | NS      | $223963.74    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Realty & Development Co Ltd                                                                | Sumitomo Realty & Development Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18200 | NS      | $443600.61    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Charming Charlie, Inc.                                                                              | Charming Charlie, Inc. Term Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4553 | PA      | $1988.58      | 0.00%             | 2023-05-15      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| TotalEnergies SE                                                                                    | TotalEnergies SE                                                                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      1621 | NS      | $100708.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376R5P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2812371 | PA      | $142718.26    | 0.04%             | 2067-06-20      | Variable      | 1.78%                 | No            | 2                  | On Loan: No      |
| QBE INSURANCE GROUP LTD                                                                             | QBE Insurance Group Ltd                                                                                                       | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $197000.00    | 0.05%             | 2025-05-12      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| MediaTek Inc                                                                                        | MediaTek Inc                                                                                                                  | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     15000 | NS      | $363487.59    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Dechra Pharmaceuticals PLC                                                                          | Dechra Pharmaceuticals PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800J4UVB5OWG8VX82 | Long             | EC               | CORP              | GB        |      5765 | NS      | $204771.32    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| DT Midstream Inc                                                                                    | DT Midstream Inc                                                                                                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1953 | NS      | $106750.98    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JULIUS BAER GROUP LTD                                                                               | Julius Baer Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $199220.00    | 0.05%             | 2027-06-09      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Goodman Group                                                                                       | Goodman Group                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     17741 | NS      | $253688.76    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Santos Brasil Participacoes SA                                                                      | Santos Brasil Participacoes SA                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     38900 | NS      | $67511.57     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                                                                             | Brookfield BRP Holdings Canada Inc                                                                                            | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      3720 | NS      | $66104.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136ATQK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1933739 | PA      | $130322.18    | 0.03%             | 2046-09-25      | Floating      | 1.59%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380HJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1230333 | PA      | $227096.73    | 0.06%             | 2045-03-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                                   | NatWest Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     70563 | NS      | $268470.13    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Sculptor Capital Management Inc                                                                     | Sculptor Capital Management Inc                                                                                               | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |     12900 | NS      | $119841.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Trelleborg AB                                                                                       | Trelleborg AB                                                                                                                 | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |      7079 | NS      | $177052.38    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD DKK                                                                                                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-9158.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Unimicron Technology Corp                                                                           | Unimicron Technology Corp                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13000 | NS      | $60105.40     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MFA FINANCIAL INC                                                                                   | MFA Financial Inc                                                                                                             | CUSIP: 55272XAA0<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1016667.50   | 0.26%             | 2024-06-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                                                                 | Liberty Media Corp-Liberty SiriusXM                                                                                           | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1569 | NS      | $63230.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                           | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      1400 | NS      | $34972.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Therapeutics Corp                                                                            | United Therapeutics Corp                                                                                                      | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       203 | NS      | $53423.51     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RELX PLC                                                                                            | RELX PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      2072 | NS      | $61583.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD EUR                                                                                                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-10899.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                                              | Hartford Financial Services Group Inc/The                                                                                     | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    107000 | PA      | $91511.75     | 0.02%             | 2047-02-12      | Floating      | 6.73%                 | Yes           | 2                  | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                                | Abu Dhabi Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    371000 | PA      | $309716.74    | 0.08%             | 2031-03-02      | Fixed         | 1.70%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38383MMF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1327295 | PA      | $196432.12    | 0.05%             | 2052-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                                          | US Bancorp                                                                                                                    | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    107000 | PA      | $99313.40     | 0.03%             | 2027-04-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG139S4 IRS USD R F  3.19950 99OG139S4_FIX CCPOIS / Short: S9OG139S4 IRS USD P V 12MSOFR 99OG139S4_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    176000 | OU      | $8366.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HAEMONETICS CORP                                                                                    | Haemonetics Corp                                                                                                              | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1006658.00   | 0.25%             | 2026-03-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WuXi AppTec Co Ltd                                                                                  | WuXi AppTec Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |      9400 | NS      | $121673.96    | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Cummins Inc                                                                                         | Cummins Inc                                                                                                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       396 | NS      | $98817.84     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                                                                              | MSCI EMGMKT MAR23                                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        29 | NC      | $85850.21     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kao Corp                                                                                            | Kao Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     10200 | NS      | $415905.36    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| AES ARGENTINA GENERACION                                                                            | AES Argentina Generacion SA                                                                                                   | CUSIP: 000000000<br>LEI: 529900B8V2PQYTG6L754 | Long             | DBT              | CORP              | AR        |    906000 | PA      | $773497.50    | 0.20%             | 2024-02-02      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG909G8 IRS USD R F  3.21550 99OG909G8_FIX CCPOIS / Short: S9OG909G8 IRS USD P V 12MSOFR 99OG909G8_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1612000 | OU      | $-12880.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $197250.00    | 0.05%             | 2024-06-03      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| EMPRESA DE TRANSMISION                                                                              | Empresa de Transmision Electrica SA                                                                                           | CUSIP: 000000000<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |    732000 | PA      | $614760.90    | 0.16%             | 2049-05-02      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| CDW Corp/DE                                                                                         | CDW Corp/DE                                                                                                                   | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       299 | NS      | $58612.97     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mabuchi Motor Co Ltd                                                                                | Mabuchi Motor Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $188902.50    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                          | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      7493 | NS      | $142217.14    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                              | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    740000 | PA      | $682187.50    | 0.17%             | 2026-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                           | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      1712 | NS      | $34068.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp                                                                               | Norfolk Southern Corp                                                                                                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       234 | NS      | $57519.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                                               | Guatemala Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    234000 | PA      | $227913.52    | 0.06%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED CAD / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |         1 | NC      | $15382.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ENN Energy Holdings Ltd                                                                             | ENN Energy Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | KY        |      3796 | NS      | $57123.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LG Uplus Corp                                                                                       | LG Uplus Corp                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     40969 | NS      | $370855.75    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137ASB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    284955 | PA      | $40184.60     | 0.01%             | 2042-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $251289.75    | 0.06%             | 2027-09-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD NOK                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $20596.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382AB20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    691322 | PA      | $59040.04     | 0.01%             | 2049-09-20      | Floating      | 1.56%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corp                                                                                     | Sealed Air Corp                                                                                                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       980 | NS      | $53664.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                                                                      | Microsoft Corp                                                                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      5354 | NS      | $1326774.74   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortnox AB                                                                                          | Fortnox AB                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MSNMHPC3O60W78 | Long             | EC               | CORP              | SE        |     17773 | NS      | $89869.32     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| RusHydro PJSC                                                                                       | RusHydro PJSC                                                                                                                 | CUSIP: 000000000<br>LEI: 2534005TJN9DX4YWVT97 | Long             | EC               | CORP              | RU        | 121714026 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Nomura Holdings Inc                                                                                 | Nomura Holdings Inc                                                                                                           | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     27300 | NS      | $108871.59    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Enel SpA                                                                                            | Enel SpA                                                                                                                      | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     54530 | NS      | $320964.49    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| PHOENIX GRP HLD PLC                                                                                 | Phoenix Group Holdings PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187250.00    | 0.05%             | 2025-01-29      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | 99C478LB0 PUTNAM                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   3067900 | OU      | $222146.24    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD DKK                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-9203.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Targa Resources Corp                                                                                | Targa Resources Corp                                                                                                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      2035 | NS      | $152665.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136ARSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1799282 | PA      | $206563.21    | 0.05%             | 2046-03-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil SA                                                                       | Industria de Diseno Textil SA                                                                                                 | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      3150 | NS      | $98368.09     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Tyson Foods Inc                                                                                     | Tyson Foods Inc                                                                                                               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       807 | NS      | $53060.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                                                                              | MSCI EAFE MAR23                                                                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       277 | NC      | $1871898.19   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| METLIFE INC                                                                                         | MetLife Inc                                                                                                                   | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |      1570 | NS      | $36062.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Becton Dickinson and Co                                                                             | Becton Dickinson and Co                                                                                                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       585 | NS      | $147548.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                                                                 | American Tower Corp                                                                                                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       350 | NS      | $78186.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137H53Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1277592 | PA      | $236825.91    | 0.06%             | 2051-11-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Tullow Oil PLC                                                                                      | Tullow Oil PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | EC               | CORP              | GB        |     92600 | NS      | $41276.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dollar Tree Inc                                                                                     | Dollar Tree Inc                                                                                                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1022 | NS      | $153483.96    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP Inc                                                                                          | EZCORP Inc                                                                                                                    | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     45333 | NS      | $412983.63    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcosa Inc                                                                                          | Arcosa Inc                                                                                                                    | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      3217 | NS      | $190671.59    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| US CELLULAR CORP                                                                                    | United States Cellular Corp                                                                                                   | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      1861 | NS      | $34521.55     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                                              | Brazilian Government International Bond                                                                                       | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    387000 | PA      | $367941.67    | 0.09%             | 2025-06-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Packaging Corp of America                                                                           | Packaging Corp of America                                                                                                     | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       804 | NS      | $114730.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp                                                                                  | Regal Rexnord Corp                                                                                                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       453 | NS      | $63057.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Corp International/US                                                                       | Service Corp International/US                                                                                                 | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       819 | NS      | $60728.85     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382KZW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1784962 | PA      | $208929.83    | 0.05%             | 2050-10-20      | Floating      | 1.81%                 | No            | 2                  | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk PT                                                                | Bank Rakyat Indonesia Persero Tbk PT                                                                                          | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |    932713 | NS      | $285618.70    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B6AS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1314896 | PA      | $147695.90    | 0.04%             | 2049-09-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Novagold Resources Inc                                                                              | Novagold Resources Inc                                                                                                        | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |     16928 | NS      | $106815.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Advance Residence Investment Corp                                                                   | Advance Residence Investment Corp                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | JP        |       109 | NS      | $266502.61    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Intercontinental Exchange Inc                                                                                                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       539 | NS      | $57969.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                                                              | ILFC E-Capital Trust I                                                                                                        | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    210000 | PA      | $134925.00    | 0.03%             | 2065-12-21      | Variable      | 6.29%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1697093 | PA      | $114698.04    | 0.03%             | 2067-01-20      | Variable      | 3.07%                 | No            | 2                  | On Loan: No      |
| Dai-ichi Life Holdings Inc                                                                          | Dai-ichi Life Holdings Inc                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     10200 | NS      | $239424.81    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Pembina Pipeline Corp                                                                               | Pembina Pipeline Corp                                                                                                         | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      5448 | NS      | $193303.58    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| DOCUSIGN INC                                                                                        | DocuSign Inc                                                                                                                  | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |    705000 | PA      | $670102.50    | 0.17%             | 2024-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Apollo Endosurgery Inc                                                                              | Apollo Endosurgery Inc                                                                                                        | CUSIP: 03767D108<br>LEI: 549300OD82W5UIMD4H13 | Long             | EC               | CORP              | US        |     15432 | NS      | $151696.56    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | NASDAQ 100 E-MINI MAR23                                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        19 | NC      | $177065.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST HORIZON CORP                                                                                  | First Horizon Corp                                                                                                            | CUSIP: 320517808<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |      6643 | NS      | $163749.95    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| OAKTREE CAPITAL GRP LLC                                                                             | Oaktree Capital Group LLC                                                                                                     | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |      5186 | NS      | $124308.42    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                                      | Allied Properties Real Estate Investment Trust                                                                                | CUSIP: 019456102<br>LEI: 549300AMZMPKVHA0MY77 | Long             | EC               |  | CA        |     17967 | NS      | $400782.05    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CNP ASSURANCES                                                                                      | CNP Assurances                                                                                                                | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $164250.00    | 0.04%             | 2030-10-07      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137AFRQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1390921 | PA      | $165992.06    | 0.04%             | 2041-09-15      | Floating      | 2.04%                 | No            | 2                  | On Loan: No      |
| Henkel AG & Co KGaA                                                                                 | Henkel AG & Co KGaA                                                                                                           | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      1228 | NS      | $81931.61     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Energy Corp                                                                           | Constellation Energy Corp                                                                                                     | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1292 | NS      | $110285.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kellogg Co                                                                                          | Kellogg Co                                                                                                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       767 | NS      | $52600.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $14291.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376UZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272976 | PA      | $44682.29     | 0.01%             | 2047-05-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376MVG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275088 | PA      | $52802.81     | 0.01%             | 2047-03-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Gold Fields Ltd                                                                                     | Gold Fields Ltd                                                                                                               | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     14954 | NS      | $171073.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLY FINANCIAL INC                                                                                  | Ally Financial Inc                                                                                                            | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    204000 | PA      | $156570.00    | 0.04%             | 2028-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Stryker Corp                                                                                        | Stryker Corp                                                                                                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       227 | NS      | $57614.87     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LIGAND PHARMACEUTICALS I                                                                            | Ligand Pharmaceuticals Inc                                                                                                    | CUSIP: 53220KAF5<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |    937000 | PA      | $912403.75    | 0.23%             | 2023-05-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Huntington Ingalls Industries Inc                                                                   | Huntington Ingalls Industries Inc                                                                                             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       241 | NS      | $53150.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies PLC                                                                              | Trane Technologies PLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       324 | NS      | $58034.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                                                                  | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $82140.86     | 0.02%             | 2083-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Kuraray Co Ltd                                                                                      | Kuraray Co Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |     19700 | NS      | $162785.88    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                          | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163163.00    | 0.04%             | 2027-04-27      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Adyen NV                                                                                            | Adyen NV                                                                                                                      | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        47 | NS      | $71052.24     | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Capitaland Investment Ltd/Singapore                                                                 | Capitaland Investment Ltd/Singapore                                                                                           | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |    155300 | NS      | $471499.81    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| ITRON INC                                                                                           | Itron Inc                                                                                                                     | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    995000 | PA      | $841372.00    | 0.21%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Willis Towers Watson PLC                                                                            | Willis Towers Watson PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       231 | NS      | $58717.89     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHERN CO                                                                                         | Southern Co/The                                                                                                               | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    265000 | PA      | $252102.45    | 0.06%             | 2051-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Kerry Group PLC                                                                                     | Kerry Group PLC                                                                                                               | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |      1433 | NS      | $134525.26    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE OF QATAR                                                                                      | Qatar Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    351000 | PA      | $343981.40    | 0.09%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Best Buy Co Inc                                                                                     | Best Buy Co Inc                                                                                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       809 | NS      | $71774.48     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                                                                        | Chevron Corp                                                                                                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       892 | NS      | $155225.84    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Collateral Fund | U.S. Cash Collateral Fund                                                                                                     | CUSIP: 000000000<br>LEI: B4DCP86PGS7VRJXJTE28 | Long             | STIV             | PF                | US        |   3123022 | NS      | $3123022.27   | 0.79%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                           | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234412.50    | 0.06%             | 2024-10-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| DIGITALOCEAN HOLDINGS                                                                               | DigitalOcean Holdings Inc                                                                                                     | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    133000 | PA      | $102077.50    | 0.03%             | 2026-12-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Johnson Controls International plc                                                                  | Johnson Controls International plc                                                                                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       864 | NS      | $60108.48     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                                                                    | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $970781.25    | 0.25%             | 2053-02-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376MSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1093488 | PA      | $215303.56    | 0.05%             | 2041-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375UL81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6720092 | PA      | $361917.27    | 0.09%             | 2067-10-20      | Variable      | 0.24%                 | No            | 2                  | On Loan: No      |
| Adobe Inc                                                                                           | Adobe Inc                                                                                                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       886 | NS      | $328121.24    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382AYS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1003972 | PA      | $163080.93    | 0.04%             | 2049-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1114 | NC      | $1798917.28   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382AJU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1340745 | PA      | $84613.61     | 0.02%             | 2049-10-20      | Floating      | 1.66%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                                                                      | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102619.00    | 0.03%             | 2052-03-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| LIBERTY MEDIA CORP                                                                                  | Liberty Media Corp                                                                                                            | CUSIP: 531229AG7<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $989298.00    | 0.25%             | 2048-03-31      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Infosys Ltd                                                                                         | Infosys Ltd                                                                                                                   | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     14792 | NS      | $278089.60    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                                                                  | Sumitomo Mitsui Trust Holdings Inc                                                                                            | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     14200 | NS      | $517747.37    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137BEK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304715 | PA      | $50495.44     | 0.01%             | 2044-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SUPERNUS PHARMACEUTICALS                                                                            | Supernus Pharmaceuticals Inc                                                                                                  | CUSIP: 868459AD0<br>LEI: 549300GRM36VBKISYJ58 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1356825.00   | 0.34%             | 2023-04-01      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Waste Management Inc                                                                                | Waste Management Inc                                                                                                          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       423 | NS      | $65450.79     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382DBF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2725864 | PA      | $425297.25    | 0.11%             | 2050-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GSK PLC                                                                                             | GSK PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      4314 | NS      | $75335.42     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Entergy Corp                                                                                        | Entergy Corp                                                                                                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       833 | NS      | $90197.24     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    861000 | PA      | $746213.03    | 0.19%             | 2115-06-05      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG909C7 IRS USD R V 12MSOFR 99OG909C7_FLO CCPOIS / Short: B9OG909C7 IRS USD P F  3.27750 99OG909C7_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    799000 | OU      | $4145.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED HKD / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | HK        |         1 | NC      | $-61.27       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nordea Bank Abp                                                                                     | Nordea Bank Abp                                                                                                               | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $197250.00    | 0.05%             | 2026-03-26      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                              | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1886 | NS      | $36795.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF GHANA                                                                                   | Ghana Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    664000 | PA      | $243621.60    | 0.06%             | 2035-02-11      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137FTYA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801750 | PA      | $88656.09     | 0.02%             | 2050-06-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137ANAR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    561316 | PA      | $67032.72     | 0.02%             | 2042-03-15      | Floating      | 2.04%                 | No            | 2                  | On Loan: No      |
| SUNRUN INC                                                                                          | Sunrun Inc                                                                                                                    | CUSIP: 86771WAB1<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |    834000 | PA      | $595476.00    | 0.15%             | 2026-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Safestore Holdings PLC                                                                              | Safestore Holdings PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               |  | GB        |     31407 | NS      | $391462.12    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellium SE                                                                                      | Constellium SE                                                                                                                | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     13676 | NS      | $198712.28    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                                        | Alphabet Inc                                                                                                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5473 | NS      | $546588.51    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137FMZA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1777175 | PA      | $159213.73    | 0.04%             | 2049-07-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | 99C486AC3 PUTNAM                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   1510300 | OU      | $97988.54     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                                              | BP Capital Markets PLC                                                                                                        | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $255658.75    | 0.06%             | 2025-06-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ICF International Inc                                                                               | ICF International Inc                                                                                                         | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      4006 | NS      | $409373.14    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp                                                                                          | Cigna Corp                                                                                                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       539 | NS      | $170685.13    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bangkok Dusit Medical Services PCL                                                                  | Bangkok Dusit Medical Services PCL                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    237800 | NS      | $214787.49    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                  | Panama Government International Bond                                                                                          | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    227000 | PA      | $239346.33    | 0.06%             | 2035-02-14      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                                                                         | Cie Financiere Richemont SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      2138 | NS      | $329649.09    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Stockland                                                                                           | Stockland                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     75620 | NS      | $210927.21    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| KKR REAL ESTATE FIN                                                                                 | KKR Real Estate Finance Trust Inc                                                                                             | CUSIP: 48251KAB6<br>LEI: 549300K23AYZDZ2REL62 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1011893.75   | 0.26%             | 2023-05-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp                                                                                       | M&T Bank Corp                                                                                                                 | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       401 | NS      | $62556.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38381RRQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1038138 | PA      | $105394.86    | 0.03%             | 2049-02-20      | Floating      | 1.66%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137B5SA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1385570 | PA      | $104221.07    | 0.03%             | 2035-01-15      | Floating      | 1.64%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                                                                       | Sempra Energy                                                                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2177 | NS      | $349038.41    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamar Advertising Co                                                                                | Lamar Advertising Co                                                                                                          | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |       567 | NS      | $60408.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| O'Reilly Automotive Inc                                                                             | O'Reilly Automotive Inc                                                                                                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       103 | NS      | $81612.05     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| W R Berkley Corp                                                                                    | W R Berkley Corp                                                                                                              | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       937 | NS      | $65721.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sawai Group Holdings Co Ltd                                                                         | Sawai Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $117643.88    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                                                 | Shift4 Payments Inc                                                                                                           | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $39270.00     | 0.01%             | 2027-08-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Bank Central Asia Tbk PT                                                                            | Bank Central Asia Tbk PT                                                                                                      | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    424636 | NS      | $240656.30    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                                                                                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1596 | NS      | $140799.12    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Parkway Life Real Estate Investment Trust                                                           | Parkway Life Real Estate Investment Trust                                                                                     | CUSIP: 000000000<br>LEI: 549300I4DKVD2OF5LW91 | Long             | EC               |  | SG        |     92900 | NS      | $288076.12    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Crown Castle Inc                                                                                    | Crown Castle Inc                                                                                                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |       347 | NS      | $51394.17     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                                                                               | DuPont de Nemours Inc                                                                                                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       933 | NS      | $68995.35     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38378U8K6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1460854 | PA      | $56773.15     | 0.01%             | 2064-12-20      | Variable      | 0.02%                 | No            | 2                  | On Loan: No      |
| Fujian Sunner Development Co Ltd                                                                    | Fujian Sunner Development Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 300300O2MSF659DM5M44 | Long             | EC               | CORP              | CN        |      9900 | NS      | $36045.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| adidas AG                                                                                           | adidas AG                                                                                                                     | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      1248 | NS      | $200034.20    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Hapvida Participacoes e Investimentos S/A                                                           | Hapvida Participacoes e Investimentos S/A                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    122900 | NS      | $124684.32    | 0.03%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                                                                 | Wharf Real Estate Investment Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |     54000 | NS      | $309860.55    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Worldline SA/France                                                                                 | Worldline SA/France                                                                                                           | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |      6052 | NS      | $274179.07    | 0.07%             |  |  |  | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | FTSE 250 INDEX FU MAR23                                                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |       -24 | NC      | $-45302.29    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                            | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $168818.40    | 0.04%             | 2026-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co/The                                                                                  | Walt Disney Co/The                                                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      2684 | NS      | $291187.16    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| DNB Bank ASA                                                                                        | DNB Bank ASA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      3066 | NS      | $57278.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RCL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1434641 | PA      | $60866.09     | 0.02%             | 2065-06-20      | Variable      | 0.06%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD CHF                                                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-971.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LG Energy Solution Ltd                                                                              | LG Energy Solution Ltd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       286 | NS      | $121766.98    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Garmin Ltd                                                                                          | Garmin Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       533 | NS      | $52703.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Subaru Corp                                                                                         | Subaru Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      4100 | NS      | $67729.03     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459F4 IRS USD R F  3.19700 99OG459F4_FIX CCPOIS / Short: S9OG459F4 IRS USD P V 12MSOFR 99OG459F4_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1238000 | OU      | $-586.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RXL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2795461 | PA      | $112422.25    | 0.03%             | 2066-07-20      | Variable      | 0.60%                 | No            | 2                  | On Loan: No      |
| Dino Polska SA                                                                                      | Dino Polska SA                                                                                                                | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |      3005 | NS      | $271998.24    | 0.07%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Sun Hung Kai Properties Ltd                                                                         | Sun Hung Kai Properties Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     39500 | NS      | $561720.37    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies Inc                                                                      | Marsh & McLennan Cos Inc                                                                                                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1305 | NS      | $228257.55    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Principal Financial Group Inc                                                                       | Principal Financial Group Inc                                                                                                 | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1034 | NS      | $95696.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                                                                         | Walmart Inc                                                                                                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       684 | NS      | $98407.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui & Co Ltd                                                                                     | Mitsui & Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      4500 | NS      | $132969.24    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                                            | Republic of South Africa Government International Bond                                                                        | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    312000 | PA      | $237550.56    | 0.06%             | 2049-09-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Symrise AG                                                                                          | Symrise AG                                                                                                                    | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |       557 | NS      | $59014.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38379GJA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    980917 | PA      | $178193.36    | 0.05%             | 2044-09-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  60000000 | PA      | $60220312.20  | 15.24%            | 2053-02-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD HKD                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $3392.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ENVESTNET INC                                                                                       | Envestnet Inc                                                                                                                 | CUSIP: 29404KAE6<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |    372000 | PA      | $345960.00    | 0.09%             | 2025-08-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-35.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                                                                       | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1059000 | PA      | $971677.33    | 0.25%             | 2032-03-31      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                                                                 | NCL Corp Ltd                                                                                                                  | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    262000 | PA      | $199775.00    | 0.05%             | 2027-02-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG139Q8 IRS USD R V 12MSOFR 99OG139Q8_FLO CCPOIS / Short: B9OG139Q8 IRS USD P F  4.44600 99OG139Q8_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   7791000 | OU      | $-24893.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Co/The                                                                                    | Coca-Cola Co/The                                                                                                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1966 | NS      | $120555.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Financial Group Inc                                                                              | KB Financial Group Inc                                                                                                        | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      2861 | NS      | $130357.41    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRST HORIZON CORP                                                                                  | First Horizon Corp                                                                                                            | CUSIP: 320517402<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |      1969 | NS      | $50209.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CapitaLand Ascendas REIT                                                                            | CapitaLand Ascendas REIT                                                                                                      | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |    119800 | NS      | $264255.56    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Kato Sangyo Co Ltd                                                                                  | Kato Sangyo Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $69477.66     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WIX LTD                                                                                             | Wix.com Ltd                                                                                                                   | CUSIP: 92940WAD1<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |   1044000 | PA      | $895230.00    | 0.23%             | 2025-08-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                  | Panama Government International Bond                                                                                          | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    296000 | PA      | $226452.28    | 0.06%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                        | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $194000.00    | 0.05%             | 2027-06-23      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| KT Corp                                                                                             | KT Corp                                                                                                                       | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |     25915 | NS      | $370843.65    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                                                                                      | Public Storage                                                                                                                | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      5038 | NS      | $1533264.92   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Li Auto Inc                                                                                         | Li Auto Inc                                                                                                                   | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |      1688 | NS      | $42031.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Nine Dragons Paper Holdings Ltd                                                                     | Nine Dragons Paper Holdings Ltd                                                                                               | CUSIP: 000000000<br>LEI: 529900TBMYEYJ2LEV906 | Long             | EC               | CORP              | BM        |    210000 | NS      | $188819.95    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RG42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1384875 | PA      | $73182.35     | 0.02%             | 2066-11-20      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                                              | Credit Suisse Group AG                                                                                                        | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $185151.41    | 0.05%             | 2023-07-17      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Taiheiyo Cement Corp                                                                                | Taiheiyo Cement Corp                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $156692.86    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| KazTransGas JSC                                                                                     | KazTransGas JSC                                                                                                               | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $183000.00    | 0.05%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| FIRST HORIZON BANK                                                                                  | First Horizon Bank                                                                                                            | CUSIP: 337158208<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | EP               | CORP              | US        |       121 | NS      | $100430.00    | 0.03%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Afya Ltd                                                                                            | Afya Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 54930008Y7J8Z1BSDT57 | Long             | EC               | CORP              | KY        |      3002 | NS      | $45870.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Techtronic Industries Co Ltd                                                                        | Techtronic Industries Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     14000 | NS      | $180498.61    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| RWT HOLDINGS INC                                                                                    | RWT Holdings Inc                                                                                                              | CUSIP: 749772AD1<br>LEI: Z31FN4C0IQMCYFAEUP31 | Long             | DBT              | CORP              | US        |    776000 | PA      | $687070.02    | 0.17%             | 2025-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: SSPKK09R1 CDS USD R F  5.00000 GOC051710_FEE CCPCDX / Short: SSPKK09R1 CDS USD P V 03MEVENT GOC051710_PRO CCPCDX        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5600000 | OU      | $154184.80    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| PACCAR Inc                                                                                          | PACCAR Inc                                                                                                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       713 | NS      | $77938.03     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                                                                    | Exxon Mobil Corp                                                                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      1878 | NS      | $217866.78    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cellnex Telecom SA                                                                                  | Cellnex Telecom SA                                                                                                            | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     13596 | NS      | $533529.57    | 0.14%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Corning Inc                                                                                         | Corning Inc                                                                                                                   | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      2190 | NS      | $75795.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137BNAF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610312 | PA      | $95788.06     | 0.02%             | 2039-05-15      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| LIBERTY BROADBAND CORP                                                                              | Liberty Broadband Corp                                                                                                        | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    443000 | PA      | $426941.25    | 0.11%             | 2050-09-30      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Localiza Rent a Car SA                                                                              | Localiza Rent a Car SA                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      4500 | NS      | $52488.03     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TRIPADVISOR INC                                                                                     | TripAdvisor Inc                                                                                                               | CUSIP: 896945AD4<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |    590000 | PA      | $497665.00    | 0.13%             | 2026-04-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376UPF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    340831 | PA      | $61602.91     | 0.02%             | 2047-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $217200.00    | 0.05%             | 2027-11-17      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: —       |
| Air Liquide SA                                                                                      | Air Liquide SA                                                                                                                | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       583 | NS      | $92909.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                                                                           | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $214750.00    | 0.05%             | 2027-11-22      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                                 | Ecuador Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    591731 | PA      | $286890.35    | 0.07%             | 2035-07-31      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Nestle SA                                                                                           | Nestle SA                                                                                                                     | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      3756 | NS      | $458350.13    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Axis Capital Holdings Ltd                                                                           | Axis Capital Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      8390 | NS      | $524962.30    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137BG4Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    364809 | PA      | $58983.77     | 0.01%             | 2045-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Luks Group Vietnam Holdings Co Ltd                                                                  | Luks Group Vietnam Holdings Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 5299004B24AHX4THUB34 | Long             | EC               | CORP              | BM        |    112000 | NS      | $17398.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                                              | Oman Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    384000 | PA      | $407021.57    | 0.10%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CMS Energy Corp                                                                                     | CMS Energy Corp                                                                                                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       896 | NS      | $56618.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B4DT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390902 | PA      | $43225.18     | 0.01%             | 2049-04-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NH Foods Ltd                                                                                        | NH Foods Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |      4400 | NS      | $131825.69    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SM Energy Co                                                                                        | SM Energy Co                                                                                                                  | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     11871 | NS      | $390199.77    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| DL E&C Co Ltd                                                                                       | DL E&C Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 988400UU0MCCBS1YP242 | Long             | EC               | CORP              | KR        |       949 | NS      | $29518.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LIBERTY LATIN AMERICA                                                                               | Liberty Latin America Ltd                                                                                                     | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |    545000 | PA      | $499356.25    | 0.13%             | 2024-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Yamada Holdings Co Ltd                                                                              | Yamada Holdings Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 353800MDZ4K1DQKLO464 | Long             | EC               | CORP              | JP        |     49200 | NS      | $178565.12    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Galaxy Entertainment Group Ltd                                                                      | Galaxy Entertainment Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     37000 | NS      | $258514.97    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Host Hotels & Resorts Inc                                                                           | Host Hotels & Resorts Inc                                                                                                     | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     27199 | NS      | $512701.15    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Keyence Corp                                                                                        | Keyence Corp                                                                                                                  | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       200 | NS      | $92385.35     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                                                         | Bank Mandiri Persero Tbk PT                                                                                                   | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |    665346 | NS      | $442499.16    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| LIVONGO HEALTH                                                                                      | Livongo Health Inc                                                                                                            | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |    393000 | PA      | $349298.40    | 0.09%             | 2025-06-01      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                                                                | Halyk Savings Bank of Kazakhstan JSC                                                                                          | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |      8089 | NS      | $84355.93     | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Wolters Kluwer NV                                                                                   | Wolters Kluwer NV                                                                                                             | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       514 | NS      | $56019.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HONG KONG                                                                                           | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAG5<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $204003.85    | 0.05%             | 2028-01-11      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG679A9 IRS USD R F  4.16700 99OG679A9_FIX CCPOIS / Short: S9OG679A9 IRS USD P V 12MSOFR 99OG679A9_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2906000 | OU      | $-4502.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Grid Co Unified Energy System PJSC                                                          | Federal Grid Co Unified Energy System PJSC                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | RU        | 410745540 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Shenzhen Senior Technology Material Co Ltd                                                          | Shenzhen Senior Technology Material Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 836800ECUYIXOTXAMW45 | Long             | EC               | CORP              | CN        |     22400 | NS      | $77596.46     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                                                                  | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    176000 | PA      | $181452.65    | 0.05%             | 2083-01-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                                                                    | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1985625.00   | 0.50%             | 2053-02-21      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GUARDANT HEALTH INC                                                                                 | Guardant Health Inc                                                                                                           | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    183000 | PA      | $122042.70    | 0.03%             | 2027-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Geberit AG                                                                                          | Geberit AG                                                                                                                    | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        74 | NS      | $42302.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tronox Holdings PLC                                                                                 | Tronox Holdings PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     37810 | NS      | $648441.50    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                                                                        | Ganfeng Lithium Group Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 3003006BE6UOHWEOOR42 | Long             | EC               | CORP              | CN        |     15960 | NS      | $145145.17    | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| BE Semiconductor Industries NV                                                                      | BE Semiconductor Industries NV                                                                                                | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |      2286 | NS      | $163141.61    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Yifeng Pharmacy Chain Co Ltd                                                                        | Yifeng Pharmacy Chain Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 300300CZZIF44N1EZO06 | Long             | EC               | CORP              | CN        |     11700 | NS      | $98361.94     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F052623<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -14000000 | PA      | $-14226406.18 | -3.60%            | 2053-02-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                                              | Egypt Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    442000 | PA      | $293381.92    | 0.07%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           | 2                  | On Loan: No      |
| Geely Automobile Holdings Ltd                                                                       | Geely Automobile Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |    179486 | NS      | $293840.75    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                                                                         | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88178.72     | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Activision Blizzard Inc                                                                             | Activision Blizzard Inc                                                                                                       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       813 | NS      | $62251.41     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Charoen Pokphand Foods PCL                                                                          | Charoen Pokphand Foods PCL                                                                                                    | CUSIP: 000000000<br>LEI: 529900FJ3AI2GKGIWK15 | Long             | EC               | CORP              | TH        |    215800 | NS      | $154495.23    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                                             | Aeropuerto Internacional de Tocumen SA                                                                                        | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $162500.00    | 0.04%             | 2061-08-11      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD DKK                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-8757.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Consolidated Edison Inc                                                                             | Consolidated Edison Inc                                                                                                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1404 | NS      | $133815.24    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| COBANK ACB                                                                                          | CoBank ACB                                                                                                                    | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111061.02    | 0.03%             | 2027-10-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375USS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2822086 | PA      | $106892.13    | 0.03%             | 2064-12-20      | Variable      | 1.60%                 | No            | 2                  | On Loan: No      |
| Sinopec Engineering Group Co Ltd                                                                    | Sinopec Engineering Group Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900MZVFFC7D57VV51 | Long             | EC               | CORP              | CN        |     47000 | NS      | $23764.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JFE Holdings Inc                                                                                    | JFE Holdings Inc                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18600 | NS      | $245223.07    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Hana Financial Group Inc                                                                            | Hana Financial Group Inc                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8015 | NS      | $319116.54    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Biologics Co Ltd                                                                            | Samsung Biologics Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       475 | NS      | $307334.75    | 0.08%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD HKD                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $3351.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG289G8 IRS USD R V 12MSOFR 99OG289G8_FLO CCPOIS / Short: B9OG289G8 IRS USD P F  3.56150 99OG289G8_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1020000 | OU      | $-7552.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sandvik AB                                                                                          | Sandvik AB                                                                                                                    | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      4297 | NS      | $88880.52     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $937752.47    | 0.24%             | 2053-02-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Rambus Inc                                                                                          | Rambus Inc                                                                                                                    | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      7713 | NS      | $312145.11    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Link REIT                                                                                           | Link REIT                                                                                                                     | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |     69230 | NS      | $556959.59    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Murata Manufacturing Co Ltd                                                                         | Murata Manufacturing Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      5400 | NS      | $310251.85    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| HERITAGE PETROL CO LTD                                                                              | Heritage Petroleum Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 25490055MYPABN06OA04 | Long             | DBT              | CORP              | TT        |    584000 | PA      | $610338.40    | 0.15%             | 2029-08-12      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375UG46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2363151 | PA      | $135562.17    | 0.03%             | 2067-08-20      | Variable      | 0.57%                 | No            | 2                  | On Loan: No      |
| Baidu Inc                                                                                           | Baidu Inc                                                                                                                     | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |      8700 | NS      | $146729.31    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Assa Abloy AB                                                                                       | Assa Abloy AB                                                                                                                 | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      2470 | NS      | $58214.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| London Stock Exchange Group PLC                                                                     | London Stock Exchange Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      2880 | NS      | $263861.98    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| PAKISTAN WATER & POWER                                                                              | Pakistan Water & Power Development Authority                                                                                  | CUSIP: 000000000<br>LEI: 213800UA74QOTK6IES10 | Long             | DBT              | NUSS              | PK        |   1998000 | PA      | $639240.12    | 0.16%             | 2031-06-04      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Argan SA                                                                                            | ARGAN SA                                                                                                                      | CUSIP: 000000000<br>LEI: 529900FXM41XSCUSGH04 | Long             | EC               |  | FR        |      2293 | NS      | $194935.00    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| First Republic Bank/CA                                                                              | First Republic Bank/CA                                                                                                        | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       414 | NS      | $58324.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICADE                                                                                               | ICADE                                                                                                                         | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | EC               |  | FR        |      5328 | NS      | $253537.92    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| TRANSNET SOC LTD                                                                                    | Transnet SOC Ltd                                                                                                              | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    274000 | PA      | $274685.00    | 0.07%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED EUR / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $23763.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ZURICH FINANCE IRELAND                                                                              | Zurich Finance Ireland Designated Activity Co                                                                                 | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $158500.00    | 0.04%             | 2051-04-19      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Brown Brothers Harriman & Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                                      | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-1176.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OH079O3 IRS USD R V 12MSOFR 99OH079O3_FLO CCPOIS / Short: B9OH079O3 IRS USD P F  3.43150 99OH079O3_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2120000 | OU      | $-4108.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                                                              | Bank of New York Mellon Corp/The                                                                                              | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19113.60     | 0.00%             | 2026-12-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Sage Group PLC/The                                                                                  | Sage Group PLC/The                                                                                                            | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     34814 | NS      | $333959.60    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| LENDINGTREE INC                                                                                     | LendingTree Inc                                                                                                               | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |    103000 | PA      | $79979.50     | 0.02%             | 2025-07-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380W5T2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1202020 | PA      | $106330.23    | 0.03%             | 2048-05-20      | Floating      | 1.71%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                                              | Credit Suisse Group AG                                                                                                        | CUSIP: 225401108<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |     27933 | NS      | $98044.83     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Kirby Corp                                                                                          | Kirby Corp                                                                                                                    | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      5884 | NS      | $416469.52    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Games Workshop Group PLC                                                                            | Games Workshop Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800RP9QJQYGWHNT41 | Long             | EC               | CORP              | GB        |       440 | NS      | $51066.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Resona Holdings Inc                                                                                 | Resona Holdings Inc                                                                                                           | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     46800 | NS      | $259198.28    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                                                                          | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1277760.00   | 0.32%             | 2024-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: —       |
| Berkshire Hathaway Inc                                                                              | Berkshire Hathaway Inc                                                                                                        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1035 | NS      | $322423.20    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F020620<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-840468.75   | -0.21%            | 2053-02-13      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                                                                      | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    166000 | PA      | $165596.82    | 0.04%             | 2052-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Life Storage Inc                                                                                    | Life Storage Inc                                                                                                              | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |      4199 | NS      | $453659.96    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Pennant Group Inc/The                                                                               | Pennant Group Inc/The                                                                                                         | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     10832 | NS      | $140166.08    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                                                                            | CUSIP: 3617MUEF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31973 | PA      | $32207.47     | 0.01%             | 2050-03-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Capital I                                                                             | Goldman Sachs Capital I                                                                                                       | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |     96000 | PA      | $103450.91    | 0.03%             | 2034-02-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                                                                         | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $211000.00    | 0.05%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Larsen & Toubro Ltd                                                                                 | Larsen & Toubro Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |     11199 | NS      | $287038.63    | 0.07%             |  |  |  | Yes           | 2                  | On Loan: No      |
| FASTLY INC                                                                                          | Fastly Inc                                                                                                                    | CUSIP: 31188VAB6<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |    287000 | PA      | $222568.50    | 0.06%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                               | Huntington Bancshares Inc/OH                                                                                                  | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9822.01      | 0.00%             | 2030-07-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                                                                                 | SVB Financial Group                                                                                                           | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95808.00     | 0.02%             | 2026-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38378MYG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2122719 | PA      | $379591.35    | 0.10%             | 2043-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                                                                                         | MetLife Inc                                                                                                                   | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     66000 | PA      | $90756.60     | 0.02%             | 2039-08-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Hannover Rueck SE                                                                                   | Hannover Rueck SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       289 | NS      | $58538.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRST REPUBLIC BANK                                                                                 | First Republic Bank/CA                                                                                                        | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      3443 | NS      | $68343.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                                                  | Grupo Financiero Banorte SAB de CV                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     29700 | NS      | $246347.31    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG909U7 IRS USD R V 12MSOFR 99OG909U7_FLO CCPOIS / Short: B9OG909U7 IRS USD P F  3.00500 99OG909U7_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    291000 | OU      | $-2898.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FRANSHION BRILLIANT LTD                                                                             | Franshion Brilliant Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300E3ZP4GOU3D4G57 | Long             | DBT              | CORP              | VG        |    300000 | PA      | $269911.83    | 0.07%             | 2026-04-09      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO STOXX 50 MAR23                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      -350 | NC      | $-749224.29   | -0.19%            |  |  |  | No            | 1                  | On Loan: No      |
| OQ SAOC                                                                                             | OQ SAOC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |    418000 | PA      | $401769.06    | 0.10%             | 2028-05-06      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| FEL ENERGY VI SARL                                                                                  | FEL Energy VI Sarl                                                                                                            | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    230987 | PA      | $200670.36    | 0.05%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382KYS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3014318 | PA      | $379097.22    | 0.10%             | 2050-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                                                                      | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184026.84    | 0.05%             | 2052-12-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | 99P659DZ7 PUTNAM                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  11006400 | OU      | $112984.33    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                                     | AstraZeneca PLC                                                                                                               | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      3356 | NS      | $439093.30    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Kimco Realty Corp                                                                                   | Kimco Realty Corp                                                                                                             | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               |  | US        |     26524 | NS      | $595729.04    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG909I4 IRS USD R F  2.91550 99OG909I4_FIX CCPOIS / Short: S9OG909I4 IRS USD P V 12MSOFR 99OG909I4_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    268000 | OU      | $-2014.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                                                                  | Koninklijke KPN NV                                                                                                            | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     25147 | NS      | $85912.60     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Hall Group                                                                                  | Charter Hall Group                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     56967 | NS      | $561037.89    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380GZN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    490567 | PA      | $75423.94     | 0.02%             | 2047-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                                 | Ecuador Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    139844 | PA      | $92817.64     | 0.02%             | 2030-07-31      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Hankook & Co Co Ltd                                                                                 | Hankook & Co Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300ET8LEWSPTMRK47 | Long             | EC               | CORP              | KR        |      7856 | NS      | $86177.83     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Juniper Networks Inc                                                                                | Juniper Networks Inc                                                                                                          | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      1720 | NS      | $55556.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG139P0 IRS USD R F  3.52550 99OG139P0_FIX CCPOIS / Short: S9OG139P0 IRS USD P V 12MSOFR 99OG139P0_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1341000 | OU      | $36436.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chr Hansen Holding A/S                                                                              | Chr Hansen Holding A/S                                                                                                        | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |       813 | NS      | $59949.64     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                                                                             | Brookfield BRP Holdings Canada Inc                                                                                            | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      3330 | NS      | $61072.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| China Resources Gas Group Ltd                                                                       | China Resources Gas Group Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900A0E1J5JSOKEK83 | Long             | EC               | CORP              | BM        |     60700 | NS      | $255624.38    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 31398T4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1120249 | PA      | $217964.22    | 0.06%             | 2040-09-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG139K1 IRS USD R V 12MSOFR 99OG139K1_FLO CCPOIS / Short: B9OG139K1 IRS USD P F  4.39250 99OG139K1_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   3672000 | OU      | $-7788.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Newcrest Mining Ltd                                                                                 | Newcrest Mining Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 5299006MN50OZJUJI655 | Long             | EC               | CORP              | AU        |     41299 | NS      | $661562.01    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| FANUC Corp                                                                                          | FANUC Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      3500 | NS      | $619495.56    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| TURK IHRACAT KR BK                                                                                  | Turkiye Ihracat Kredi Bankasi AS                                                                                              | CUSIP: 90015LAG2<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    227000 | PA      | $226682.20    | 0.06%             | 2026-01-31      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD CHF                                                                                                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-2868.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Etalon Group PLC                                                                                    | Etalon Group PLC                                                                                                              | CUSIP: 29760G103<br>LEI: 213800U2O9SKHOYSDY32 | Long             | EC               | CORP              | CY        |    267238 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Harmony Gold Mining Co Ltd                                                                          | Harmony Gold Mining Co Ltd                                                                                                    | CUSIP: 413216300<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |     79077 | NS      | $277560.27    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Bank of Ireland Group PLC                                                                           | Bank of Ireland Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     28302 | NS      | $301887.56    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       281 | NC      | $333115.10    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Sika AG                                                                                             | Sika AG                                                                                                                       | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |       395 | NS      | $112457.08    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                                     | CMS Energy Corp                                                                                                               | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     84000 | PA      | $76394.64     | 0.02%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ALLIANZ SE                                                                                          | Allianz SE                                                                                                                    | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $174420.00    | 0.04%             | 2025-11-17      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Brown Brothers Harriman & Co.                                                                       | PURCHASED USD / SOLD CAD                                                                                                      | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-33.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mastercard Inc                                                                                      | Mastercard Inc                                                                                                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1108 | NS      | $410624.80    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| PERFICIENT INC                                                                                      | Perficient Inc                                                                                                                | CUSIP: 71375UAF8<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |    366000 | PA      | $296240.40    | 0.07%             | 2026-11-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OH079G0 IRS USD R F  3.12050 99OH079G0_FIX CCPOIS / Short: S9OH079G0 IRS USD P V 12MSOFR 99OH079G0_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1601000 | OU      | $-11060.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR23                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         9 | NC      | $40973.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      7345 | NS      | $149617.65    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Arch Capital Group Ltd                                                                              | Arch Capital Group Ltd                                                                                                        | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      2326 | NS      | $56079.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    265000 | PA      | $166297.04    | 0.04%             | 2051-09-21      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Pernod Ricard SA                                                                                    | Pernod Ricard SA                                                                                                              | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       684 | NS      | $141524.05    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| First Pacific Co Ltd                                                                                | First Pacific Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | BM        |    184000 | NS      | $64301.17     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                                                           | Shin-Etsu Chemical Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      1300 | NS      | $193629.11    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                                    | Booz Allen Hamilton Holding Corp                                                                                              | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       540 | NS      | $51105.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Japan Metropolitan Fund Invest                                                                      | Japan Metropolitan Fund Invest                                                                                                | CUSIP: 000000000<br>LEI: 353800QDHNIP60E1LQ93 | Long             | EC               |  | JP        |       527 | NS      | $407562.29    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Aedifica SA                                                                                         | Aedifica SA                                                                                                                   | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               |  | BE        |      1660 | NS      | $145922.74    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Frasers Logistics & Commercial Trust                                                                | Frasers Logistics & Commercial Trust                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | SG        |    243200 | NS      | $234161.73    | 0.06%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Azul SA                                                                                             | Azul SA                                                                                                                       | CUSIP: 05501U106<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EC               | CORP              | BR        |      7618 | NS      | $53783.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Nishi-Nippon Financial Holdings Inc                                                                 | Nishi-Nippon Financial Holdings Inc                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18600 | NS      | $155184.09    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hachijuni Bank Ltd/The                                                                              | Hachijuni Bank Ltd/The                                                                                                        | CUSIP: 000000000<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |     49800 | NS      | $216338.06    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                                                             | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202250.00    | 0.05%             | 2025-08-10      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                                                                           | Amgen Inc                                                                                                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       321 | NS      | $81020.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137F8RM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1451875 | PA      | $248261.44    | 0.06%             | 2051-01-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      8399 | NS      | $297996.52    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                        | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    224000 | PA      | $241421.82    | 0.06%             | 2053-01-17      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| JGC Holdings Corp                                                                                   | JGC Holdings Corp                                                                                                             | CUSIP: 000000000<br>LEI: 5493003WMGG79YLARU68 | Long             | EC               | CORP              | JP        |      8200 | NS      | $107114.30    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Korea Electric Power Corp                                                                           | Korea Electric Power Corp                                                                                                     | CUSIP: 500631106<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |      4838 | NS      | $38800.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Goldman Sachs International                                                                         | 99C173BZ5 PUTNAM                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |    697000 | OU      | $42707.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Schneider National Inc                                                                              | Schneider National Inc                                                                                                        | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      2870 | NS      | $76055.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SSE PLC                                                                                             | SSE PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      2718 | NS      | $58021.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    636000 | PA      | $538023.28    | 0.14%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                             | CNO Financial Group Inc                                                                                                       | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |      2055 | NS      | $37359.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gabriel Resources Ltd                                                                               | Gabriel Resources Ltd                                                                                                         | CUSIP: 361970106<br>LEI: 529900SJTRA2V9AI4361 | Long             | EC               | CORP              | CA        |    431124 | NS      | $68044.07     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      1775 | NS      | $35393.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | 99P467LB9 PUTNAM                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   3459000 | OU      | $163340.48    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| PETRONAS ENERGY CANADA                                                                              | Petronas Energy Canada Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 5493001PEB90YGTDC638 | Long             | DBT              | CORP              | CA        |    233000 | PA      | $209332.02    | 0.05%             | 2028-03-23      | Fixed         | 2.11%                 | Yes           | 2                  | On Loan: No      |
| TANDEM DIABETES CARE INC                                                                            | Tandem Diabetes Care Inc                                                                                                      | CUSIP: 875372AA2<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |    275000 | PA      | $251212.50    | 0.06%             | 2025-05-01      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| WESCO INTERNATIONAL INC                                                                             | WESCO International Inc                                                                                                       | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |      4836 | NS      | $131539.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136AN3P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477461 | PA      | $86552.96     | 0.02%             | 2045-06-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Essex Property Trust Inc                                                                            | Essex Property Trust Inc                                                                                                      | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      1011 | NS      | $228556.77    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cameco Corp                                                                                         | Cameco Corp                                                                                                                   | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      6660 | NS      | $186546.60    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                                              | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   1016000 | PA      | $821436.00    | 0.21%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Guangdong Investment Ltd                                                                            | Guangdong Investment Ltd                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     40000 | NS      | $43550.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED CAD / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |         1 | NC      | $14649.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375U2N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3045101 | PA      | $141292.70    | 0.04%             | 2067-11-20      | Variable      | 0.03%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                                          | US Bancorp                                                                                                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1494 | NS      | $74401.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                                            | RenaissanceRe Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |      3718 | NS      | $67593.24     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375URJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3087091 | PA      | $126768.32    | 0.03%             | 2064-11-20      | Variable      | 1.55%                 | No            | 2                  | On Loan: No      |
| Nippon Prologis REIT Inc                                                                            | Nippon Prologis REIT Inc                                                                                                      | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               |  | JP        |       146 | NS      | $331528.61    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Inpex Corp                                                                                          | Inpex Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      4900 | NS      | $54001.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NMI Holdings Inc                                                                                    | NMI Holdings Inc                                                                                                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     18454 | NS      | $428686.42    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Swisscom AG                                                                                         | Swisscom AG                                                                                                                   | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       178 | NS      | $105187.31    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Campbell Soup Co                                                                                    | Campbell Soup Co                                                                                                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1362 | NS      | $70728.66     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Telekom AG                                                                                 | Deutsche Telekom AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      3269 | NS      | $72728.08     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Avantax Inc                                                                                         | Avantax Inc                                                                                                                   | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     10454 | NS      | $304629.56    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Oriental Holdings BHD                                                                               | Oriental Holdings BHD                                                                                                         | CUSIP: 000000000<br>LEI: 549300WBMDZXMUQT2I82 | Long             | EC               | CORP              | MY        |     21374 | NS      | $34665.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                                                                  | CUSIP: 29250N790<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |      6669 | NS      | $133846.83    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD HKD                                                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $3271.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Spirit Realty Capital Inc                                                                           | Spirit Realty Capital Inc                                                                                                     | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |      8689 | NS      | $381273.32    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST REPUBLIC BANK                                                                                 | First Republic Bank/CA                                                                                                        | CUSIP: 33616C811<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      2485 | NS      | $55887.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                                                                           | CUSIP: 71656MAF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    894000 | PA      | $568712.56    | 0.14%             | 2023-03-02      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Aldar Properties PJSC                                                                               | Aldar Properties PJSC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     40830 | NS      | $48571.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                                                                               | Nabors Industries Inc                                                                                                         | CUSIP: 62957HAB1<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    653000 | PA      | $623615.00    | 0.16%             | 2024-01-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: —       |
| Home Depot Inc/The                                                                                  | Home Depot Inc/The                                                                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       577 | NS      | $187046.09    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| IQIYI INC                                                                                           | iQIYI Inc                                                                                                                     | CUSIP: 46267XAE8<br>LEI: 222100XL8T2Q5B8MS302 | Long             | DBT              | CORP              | KY        |    555000 | PA      | $479520.00    | 0.12%             | 2026-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG139R6 IRS USD R F  3.75250 99OG139R6_FIX CCPOIS / Short: S9OG139R6 IRS USD P V 12MSOFR 99OG139R6_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   4018000 | OU      | $64014.98     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RP83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4670845 | PA      | $211014.76    | 0.05%             | 2066-12-20      | Variable      | 4.17%                 | No            | 2                  | On Loan: No      |
| Kosmos Energy Ltd                                                                                   | Kosmos Energy Ltd                                                                                                             | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |      9337 | NS      | $73855.67     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliant Energy Corp                                                                                 | Alliant Energy Corp                                                                                                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      2227 | NS      | $120324.81    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                            | Brighthouse Financial Inc                                                                                                     | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      4202 | NS      | $85300.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CHEESECAKE FACTORY (THE)                                                                            | Cheesecake Factory Inc/The                                                                                                    | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    341000 | PA      | $296456.88    | 0.08%             | 2026-06-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| SES SA                                                                                              | SES SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |      7660 | NS      | $59498.10     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                            | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      6024 | NS      | $144576.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Schindler Holding AG                                                                                | Schindler Holding AG                                                                                                          | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       458 | NS      | $92558.66     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intel Corp                                                                                          | Intel Corp                                                                                                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      6160 | NS      | $174081.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Veolia Environnement SA                                                                             | Veolia Environnement SA                                                                                                       | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |      7921 | NS      | $235055.49    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                                                            | Knight-Swift Transportation Holdings Inc                                                                                      | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1290 | NS      | $76239.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137FG2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291654 | PA      | $40013.27     | 0.01%             | 2048-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137FTXU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1137203 | PA      | $116028.17    | 0.03%             | 2050-06-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                                              | Equitable Holdings Inc                                                                                                        | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |       939 | NS      | $18479.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dundee Corp                                                                                         | Dundee Corp                                                                                                                   | CUSIP: 264901109<br>LEI: 549300LX18ZNW1LEMU13 | Long             | EC               | CORP              | CA        |     14243 | NS      | $14986.43     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Golden Agri-Resources Ltd                                                                           | Golden Agri-Resources Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | MU        |   1348220 | NS      | $256599.98    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Gazprom PJSC                                                                                        | Gazprom PJSC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    376946 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Raizen SA                                                                                           | Raizen SA                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    124900 | NS      | $80948.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden Property Trust                                                                               | Camden Property Trust                                                                                                         | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      5836 | NS      | $719053.56    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Lizhong Sitong Light Alloys Group Co Ltd                                                            | Lizhong Sitong Light Alloys Group Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 300300XSPKYWPIWS3N43 | Long             | EC               | CORP              | CN        |     16200 | NS      | $67169.28     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield                                                                           | Unibail-Rodamco-Westfield                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | FR        |      2682 | NS      | $173440.79    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OF199E4 IRS USD R F  2.81300 99OF199E4_FIX CCPOIS / Short: S9OF199E4 IRS USD P V 12MSOFR 99OF199E4_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    914000 | OU      | $-25448.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Pharmaron Beijing Co Ltd                                                                            | Pharmaron Beijing Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 300300JYXHGVS5SNGG54 | Long             | EC               | CORP              | CN        |     51950 | NS      | $380268.85    | 0.10%             |  |  |  | Yes           | 2                  | On Loan: No      |
| SS&C Technologies Holdings Inc                                                                      | SS&C Technologies Holdings Inc                                                                                                | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      1076 | NS      | $64936.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382L2F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2269584 | PA      | $324984.68    | 0.08%             | 2050-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Atlas Arteria Ltd                                                                                   | Atlas Arteria Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |     51447 | NS      | $250842.60    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD CHF                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-2633.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rio Tinto PLC                                                                                       | Rio Tinto PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      1215 | NS      | $94984.26     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459U1 IRS USD R F  4.15650 99OG459U1_FIX CCPOIS / Short: S9OG459U1 IRS USD P V 12MSOFR 99OG459U1_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   3820000 | OU      | $-7002.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GS Holdings Corp                                                                                    | GS Holdings Corp                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       810 | NS      | $29206.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryohin Keikaku Co Ltd                                                                               | Ryohin Keikaku Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |      8800 | NS      | $97737.07     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Seino Holdings Co Ltd                                                                               | Seino Holdings Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 3538001D12EPCPYTTF24 | Long             | EC               | CORP              | JP        |     19700 | NS      | $196605.01    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| COUPA SOFTWARE INC                                                                                  | Coupa Software Inc                                                                                                            | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |    252000 | PA      | $245070.00    | 0.06%             | 2026-06-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B3VY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911096 | PA      | $169216.37    | 0.04%             | 2049-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Grand Canyon Education Inc                                                                          | Grand Canyon Education Inc                                                                                                    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       552 | NS      | $64341.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lebanese Republic                                                                                   | Lebanon Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1003000 | PA      | $63144.87     | 0.02%             | 2028-11-03      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Bouygues SA                                                                                         | Bouygues SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      1787 | NS      | $58824.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Honda Motor Co Ltd                                                                                  | Honda Motor Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     19100 | NS      | $473751.59    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Seabridge Gold Inc                                                                                  | Seabridge Gold Inc                                                                                                            | CUSIP: 811916105<br>LEI: 9845003FEO1A66376A92 | Long             | EC               | CORP              | CA        |      4080 | NS      | $53692.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                                              | Brazilian Government International Bond                                                                                       | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    383000 | PA      | $280958.75    | 0.07%             | 2050-01-14      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Yum China Holdings Inc                                                                              | Yum China Holdings Inc                                                                                                        | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      5897 | NS      | $363314.17    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                            | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    262000 | PA      | $239337.00    | 0.06%             | 2030-05-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137FNKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1610021 | PA      | $200593.26    | 0.05%             | 2049-09-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Evergy Inc                                                                                          | Evergy Inc                                                                                                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       664 | NS      | $41599.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                                                                                  | Conagra Brands Inc                                                                                                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      1946 | NS      | $72371.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | 99C465LB7 PUTNAM                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   3566000 | OU      | $148629.10    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                                                                         | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    126000 | PA      | $120735.10    | 0.03%             | 2024-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                                                                                  | Turkey Government International Bond                                                                                          | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $164284.00    | 0.04%             | 2031-01-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA                                                          | Eurobank Ergasias Services and Holdings SA                                                                                    | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |     71980 | NS      | $97455.52     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                                       | Koninklijke Ahold Delhaize NV                                                                                                 | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      1909 | NS      | $56890.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Integrys Holding Inc                                                                                | Integrys Holding Inc                                                                                                          | CUSIP: 45822P204<br>LEI: 549300J4ZRR1SZF4ES33 | Long             | EP               | CORP              | US        |       543 | NS      | $13276.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AptarGroup Inc                                                                                      | AptarGroup Inc                                                                                                                | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       526 | NS      | $60826.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITY SOFTWARE INC                                                                                  | Unity Software Inc                                                                                                            | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115650.00    | 0.03%             | 2026-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PENNYMAC CORP                                                                                       | PennyMac Corp                                                                                                                 | CUSIP: 70932AAD5<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1249675.00   | 0.32%             | 2024-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38381BW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    693502 | PA      | $52315.24     | 0.01%             | 2049-01-20      | Floating      | 1.56%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED USD / SOLD CHF                                                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-20808.66    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Equitrans Midstream Corp                                                                            | Equitrans Midstream Corp                                                                                                      | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      5905 | NS      | $42811.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136BNSV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3199118 | PA      | $222960.62    | 0.06%             | 2052-07-25      | Floating      | 1.09%                 | No            | 2                  | On Loan: No      |
| Transcanada Trust                                                                                   | Transcanada Trust                                                                                                             | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $296551.50    | 0.08%             | 2076-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                                                                  | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    262000 | PA      | $247927.98    | 0.06%             | 2080-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Western Copper & Gold Corp                                                                          | Western Copper & Gold Corp                                                                                                    | CUSIP: 95805V108<br>LEI: 529900DF4NXAM6X99014 | Long             | EC               | CORP              | CA        |      9487 | NS      | $17326.23     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                                                                                 | Abbott Laboratories                                                                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1020 | NS      | $112761.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                                                                          | FedEx Corp                                                                                                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       271 | NS      | $52536.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                      | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      3000 | NS      | $66510.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                                                                       | 99C660DZ9 PUTNAM                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  11006400 | OU      | $95625.91     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Autoliv Inc                                                                                         | Autoliv Inc                                                                                                                   | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      4423 | NS      | $407446.76    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                                                                  | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    622000 | PA      | $491815.40    | 0.12%             | 2031-11-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NAC Kazatomprom JSC                                                                                 | NAC Kazatomprom JSC                                                                                                           | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |     10632 | NS      | $311811.98    | 0.08%             |  |  |  | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD JPY                                                                                                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-58331.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                                              | Equitable Holdings Inc                                                                                                        | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106687.25    | 0.03%             | 2025-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Axis Bank Ltd                                                                                       | Axis Bank Ltd                                                                                                                 | CUSIP: 05462W109<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |      1124 | NS      | $59941.91     | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OF669Y1 IRS USD R V 12MSOFR 99OF669Y1_FLO CCPOIS / Short: B9OF669Y1 IRS USD P F  3.46800 99OF669Y1_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1756000 | OU      | $-39135.34    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Kajima Corp                                                                                         | Kajima Corp                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21900 | NS      | $269046.57    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| West Japan Railway Co                                                                               | West Japan Railway Co                                                                                                         | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |      1800 | NS      | $75319.52     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED NZD / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | NZ        |         1 | NC      | $-28.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                                                                     | CUSIP: 31397VSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1493640 | PA      | $273767.12    | 0.07%             | 2045-12-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    201000 | PA      | $146730.00    | 0.04%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Bechtle AG                                                                                          | Bechtle AG                                                                                                                    | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |      4570 | NS      | $191896.06    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 31398PJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218943 | PA      | $27663.07     | 0.01%             | 2040-04-25      | Floating      | 1.89%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $19760.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Polyus PJSC                                                                                         | Polyus PJSC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |      5776 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Parker-Hannifin Corp                                                                                | Parker-Hannifin Corp                                                                                                          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       191 | NS      | $62266.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Japan Airport Terminal Co Ltd                                                                       | Japan Airport Terminal Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 353800W9WEQSGUY2EO26 | Long             | EC               | CORP              | JP        |      3000 | NS      | $155952.46    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Lonza Group AG                                                                                      | Lonza Group AG                                                                                                                | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       604 | NS      | $344808.48    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B9Y68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2526881 | PA      | $243196.35    | 0.06%             | 2050-06-25      | Floating      | 1.59%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                                                                      | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |      2342 | NS      | $59721.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Stolt-Nielsen Ltd                                                                                   | Stolt-Nielsen Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | BM        |      1178 | NS      | $30962.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CSX Corp                                                                                            | CSX Corp                                                                                                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     14832 | NS      | $458605.44    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| United Utilities Group PLC                                                                          | United Utilities Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      4633 | NS      | $60573.07     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OX2 AB                                                                                              | OX2 AB                                                                                                                        | CUSIP: 000000000<br>LEI: 549300DSDIWP6USPXU21 | Long             | EC               | CORP              | SE        |      5502 | NS      | $42366.42     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136A1D44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675903 | PA      | $70415.59     | 0.02%             | 2041-10-25      | Floating      | 1.39%                 | No            | 2                  | On Loan: No      |
| CAE Inc                                                                                             | CAE Inc                                                                                                                       | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |      6658 | NS      | $150368.57    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LG Corp                                                                                             | LG Corp                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2585 | NS      | $174541.58    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RVD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4280833 | PA      | $229820.78    | 0.06%             | 2066-04-20      | Variable      | 0.40%                 | No            | 2                  | On Loan: No      |
| Credit Saison Co Ltd                                                                                | Credit Saison Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |     26300 | NS      | $345208.41    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                                             | El Salvador Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    250000 | PA      | $130593.15    | 0.03%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137BTKB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325676 | PA      | $53496.59     | 0.01%             | 2046-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GRP OF AMER                                                                             | Reinsurance Group of America Inc                                                                                              | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |      4939 | NS      | $131574.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                                                                           | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $190548.00    | 0.05%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375B3X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    685451 | PA      | $20651.28     | 0.01%             | 2063-03-20      | Variable      | 1.47%                 | No            | 2                  | On Loan: No      |
| ENEL SPA                                                                                            | Enel SpA                                                                                                                      | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $110682.56    | 0.03%             | 2031-04-16      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD ZAR                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $313.24       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SWISS RE FINANCE LUX                                                                                | Swiss Re Finance Luxembourg SA                                                                                                | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $193262.00    | 0.05%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED CAD / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |         1 | NC      | $14462.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                                                                  | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $179780.00    | 0.05%             | 2027-02-12      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD AUD                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-18321.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                                                            | Apollo Management Holdings LP                                                                                                 | CUSIP: 03765HAE1<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    122000 | PA      | $104909.35    | 0.03%             | 2050-01-14      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD AUD                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-290.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Signify NV                                                                                          | Signify NV                                                                                                                    | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      9876 | NS      | $356558.41    | 0.09%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                         | Goldman Sachs Group Inc/The                                                                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       215 | NS      | $78649.15     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG459K3 IRS USD R V 12MSOFR 99OG459K3_FLO CCPOIS / Short: B9OG459K3 IRS USD P F  3.27200 99OG459K3_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1448000 | OU      | $-8485.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| W R Berkley Corp                                                                                    | W R Berkley Corp                                                                                                              | CUSIP: 084423706<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      2751 | NS      | $67867.17     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375BPP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3079587 | PA      | $83410.61     | 0.02%             | 2062-01-20      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                                                                   | Chile Government International Bond                                                                                           | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $814399.53    | 0.21%             | 2033-07-27      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| STATE OF ISRAEL                                                                                     | Israel Government International Bond                                                                                          | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $200184.00    | 0.05%             | 2033-01-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380F6V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224855 | PA      | $20602.51     | 0.01%             | 2046-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG909Q6 IRS USD R V 12MSOFR 99OG909Q6_FLO CCPOIS / Short: B9OG909Q6 IRS USD P F  2.97250 99OG909Q6_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    381000 | OU      | $-1369.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                                                 | Charles Schwab Corp/The                                                                                                       | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    213000 | PA      | $211338.60    | 0.05%             | 2025-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Fission Uranium Corp                                                                                | Fission Uranium Corp                                                                                                          | CUSIP: 33812R109<br>LEI: 529900CBYH3A7AK6P676 | Long             | EC               | CORP              | CA        |    122461 | NS      | $80072.95     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Essential Utilities Inc                                                                             | Essential Utilities Inc                                                                                                       | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |       668 | NS      | $31215.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RINGCENTRAL INC                                                                                     | RingCentral Inc                                                                                                               | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $875249.38    | 0.22%             | 2025-03-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                                                                | Freeport-McMoRan Inc                                                                                                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      6030 | NS      | $269058.60    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137FNG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1369980 | PA      | $130912.70    | 0.03%             | 2049-09-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Inc                                                                              | CenterPoint Energy Inc                                                                                                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      3597 | NS      | $108341.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                                            | Mitsubishi Estate Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     54100 | NS      | $697750.46    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED USD / SOLD CHF                                                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-378.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF POLAND                                                                                  | Republic of Poland Government International Bond                                                                              | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    134000 | PA      | $144760.20    | 0.04%             | 2032-11-16      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VNET GROUP INC                                                                                      | Vnet Group Inc                                                                                                                | CUSIP: 90138VAB3<br>LEI: 529900672GYJQ3T38I58 | Long             | DBT              | CORP              | KY        |    277000 | PA      | $237943.00    | 0.06%             | 2026-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                                            | Uruguay Government International Bond                                                                                         | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    410749 | PA      | $454365.29    | 0.11%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Hokuhoku Financial Group Inc                                                                        | Hokuhoku Financial Group Inc                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $22957.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CARLYLE FINANCE LLC                                                                                 | Carlyle Finance LLC                                                                                                           | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1225 | NS      | $23618.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AvalonBay Communities Inc                                                                           | AvalonBay Communities Inc                                                                                                     | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |       258 | NS      | $45779.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $112520.06    | 0.03%             | 2029-01-18      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| First Republic Bank/CA                                                                              | First Republic Bank/CA                                                                                                        | CUSIP: 33616C787<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      1600 | NS      | $33888.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JTEKT Corp                                                                                          | JTEKT Corp                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40100 | NS      | $297513.03    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136BKU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3097313 | PA      | $442007.02    | 0.11%             | 2052-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG909L7 IRS USD R F  4.11700 99OG909L7_FIX CCPOIS / Short: S9OG909L7 IRS USD P V 12MSOFR 99OG909L7_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2524000 | OU      | $-6125.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF IRELAND GROUP                                                                               | Bank of Ireland Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $216586.43    | 0.05%             | 2025-05-19      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OF549K7 IRS USD R V 12MSOFR 99OF549K7_FLO CCPOIS / Short: B9OF549K7 IRS USD P F  4.10000 99OF549K7_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  17622000 | OU      | $8476.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                                 | Sumitomo Mitsui Financial Group Inc                                                                                           | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     15400 | NS      | $670119.54    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Vale SA                                                                                             | Vale SA                                                                                                                       | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     22199 | NS      | $414677.32    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                                                             | Pakistan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    369000 | PA      | $153430.20    | 0.04%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| China Tourism Group Duty Free Corp Ltd                                                              | China Tourism Group Duty Free Corp Ltd                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5900 | NS      | $181351.34    | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                                               | Argentine Republic Government International Bond                                                                              | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1011471 | PA      | $344131.59    | 0.09%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137F2BQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152736 | PA      | $17702.39     | 0.00%             | 2047-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Kuaishou Technology                                                                                 | Kuaishou Technology                                                                                                           | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | KY        |     30900 | NS      | $270513.44    | 0.07%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Trip.com Group Ltd                                                                                  | Trip.com Group Ltd                                                                                                            | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |     13594 | NS      | $499715.44    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Suofeiya Home Collection Co Ltd                                                                     | Suofeiya Home Collection Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 3003001LPW6QB75C7439 | Long             | EC               | CORP              | CN        |     24200 | NS      | $75231.97     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                                  | Angolan Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    388000 | PA      | $358383.96    | 0.09%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                                                                    | Deutsche Bank AG                                                                                                              | CUSIP: 251525AN1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $192876.00    | 0.05%             | 2025-04-30      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $301818.00    | 0.08%             | 2025-08-19      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Bill                                                                                                   | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1331000 | PA      | $1327465.74   | 0.34%             | 2023-02-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Givaudan SA                                                                                         | Givaudan SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        24 | NS      | $77897.21     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                           | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33716.25     | 0.01%             | 2026-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| WH Group Ltd                                                                                        | WH Group Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    108028 | NS      | $66403.77     | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| International Paper Co                                                                              | International Paper Co                                                                                                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1395 | NS      | $58338.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38381XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1869951 | PA      | $160466.29    | 0.04%             | 2049-07-20      | Floating      | 1.61%                 | No            | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                                                                            | Itau Unibanco Holding SA                                                                                                      | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     27510 | NS      | $136999.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B4JX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344253 | PA      | $19179.44     | 0.00%             | 2049-03-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NiSource Inc                                                                                        | NiSource Inc                                                                                                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3362 | NS      | $93295.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstEnergy Corp                                                                                    | FirstEnergy Corp                                                                                                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1323 | NS      | $54176.85     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PHA Co Ltd                                                                                          | PHA Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2491 | NS      | $14626.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                                                 | Charles Schwab Corp/The                                                                                                       | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    426000 | PA      | $392516.40    | 0.10%             | 2026-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                            | CUSIP: 29273V506<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      3982 | NS      | $96324.58     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hydro One Ltd                                                                                       | Hydro One Ltd                                                                                                                 | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |       778 | NS      | $21272.14     | 0.01%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Swiss Re AG                                                                                         | Swiss Re AG                                                                                                                   | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      2306 | NS      | $241190.86    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                                                                           | Zurich Insurance Group AG                                                                                                     | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       150 | NS      | $74186.24     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Analog Devices Inc                                                                                  | Analog Devices Inc                                                                                                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       525 | NS      | $90021.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Danone SA                                                                                           | Danone SA                                                                                                                     | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      7468 | NS      | $408689.14    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Roche Holding AG                                                                                    | Roche Holding AG                                                                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       190 | NS      | $69383.30     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CoBank ACB                                                                                          | CoBank ACB                                                                                                                    | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327039.46    | 0.08%             | 2026-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Allfunds Group Plc                                                                                  | Allfunds Group Plc                                                                                                            | CUSIP: 000000000<br>LEI: 9598005U8TZQ8Q64SC71 | Long             | EC               | CORP              | GB        |     18429 | NS      | $147326.94    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                                                                             | Charles Schwab Corp/The                                                                                                       | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      3497 | NS      | $270737.74    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Illinois Tool Works Inc                                                                             | Illinois Tool Works Inc                                                                                                       | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       253 | NS      | $59718.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                                            | Comision Federal de Electricidad                                                                                              | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    260000 | PA      | $239525.00    | 0.06%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B47M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649989 | PA      | $57297.07     | 0.01%             | 2049-08-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Kasikornbank PCL                                                                                    | Kasikornbank PCL                                                                                                              | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |     27800 | NS      | $122416.74    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Brown Brothers Harriman & Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                                      | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-82.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382PB43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1278377 | PA      | $185629.67    | 0.05%             | 2051-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Aflac Inc                                                                                           | Aflac Inc                                                                                                                     | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1382 | NS      | $101577.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HOPE BANCORP INC                                                                                    | Hope Bancorp Inc                                                                                                              | CUSIP: 43940TAB5<br>LEI: 549300UTF4QGMBHIZ219 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1128787.00   | 0.29%             | 2038-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Silergy Corp                                                                                        | Silergy Corp                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3000 | NS      | $61140.17     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SEMPRA ENERGY                                                                                       | Sempra Energy                                                                                                                 | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    340000 | PA      | $326400.00    | 0.08%             | 2025-10-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: —       |
| NexGen Energy Ltd                                                                                   | NexGen Energy Ltd                                                                                                             | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |     30155 | NS      | $145500.06    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Eversource Energy                                                                                   | Eversource Energy                                                                                                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      1445 | NS      | $118966.85    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINION ENERGY INC                                                                                 | Dominion Energy Inc                                                                                                           | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    194000 | PA      | $173630.00    | 0.04%             | 2027-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                                                                               | Scentre Group Trust 2                                                                                                         | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |    300000 | PA      | $279937.00    | 0.07%             | 2080-09-24      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25000000 | PA      | $25078124.75  | 6.35%             | 2053-03-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                                    | Duke Energy Corp                                                                                                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       620 | NS      | $63519.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -4 | NC      | $-3289.43     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Allianz SE                                                                                          | Allianz SE                                                                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       346 | NS      | $82542.83     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B9YF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2483622 | PA      | $441558.89    | 0.11%             | 2050-05-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                                  | Meta Platforms Inc                                                                                                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       725 | NS      | $108003.25    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer Inc                                                                                          | Pfizer Inc                                                                                                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      3910 | NS      | $172665.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| E.ON SE                                                                                             | E.ON SE                                                                                                                       | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      9112 | NS      | $99006.83     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                                             | Reliance Industries Ltd                                                                                                       | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      5212 | NS      | $298957.89    | 0.08%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38379HFK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    607163 | PA      | $119134.06    | 0.03%             | 2044-12-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Aena SME SA                                                                                         | Aena SME SA                                                                                                                   | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      3196 | NS      | $479383.06    | 0.12%             |  |  |  | Yes           | 2                  | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                                                                              | Krung Thai Bank PCL/Cayman Islands                                                                                            | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |    600000 | PA      | $554400.00    | 0.14%             | 2026-03-25      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| Avnet Inc                                                                                           | Avnet Inc                                                                                                                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      1522 | NS      | $69829.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                          | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1603 | NS      | $34865.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137FVLY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    880730 | PA      | $125228.33    | 0.03%             | 2050-08-25      | Floating      | 1.59%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                                        | UBS Group AG                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     15188 | NS      | $323387.92    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications Inc                                                                          | Verizon Communications Inc                                                                                                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      4783 | NS      | $198829.31    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD DKK                                                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-8495.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Assicurazioni Generali SpA                                                                          | Assicurazioni Generali SpA                                                                                                    | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      3355 | NS      | $65395.47     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136BCFW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2160707 | PA      | $332034.50    | 0.08%             | 2050-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                                                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       846 | NS      | $74837.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential Financial Inc                                                                            | Prudential Financial Inc                                                                                                      | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191378.85    | 0.05%             | 2044-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| UCB SA                                                                                              | UCB SA                                                                                                                        | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       745 | NS      | $61118.60     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Experian PLC                                                                                        | Experian PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      1819 | NS      | $66503.44     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SCE Trust VI                                                                                        | SCE Trust VI                                                                                                                  | CUSIP: 78410V200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5322 | NS      | $110591.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136BAML5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1952519 | PA      | $212714.01    | 0.05%             | 2050-06-25      | Floating      | 1.56%                 | No            | 2                  | On Loan: No      |
| Makita Corp                                                                                         | Makita Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |     14300 | NS      | $381978.44    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Shanghai Electric Group Co Ltd                                                                      | Shanghai Electric Group Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900WHVV4GODE91T37 | Long             | EC               | CORP              | CN        |    258000 | NS      | $60982.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Aoyama Trading Co Ltd                                                                               | Aoyama Trading Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300FYZLM486BSOQ14 | Long             | EC               | CORP              | JP        |      6700 | NS      | $46868.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EQT AB                                                                                              | EQT AB                                                                                                                        | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |     11269 | NS      | $254167.15    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| North Pacific Bank Ltd                                                                              | North Pacific Bank Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300A1ZLTL4KX3DZ92 | Long             | EC               | CORP              | JP        |     36200 | NS      | $78435.31     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NUVASIVE INC                                                                                        | NuVasive Inc                                                                                                                  | CUSIP: 670704AJ4<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1066537.50   | 0.27%             | 2025-03-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Globe Life Inc                                                                                      | Globe Life Inc                                                                                                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       641 | NS      | $77464.85     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CAD                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-111205.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MetLife Inc                                                                                         | MetLife Inc                                                                                                                   | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    225000 | PA      | $271687.50    | 0.07%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| EMS-Chemie Holding AG                                                                               | EMS-Chemie Holding AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |        82 | NS      | $60994.32     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OF199E4 IRS USD R V 12MSOFR 99OF199E4_FLO CCPOIS / Short: B9OF199E4 IRS USD P F  2.81300 99OF199E4_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    914000 | OU      | $25448.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD JPY                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-58126.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Motor Co                                                                                    | Hyundai Motor Co                                                                                                              | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |       528 | NS      | $36994.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Avery Dennison Corp                                                                                 | Avery Dennison Corp                                                                                                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       362 | NS      | $68577.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382DTH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1276809 | PA      | $153182.78    | 0.04%             | 2050-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LANXESS AG                                                                                          | LANXESS AG                                                                                                                    | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |      2785 | NS      | $138328.44    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Eiffage SA                                                                                          | Eiffage SA                                                                                                                    | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       629 | NS      | $67092.94     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                   | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |      2064 | NS      | $51496.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                          | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102181.70    | 0.03%             | 2026-03-10      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Nippon Steel Corp                                                                                   | Nippon Steel Corp                                                                                                             | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     22100 | NS      | $459976.51    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Autodesk Inc                                                                                        | Autodesk Inc                                                                                                                  | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       722 | NS      | $155345.52    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MTN Group Ltd                                                                                       | MTN Group Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     11057 | NS      | $93532.88     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136AEHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257025 | PA      | $9866.60      | 0.00%             | 2041-06-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B5VK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    965230 | PA      | $115911.63    | 0.03%             | 2049-08-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                               | Lincoln National Corp                                                                                                         | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |      6225 | NS      | $178968.75    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ivanhoe Mines Ltd                                                                                   | Ivanhoe Mines Ltd                                                                                                             | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     36535 | NS      | $343232.12    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Softcat PLC                                                                                         | Softcat PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |      9387 | NS      | $140118.33    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG909T0 IRS USD R V 12MSOFR 99OG909T0_FLO CCPOIS / Short: B9OG909T0 IRS USD P F  3.00700 99OG909T0_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    378000 | OU      | $-3912.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Aalberts NV                                                                                         | Aalberts NV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |      1201 | NS      | $56825.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrari NV                                                                                          | Ferrari NV                                                                                                                    | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       255 | NS      | $63588.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Flowers Foods Inc                                                                                   | Flowers Foods Inc                                                                                                             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      2240 | NS      | $62025.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Allstate Corp/The                                                                                   | Allstate Corp/The                                                                                                             | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       553 | NS      | $71043.91     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Moncler SpA                                                                                         | Moncler SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |      5533 | NS      | $346639.79    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Red Electrica Corp SA                                                                               | Red Electrica Corp SA                                                                                                         | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      3156 | NS      | $55935.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Landstar System Inc                                                                                 | Landstar System Inc                                                                                                           | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       426 | NS      | $73625.58     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                              | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      4459 | NS      | $89536.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Hyster-Yale Materials Handling Inc                                                                  | Hyster-Yale Materials Handling Inc                                                                                            | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       838 | NS      | $27176.34     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                   | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    342000 | PA      | $297403.20    | 0.08%             | 2026-08-10      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $154560.00    | 0.04%             | 2031-09-22      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376R2F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    713565 | PA      | $58134.17     | 0.01%             | 2067-02-20      | Variable      | 1.93%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                                                                          | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    163000 | PA      | $144921.67    | 0.04%             | 2026-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376R7A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    928523 | PA      | $78749.89     | 0.02%             | 2067-09-20      | Variable      | 0.57%                 | No            | 2                  | On Loan: No      |
| Dover Corp                                                                                          | Dover Corp                                                                                                                    | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       404 | NS      | $61339.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AmerisourceBergen Corp                                                                              | AmerisourceBergen Corp                                                                                                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       339 | NS      | $57277.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Assura PLC                                                                                          | Assura PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 21380026T19N2Y52XF72 | Long             | EC               |  | GB        |    134983 | NS      | $93092.34     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Boyd Gaming Corp                                                                                    | Boyd Gaming Corp                                                                                                              | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      3371 | NS      | $210047.01    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                                              | Skandinaviska Enskilda Banken AB                                                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $199750.00    | 0.05%             | 2027-06-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Credit Agricole SA                                                                                  | Credit Agricole SA                                                                                                            | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199800.00    | 0.05%             | 2024-01-23      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| ILLUMINA INC                                                                                        | Illumina Inc                                                                                                                  | CUSIP: 452327AK5<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    846000 | PA      | $821840.69    | 0.21%             | 2023-08-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| OSG Corp                                                                                            | OSG Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 353800IWJAOVAFO6X450 | Long             | EC               | CORP              | JP        |      9900 | NS      | $155397.66    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Turkey                                                                                  | Turkey Government International Bond                                                                                          | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    220000 | PA      | $146795.88    | 0.04%             | 2047-05-11      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376R2C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2643115 | PA      | $123224.67    | 0.03%             | 2067-02-20      | Variable      | 2.42%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                                                                              | MSCI EMGMKT MAR23                                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |      -164 | NC      | $-489084.72   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | 99P479LB4 PUTNAM                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   3067900 | OU      | $135723.01    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38381XAJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1493227 | PA      | $133666.98    | 0.03%             | 2049-07-20      | Floating      | 1.61%                 | No            | 2                  | On Loan: No      |
| Roper Technologies Inc                                                                              | Roper Technologies Inc                                                                                                        | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       133 | NS      | $56757.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST REPUBLIC BANK                                                                                 | First Republic Bank/CA                                                                                                        | CUSIP: 33616C720<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      6755 | NS      | $123481.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LyondellBasell Industries NV                                                                        | LyondellBasell Industries NV                                                                                                  | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       808 | NS      | $78125.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375BFJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1740822 | PA      | $59884.29     | 0.02%             | 2060-08-20      | Variable      | 1.41%                 | No            | 2                  | On Loan: No      |
| UNITE Group PLC/The                                                                                 | UNITE Group PLC/The                                                                                                           | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               |  | GB        |      6483 | NS      | $79941.01     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi                                                                                              | Sanofi                                                                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1461 | NS      | $143567.64    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Northern Dynasty Minerals Ltd                                                                       | Northern Dynasty Minerals Ltd                                                                                                 | CUSIP: 66510M204<br>LEI: 529900HEIYP56LE0EJ17 | Long             | EC               | CORP              | CA        |      2862 | NS      | $613.03       | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Skyworks Solutions Inc                                                                              | Skyworks Solutions Inc                                                                                                        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       702 | NS      | $76988.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                                                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1219 | NS      | $54903.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LKQ Corp                                                                                            | LKQ Corp                                                                                                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1053 | NS      | $62084.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| IVORY COAST                                                                                         | Ivory Coast Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     99690 | PA      | $91604.97     | 0.02%             | 2032-12-31      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG909J2 IRS USD R V 12MSOFR 99OG909J2_FLO CCPOIS / Short: B9OG909J2 IRS USD P F  4.08200 99OG909J2_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   8792000 | OU      | $27122.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                                              | Galaxy Pipeline Assets Bidco Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    422374 | PA      | $345023.17    | 0.09%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD HKD                                                                                                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $19304.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Ghana                                                                                   | Ghana Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     25000 | PA      | $14750.00     | 0.00%             | 2023-08-07      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380GPZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65934 | PA      | $1135.68      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED CHF / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $82551.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       291 | NC      | $-68192.36    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Emerson Electric Co                                                                                 | Emerson Electric Co                                                                                                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       590 | NS      | $53229.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B2RW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1928668 | PA      | $176604.23    | 0.04%             | 2048-07-25      | Floating      | 1.74%                 | No            | 2                  | On Loan: No      |
| JB Hunt Transport Services Inc                                                                      | JB Hunt Transport Services Inc                                                                                                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       366 | NS      | $69192.30     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Vinci SA                                                                                            | Vinci SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       663 | NS      | $74796.28     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ZhongAn Online P&C Insurance Co Ltd                                                                 | ZhongAn Online P&C Insurance Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 5299006845ISFI2WAI41 | Long             | EC               | CORP              | CN        |     58300 | NS      | $194044.57    | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| FIRST REPUBLIC BANK                                                                                 | First Republic Bank/CA                                                                                                        | CUSIP: 33616C761<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      3809 | NS      | $71761.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382YGH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3254483 | PA      | $179505.41    | 0.05%             | 2071-09-20      | Variable      | 0.02%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137FPA47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1854649 | PA      | $218985.82    | 0.06%             | 2049-09-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                                                                         | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      1626 | NS      | $36097.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Simon Property Group Inc                                                                            | Simon Property Group Inc                                                                                                      | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     11922 | NS      | $1531500.12   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| TC Energy Corp                                                                                      | TC Energy Corp                                                                                                                | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      7082 | NS      | $305145.29    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                                                            | Apollo Commercial Real Estate Finance Inc                                                                                     | CUSIP: 03762UAC9<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1286578.13   | 0.33%             | 2023-10-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OH079E5 IRS USD R F  4.18850 99OH079E5_FIX CCPOIS / Short: S9OH079E5 IRS USD P V 12MSOFR 99OH079E5_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   5770000 | OU      | $-5660.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sampo Oyj                                                                                           | Sampo Oyj                                                                                                                     | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      1357 | NS      | $71188.42     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| High Ridge Brands Co                                                                                | High Ridge Brands Co                                                                                                          | CUSIP: 42979BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1640000 | PA      | $18204.00     | 0.00%             | 2025-03-15      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -29 | NC      | $15794.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom of Jordan                                                                                   | Jordan Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    220000 | PA      | $197566.16    | 0.05%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                                               | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |      1295 | NS      | $126314.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380WG94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1113210 | PA      | $177710.10    | 0.04%             | 2045-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Shenzhou International Group Holdings Ltd                                                           | Shenzhou International Group Holdings Ltd                                                                                     | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | KY        |     12100 | NS      | $151606.02    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375UD23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3254328 | PA      | $104623.39    | 0.03%             | 2067-08-20      | Variable      | 0.33%                 | No            | 2                  | On Loan: No      |
| Country Garden Services Holdings Co Ltd                                                             | Country Garden Services Holdings Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 549300P2JRKENZSEBB42 | Long             | EC               | CORP              | KY        |     62000 | NS      | $167780.84    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                                                                            | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $170080.00    | 0.04%             | 2029-03-23      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| HSBC CAPITAL FUNDING USD                                                                            | HSBC Capital Funding Dollar 1 LP                                                                                              | CUSIP: 40427LAB0<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |    122000 | PA      | $153110.00    | 0.04%             | 2030-06-30      | Fixed         | 10.18%                | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38378PFL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381642 | PA      | $44326.18     | 0.01%             | 2043-12-20      | Floating      | 1.61%                 | No            | 2                  | On Loan: No      |
| Toyota Industries Corp                                                                              | Toyota Industries Corp                                                                                                        | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |      1500 | NS      | $91283.44     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                                                                                  | Athene Holding Ltd                                                                                                            | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |      2000 | NS      | $46960.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Electricite de France SA                                                                            | Electricite de France SA                                                                                                      | CUSIP: 268317AM6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $194500.00    | 0.05%             | 2024-01-22      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                                                          | Grupo Aeroportuario del Pacifico SAB de CV                                                                                    | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |       594 | NS      | $102506.58    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Shiseido Co Ltd                                                                                     | Shiseido Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      1800 | NS      | $93925.52     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380K3J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1084288 | PA      | $222265.14    | 0.06%             | 2048-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                                             | Starwood Property Trust Inc                                                                                                   | CUSIP: 85571BAH8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    761000 | PA      | $755768.13    | 0.19%             | 2023-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                                                                  | Serbia International Bond                                                                                                     | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $200380.00    | 0.05%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Schindler Holding AG                                                                                | Schindler Holding AG                                                                                                          | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       297 | NS      | $63268.43     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                                                                           | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    202000 | PA      | $204585.60    | 0.05%             | 2028-01-18      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CK Hutchison Holdings Ltd                                                                           | CK Hutchison Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     31000 | NS      | $197898.93    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B5TC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1556119 | PA      | $194865.46    | 0.05%             | 2049-08-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Assurant Inc                                                                                        | Assurant Inc                                                                                                                  | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148499.27    | 0.04%             | 2048-03-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375UZE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1986305 | PA      | $108708.48    | 0.03%             | 2067-03-20      | Variable      | 1.83%                 | No            | 2                  | On Loan: No      |
| Sabre Corp                                                                                          | Sabre Corp                                                                                                                    | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      5351 | NS      | $36440.31     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KYORIN Holdings Inc                                                                                 | KYORIN Holdings Inc                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16200 | NS      | $214838.04    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                                                 | Synchrony Financial                                                                                                           | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |      2191 | NS      | $43403.71     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| ARES FINANCE CO                                                                                     | Ares Finance Co III LLC                                                                                                       | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $100750.00    | 0.03%             | 2051-06-30      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Royal Unibrew A/S                                                                                   | Royal Unibrew A/S                                                                                                             | CUSIP: 000000000<br>LEI: 529900D69KFL8IAP8Q63 | Long             | EC               | CORP              | DK        |      1744 | NS      | $122283.17    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Thai Life Insurance PCL                                                                             | Thai Life Insurance PCL                                                                                                       | CUSIP: 000000000<br>LEI: 549300KV400XOCIS7Q68 | Long             | EC               | CORP              | TH        |     92700 | NS      | $37896.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| US BANCORP                                                                                          | US Bancorp                                                                                                                    | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |       598 | NS      | $11469.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fresnillo PLC                                                                                       | Fresnillo PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |     11217 | NS      | $114077.43    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Sri Lanka                                                                               | Sri Lanka Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    492000 | PA      | $167196.74    | 0.04%             | 2023-04-18      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Real Alloy Holding Inc                                                                              | Real Alloy                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $3336947.39   | 0.84%             |  |  |  | No            | 3                  | On Loan: No      |
| Stanley Electric Co Ltd                                                                             | Stanley Electric Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9800 | NS      | $210771.21    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD JPY                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-57744.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| INTERDIGITAL INC                                                                                    | InterDigital Inc                                                                                                              | CUSIP: 45867GAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $318463.13    | 0.08%             | 2024-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| REPAY HOLDINGS                                                                                      | Repay Holdings Corp                                                                                                           | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    473000 | PA      | $379286.88    | 0.10%             | 2026-02-01      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Klepierre SA                                                                                        | Klepierre SA                                                                                                                  | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |     16355 | NS      | $415292.89    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Laboratory Corp of America Holdings                                                                 | Laboratory Corp of America Holdings                                                                                           | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       258 | NS      | $65046.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PATRICK INDUSTRIES INC                                                                              | Patrick Industries Inc                                                                                                        | CUSIP: 703343AB9<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1103858.18   | 0.28%             | 2023-02-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Sberbank of Russia PJSC                                                                             | Sberbank of Russia PJSC                                                                                                       | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    169110 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Epiroc AB                                                                                           | Epiroc AB                                                                                                                     | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     14282 | NS      | $277836.48    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                                        | UBS Group AG                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $201460.00    | 0.05%             | 2025-02-19      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Medipal Holdings Corp                                                                               | Medipal Holdings Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |      1900 | NS      | $25337.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                                                                    | Bank of New York Mellon Corp/The                                                                                              | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1266 | NS      | $64021.62     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GREENBRIER COS INC                                                                                  | Greenbrier Cos Inc/The                                                                                                        | CUSIP: 393657AK7<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    289000 | PA      | $281225.90    | 0.07%             | 2024-02-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | Morgan Stanley                                                                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       781 | NS      | $76014.73     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382QX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1103850 | PA      | $130449.76    | 0.03%             | 2051-05-20      | Floating      | 1.81%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    948000 | PA      | $204559.44    | 0.05%             | 2030-11-01      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Toagosei Co Ltd                                                                                     | Toagosei Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $69818.70     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Westrock Co                                                                                         | Westrock Co                                                                                                                   | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      1281 | NS      | $50266.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BROOKFIELD PROP PFD LP                                                                              | Brookfield Property Preferred LP                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      4200 | NS      | $79926.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                                                                  | CUSIP: 29250N550<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |      4610 | NS      | $53876.59     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar Inc                                                                                     | Caterpillar Inc                                                                                                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       310 | NS      | $78209.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD GBP                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $11600.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Baloise Holding AG                                                                                  | Baloise Holding AG                                                                                                            | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |       320 | NS      | $52539.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA                                                                              | Petroleo Brasileiro SA                                                                                                        | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     17536 | NS      | $203417.60    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $875497.83    | 0.22%             | 2053-02-13      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Flughafen Zurich AG                                                                                 | Flughafen Zurich AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |       393 | NS      | $71504.14     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Merck KGaA                                                                                          | Merck KGaA                                                                                                                    | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      1377 | NS      | $286299.86    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                                           | Alibaba Group Holding Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     43260 | NS      | $597778.51    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382GK68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1783512 | PA      | $160418.14    | 0.04%             | 2049-08-20      | Floating      | 1.61%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG679V3 IRS USD R F  4.19000 99OG679V3_FIX CCPOIS / Short: S9OG679V3 IRS USD P V 12MSOFR 99OG679V3_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   3105000 | OU      | $-3459.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Lifeline Co Ltd                                                                               | Japan Lifeline Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 353800QUW6LROZVA6765 | Long             | EC               | CORP              | JP        |     13400 | NS      | $98370.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B4VY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    930151 | PA      | $115444.98    | 0.03%             | 2049-06-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Centrais Eletricas Brasileiras SA                                                                   | Centrais Eletricas Brasileiras SA                                                                                             | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |     52252 | NS      | $418423.62    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5112406 | PA      | $227834.37    | 0.06%             | 2067-02-20      | Variable      | 1.70%                 | No            | 2                  | On Loan: No      |
| Diageo PLC                                                                                          | Diageo PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      2167 | NS      | $94150.94     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SHAKE SHACK INC                                                                                     | Shake Shack Inc                                                                                                               | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |    184000 | PA      | $136815.16    | 0.03%             | 2028-03-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                                                                          | Siemens AG                                                                                                                    | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       333 | NS      | $51736.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wheaton Precious Metals Corp                                                                        | Wheaton Precious Metals Corp                                                                                                  | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      7817 | NS      | $357549.58    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| PolyPeptide Group AG                                                                                | PolyPeptide Group AG                                                                                                          | CUSIP: 000000000<br>LEI: 5067007JCKTPOX4G9758 | Long             | EC               | CORP              | CH        |       876 | NS      | $25448.92     | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | E-MINI RUSS 2000 MAR23                                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -288 | NC      | $-1685681.07  | -0.43%            |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD GBP                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $6057.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bear Creek Mining Corp                                                                              | Bear Creek Mining Corp                                                                                                        | CUSIP: 07380N104<br>LEI: 549300C9IY653M7KMK88 | Long             | EC               | CORP              | CA        |     25338 | NS      | $14663.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                                        | Cie Generale des Etablissements Michelin SCA                                                                                  | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     14097 | NS      | $447372.98    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| NN Group NV                                                                                         | NN Group NV                                                                                                                   | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      1311 | NS      | $56935.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UGI Corp                                                                                            | UGI Corp                                                                                                                      | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      1467 | NS      | $58430.61     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B0UJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828516 | PA      | $149871.60    | 0.04%             | 2047-12-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SK Hynix Inc                                                                                        | SK Hynix Inc                                                                                                                  | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     10084 | NS      | $733920.10    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED STATES CELLULAR C                                                                            | United States Cellular Corp                                                                                                   | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      5239 | NS      | $103627.42    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingenia Communities Group                                                                           | Ingenia Communities Group                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     54788 | NS      | $180330.44    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| US CELLULAR CORP                                                                                    | United States Cellular Corp                                                                                                   | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      3218 | NS      | $60208.78     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| QuakeSafe Technologies Co Ltd                                                                       | QuakeSafe Technologies Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9564 | NS      | $73136.03     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                          | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    127000 | PA      | $121602.50    | 0.03%             | 2028-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AutoZone Inc                                                                                        | AutoZone Inc                                                                                                                  | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        28 | NS      | $68287.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTERYX INC                                                                                         | Alteryx Inc                                                                                                                   | CUSIP: 02156BAD5<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |    697000 | PA      | $644725.00    | 0.16%             | 2024-08-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| BANDWIDTH INC                                                                                       | Bandwidth Inc                                                                                                                 | CUSIP: 05988JAD5<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |     53000 | PA      | $34185.00     | 0.01%             | 2028-04-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Charming Charlie, Inc.                                                                              | Charming Charlie, Inc. Converted Term Loan A                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112146 | PA      | $0.00         | 0.00%             | 2023-04-24      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| EssilorLuxottica SA                                                                                 | EssilorLuxottica SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       296 | NS      | $54163.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| iRay Technology Co Ltd                                                                              | iRay Technology Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 30030001U2KA1D3CS476 | Long             | EC               | CORP              | CN        |      2523 | NS      | $174820.35    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38379FE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    557613 | PA      | $27286.10     | 0.01%             | 2041-07-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Haleon PLC                                                                                          | Haleon PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     64596 | NS      | $258472.31    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ON24 Inc                                                                                            | ON24 Inc                                                                                                                      | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41771 | NS      | $387634.88    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Healthcare Inc                                                                                  | HCA Healthcare Inc                                                                                                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       234 | NS      | $59686.38     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ATHENE HOLDING LTD                                                                                  | Athene Holding Ltd                                                                                                            | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |      6339 | NS      | $126843.39    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38381XK39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1778040 | PA      | $177331.57    | 0.04%             | 2049-08-20      | Floating      | 1.61%                 | No            | 2                  | On Loan: No      |
| Lotte Chemical Corp                                                                                 | Lotte Chemical Corp                                                                                                           | CUSIP: 000000000<br>LEI: 988400TPNFJZDPI94Y56 | Long             | EC               | CORP              | KR        |       455 | NS      | $65646.24     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Skshu Paint Co Ltd                                                                                  | Skshu Paint Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4800 | NS      | $88285.43     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DIME COMMUNITY BANCSHARE                                                                            | Dime Community Bancshares Inc                                                                                                 | CUSIP: 25432X201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2322 | NS      | $50387.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morinaga Milk Industry Co Ltd                                                                       | Morinaga Milk Industry Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |      6774 | NS      | $250283.63    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OF549M3 IRS USD R F  3.30000 99OF549M3_FIX CCPOIS / Short: S9OF549M3 IRS USD P V 12MSOFR 99OF549M3_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   4244000 | OU      | $42758.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375UU99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4004606 | PA      | $315142.45    | 0.08%             | 2067-10-20      | Variable      | 0.21%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                                              | Egypt Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    372000 | PA      | $283011.65    | 0.07%             | 2032-05-29      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Transurban Group                                                                                    | Transurban Group                                                                                                              | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     38985 | NS      | $382028.85    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Charming Charlie, Inc.                                                                              | Charming Charlie, Inc. 2019 Delayed Draw Term Loan                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25303 | PA      | $11052.49     | 0.00%             | 2023-05-24      | Floating      | 3.12%                 | No            | 3                  | On Loan: No      |
| Copart Inc                                                                                          | Copart Inc                                                                                                                    | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1374 | NS      | $91522.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrop Grumman Corp                                                                               | Northrop Grumman Corp                                                                                                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       142 | NS      | $63621.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PUBLIC STORAGE                                                                                      | Public Storage                                                                                                                | CUSIP: 74460W420<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               |  | US        |      3645 | NS      | $68708.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD CHF                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-2671.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hartford Financial Services Group Inc/The                                                           | Hartford Financial Services Group Inc/The                                                                                     | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1030 | NS      | $79938.30     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $414000.00    | 0.10%             | 2029-08-16      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                                        | Takeda Pharmaceutical Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      7800 | NS      | $245639.40    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136A8H52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    656520 | PA      | $92399.49     | 0.02%             | 2042-10-25      | Floating      | 2.69%                 | No            | 2                  | On Loan: No      |
| NVR Inc                                                                                             | NVR Inc                                                                                                                       | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        10 | NS      | $52700.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Electronic Arts Inc                                                                                 | Electronic Arts Inc                                                                                                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1782 | NS      | $229307.76    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    312000 | PA      | $216468.81    | 0.05%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GEORGIAN RAILWAY JSC                                                                                | Georgian Railway JSC                                                                                                          | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    763000 | PA      | $671256.88    | 0.17%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Brown Brothers Harriman & Co.                                                                       | PURCHASED EUR / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $209.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KAMAN CORP                                                                                          | Kaman Corp                                                                                                                    | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |    425000 | PA      | $398225.00    | 0.10%             | 2024-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| McKesson Corp                                                                                       | McKesson Corp                                                                                                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       150 | NS      | $56802.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown Brothers Harriman & Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                                      | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-14219.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                                    | Skandinaviska Enskilda Banken AB                                                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |      4903 | NS      | $59289.13     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137FVT28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2290865 | PA      | $306126.68    | 0.08%             | 2050-09-25      | Floating      | 1.74%                 | No            | 2                  | On Loan: No      |
| CACI International Inc                                                                              | CACI International Inc                                                                                                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       240 | NS      | $73941.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Emera Inc                                                                                           | Emera Inc                                                                                                                     | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    487000 | PA      | $478298.86    | 0.12%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38379EZ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    920081 | PA      | $124553.26    | 0.03%             | 2044-09-16      | Floating      | 1.74%                 | No            | 2                  | On Loan: No      |
| Northern Dynasty Minerals Ltd                                                                       | Northern Dynasty Minerals Ltd                                                                                                 | CUSIP: 66510M204<br>LEI: 529900HEIYP56LE0EJ17 | Long             | EC               | CORP              | CA        |     77606 | NS      | $17073.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                 | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83262.72     | 0.02%             | 2025-12-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                                              | Republic of Uzbekistan International Bond                                                                                     | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $163904.80    | 0.04%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                                                                          | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    922000 | PA      | $772834.49    | 0.20%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | S+P500 EMINI FUT MAR23                                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       176 | NC      | $838505.18    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co/The                                                                                       | Kroger Co/The                                                                                                                 | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1280 | NS      | $57126.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY CORP                                                                                    | Duke Energy Corp                                                                                                              | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77078.75     | 0.02%             | 2024-09-16      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38379YFD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    373721 | PA      | $43322.50     | 0.01%             | 2045-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                                            | American Financial Group Inc/OH                                                                                               | CUSIP: 025932880<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |       807 | NS      | $18803.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                                                                           | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $405000.00    | 0.10%             | 2025-09-29      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: —       |
| Shanghai International Airport Co Ltd                                                               | Shanghai International Airport Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 3003000CIJ7O6AOQF345 | Long             | EC               | CORP              | CN        |     17100 | NS      | $153677.06    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortive Corp                                                                                        | Fortive Corp                                                                                                                  | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       847 | NS      | $57621.41     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                  | Panama Government International Bond                                                                                          | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $133697.03    | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED NZD / SOLD USD                                                                                                      | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | NZ        |         1 | NC      | $22175.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RYA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1537840 | PA      | $94138.89     | 0.02%             | 2066-06-20      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| UPM-Kymmene Oyj                                                                                     | UPM-Kymmene Oyj                                                                                                               | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      1866 | NS      | $67672.60     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375UD64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5797723 | PA      | $222844.19    | 0.06%             | 2067-08-20      | Variable      | 0.80%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD SEK                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-3212.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Canadian National Railway Co                                                                        | Canadian National Railway Co                                                                                                  | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      1189 | NS      | $141530.81    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380LZZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2760721 | PA      | $109374.19    | 0.03%             | 2069-07-20      | Variable      | 0.02%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                                                                      | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $208349.09    | 0.05%             | 2048-01-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                                        | Barclays PLC                                                                                                                  | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199250.00    | 0.05%             | 2024-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                                                                 | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $65600.00     | 0.02%             | 2026-06-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Apple Inc                                                                                           | Apple Inc                                                                                                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      8901 | NS      | $1284325.29   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| United Microelectronics Corp                                                                        | United Microelectronics Corp                                                                                                  | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |     70000 | NS      | $114335.03    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HEALTH CATALYST INC                                                                                 | Health Catalyst Inc                                                                                                           | CUSIP: 42225TAB3<br>LEI: 549300223PL6GWKVJG92 | Long             | DBT              | CORP              | US        |    209000 | PA      | $195289.60    | 0.05%             | 2025-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Kernel Holding SA                                                                                   | Kernel Holding SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | EC               | CORP              | LU        |     18456 | NS      | $79166.14     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurofins Scientific SE                                                                              | Eurofins Scientific SE                                                                                                        | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |      1462 | NS      | $104853.04    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Danaher Corp                                                                                        | Danaher Corp                                                                                                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1401 | NS      | $370396.38    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Korea Electric Power Corp                                                                           | Korea Electric Power Corp                                                                                                     | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |     11190 | NS      | $180432.63    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Commerce Bancshares Inc/MO                                                                          | Commerce Bancshares Inc/MO                                                                                                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       991 | NS      | $65960.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                                           | Taiwan Semiconductor Manufacturing Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     94000 | NS      | $1658366.03   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                | Telefonica Europe BV                                                                                                          | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106857.74    | 0.03%             | 2030-02-03      | Fixed         | 6.14%                 | Yes           | 2                  | On Loan: No      |
| Rumo SA                                                                                             | Rumo SA                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     14496 | NS      | $52486.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Apartment Income REIT Corp                                                                          | Apartment Income REIT Corp                                                                                                    | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |      8663 | NS      | $331446.38    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Auckland International Airport Ltd                                                                  | Auckland International Airport Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |     38534 | NS      | $212099.50    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG289F0 IRS USD R F  4.35600 99OG289F0_FIX CCPOIS / Short: S9OG289F0 IRS USD P V 12MSOFR 99OG289F0_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2749000 | OU      | $4255.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Motor Co                                                                                    | Hyundai Motor Co                                                                                                              | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |      2675 | NS      | $187589.11    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ANSYS Inc                                                                                           | ANSYS Inc                                                                                                                     | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       443 | NS      | $117997.48    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BROOKFIELD FINANCE INC                                                                              | Brookfield Finance Inc                                                                                                        | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |      2505 | NS      | $47695.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                                                                    | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32981.67     | 0.01%             | 2026-09-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| TECHTARGET INC                                                                                      | TechTarget Inc                                                                                                                | CUSIP: 87874RAD2<br>LEI: 529900YQA5JL2H2VMB84 | Long             | DBT              | CORP              | US        |    355000 | PA      | $281870.00    | 0.07%             | 2026-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DP WORLD PLC                                                                                        | DP World Ltd/United Arab Emirates                                                                                             | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    620000 | PA      | $700763.68    | 0.18%             | 2037-07-02      | Fixed         | 6.85%                 | Yes           | 2                  | On Loan: No      |
| Poste Italiane SpA                                                                                  | Poste Italiane SpA                                                                                                            | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      5882 | NS      | $62690.25     | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                                       | Regeneron Pharmaceuticals Inc                                                                                                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        77 | NS      | $58402.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   1123000 | PA      | $819373.93    | 0.21%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | S+P MID 400 EMINI MAR23                                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         2 | NC      | $35275.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3080742.18   | 0.78%             | 2053-02-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Credicorp Ltd                                                                                       | Credicorp Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |       948 | NS      | $127316.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos del Peru SA                                                                               | Petroleos del Peru SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1231000 | PA      | $821249.34    | 0.21%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| SkyWest Inc                                                                                         | SkyWest Inc                                                                                                                   | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      7374 | NS      | $153084.24    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD DKK                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-9238.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137BRPB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    307293 | PA      | $54648.11     | 0.01%             | 2046-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OB689I1 IRS USD R V 00MSOFR 99OB689I1_FLO CCPVANILLA / Short: B9OB689I1 IRS USD P F  3.89650 99OB689I1_FIX CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2389000 | OU      | $-137815.94   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380QA36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7670649 | PA      | $296117.42    | 0.07%             | 2071-02-20      | Variable      | 0.31%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group Inc                                                                            | Encore Capital Group Inc                                                                                                      | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      4226 | NS      | $235472.72    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Enovis Corp                                                                                         | Enovis Corp                                                                                                                   | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      1361 | NS      | $85674.95     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                                                                        | UBS Group AG                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $198360.00    | 0.05%             | 2025-08-07      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                                           | Taiwan Semiconductor Manufacturing Co Ltd                                                                                     | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      4320 | NS      | $400593.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Globalwafers Co Ltd                                                                                 | Globalwafers Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 529900V6RTNF3U5EGX67 | Long             | EC               | CORP              | TW        |      3000 | NS      | $52996.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Avangrid Inc                                                                                        | Avangrid Inc                                                                                                                  | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      1379 | NS      | $58152.43     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA TRUST                                                                                   | Transcanada Trust                                                                                                             | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $95765.00     | 0.02%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Automatic Data Processing Inc                                                                       | Automatic Data Processing Inc                                                                                                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       214 | NS      | $48323.34     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwestern Energy Co                                                                              | Southwestern Energy Co                                                                                                        | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     48854 | NS      | $269674.08    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Vonovia SE                                                                                          | Vonovia SE                                                                                                                    | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      6976 | NS      | $196360.49    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F022626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2000000 | PA      | $-1750995.66  | -0.44%            | 2053-02-13      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                | Colombia Government International Bond                                                                                        | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $296461.85    | 0.08%             | 2034-02-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG289W3 IRS USD R V 12MSOFR 99OG289W3_FLO CCPOIS / Short: B9OG289W3 IRS USD P F  3.38650 99OG289W3_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    656000 | OU      | $-10173.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                                                                     | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |  51048471 | NS      | $51038260.88  | 12.91%            |  |  |  | No            | N/A                | On Loan: No      |
| Mid-America Apartment Communities Inc                                                               | Mid-America Apartment Communities Inc                                                                                         | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      5559 | NS      | $926796.48    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Doosan Fuel Cell Co Ltd                                                                             | Doosan Fuel Cell Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1413 | NS      | $38557.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OIL & GAS HOLDING                                                                                   | Oil and Gas Holding Co BSCC/The                                                                                               | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    572000 | PA      | $610404.08    | 0.15%             | 2028-11-07      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| LAND O'LAKES INC                                                                                    | Land O' Lakes Inc                                                                                                             | CUSIP: 514666AM8<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163725.00    | 0.04%             | 2027-04-04      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| MercadoLibre Inc                                                                                    | MercadoLibre Inc                                                                                                              | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       153 | NS      | $180798.57    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE OF QATAR                                                                                      | Qatar Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    363000 | PA      | $342719.19    | 0.09%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| Sands China Ltd                                                                                     | Sands China Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |    243751 | NS      | $912624.27    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| ArcelorMittal                                                                                       | ArcelorMittal SA                                                                                                              | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     11450 | NS      | $354029.49    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| SFL CORP LTD                                                                                        | SFL Corp Ltd                                                                                                                  | CUSIP: 824689AG8<br>LEI: 549300RLYYPSB0C7RH77 | Long             | DBT              | CORP              | BM        |    591000 | PA      | $584203.50    | 0.15%             | 2023-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | Long: 99NP739D2 IRS USD R V 00MSOFR FLO VANILLA / Short: 99NP739D2 IRS USD P F  3.40000 FIX VANILLA                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | GB        | 185000000 | OU      | $3117255.55   | 0.79%             |  |  |  | No            | 2                  | On Loan: No      |
| Digital Realty Trust Inc                                                                            | Digital Realty Trust Inc                                                                                                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |     14318 | NS      | $1641129.16   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Moscow Exchange MICEX-RTS PJSC                                                                      | Moscow Exchange MICEX-RTS PJSC                                                                                                | CUSIP: 000000000<br>LEI: 253400M5M1222KPNWE87 | Long             | EC               | CORP              | RU        |    181547 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ICICI Bank Ltd                                                                                      | ICICI Bank Ltd                                                                                                                | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     28710 | NS      | $598029.30    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Univar Solutions Inc                                                                                | Univar Solutions Inc                                                                                                          | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     14905 | NS      | $513924.40    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Aluminum Corp of China Ltd                                                                          | Aluminum Corp of China Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |    432000 | NS      | $229733.99    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurocommercial Properties NV                                                                        | Eurocommercial Properties NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500SFK53FPNM68L95 | Long             | EC               |  | NL        |      4630 | NS      | $115894.63    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                                                                                  | Athene Holding Ltd                                                                                                            | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |      2436 | NS      | $62239.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                                              | Oman Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $206984.00    | 0.05%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Invincible Investment Corp                                                                          | Invincible Investment Corp                                                                                                    | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               |  | JP        |       609 | NS      | $259478.32    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| CODELCO INC                                                                                         | Corp Nacional del Cobre de Chile                                                                                              | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    871000 | PA      | $636824.76    | 0.16%             | 2051-01-15      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| Airtac International Group                                                                          | Airtac International Group                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5000 | NS      | $171481.62    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Azerbaijan                                                                              | Republic of Azerbaijan International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    258000 | PA      | $223637.50    | 0.06%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| INSTITUTO COSTARRICENSE                                                                             | Instituto Costarricense de Electricidad                                                                                       | CUSIP: 000000000<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |    762000 | PA      | $613089.46    | 0.16%             | 2043-05-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| IAMGOLD Corp                                                                                        | IAMGOLD Corp                                                                                                                  | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |     49675 | NS      | $139586.75    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                         | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7900000.00   | 2.00%             | 2053-02-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Warehouses De Pauw CVA                                                                              | Warehouses De Pauw CVA                                                                                                        | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |      5384 | NS      | $170938.50    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| WW Grainger Inc                                                                                     | WW Grainger Inc                                                                                                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        95 | NS      | $56000.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WAYFAIR INC                                                                                         | Wayfair Inc                                                                                                                   | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $999400.00    | 0.25%             | 2026-08-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| HELIX ENERGY SOLUTIONS                                                                              | Helix Energy Solutions Group Inc                                                                                              | CUSIP: 42330PAJ6<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    236000 | PA      | $244260.00    | 0.06%             | 2023-09-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| K's Holdings Corp                                                                                   | K's Holdings Corp                                                                                                             | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |      8600 | NS      | $75941.19     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38379V6K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    694465 | PA      | $120848.44    | 0.03%             | 2046-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| QATAR ENERGY                                                                                        | QatarEnergy                                                                                                                   | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    352000 | PA      | $298985.28    | 0.08%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| T-Mobile US Inc                                                                                     | T-Mobile US Inc                                                                                                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1600 | NS      | $238896.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Novartis AG                                                                                         | Novartis AG                                                                                                                   | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      1553 | NS      | $140454.33    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Segro PLC                                                                                           | Segro PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |     39139 | NS      | $402944.88    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                  | Dominican Republic International Bond                                                                                         | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    814000 | PA      | $750745.61    | 0.19%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Kimberly-Clark Corp                                                                                 | Kimberly-Clark Corp                                                                                                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       710 | NS      | $92307.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordea Bank Abp                                                                                     | Nordea Bank Abp                                                                                                               | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      5447 | NS      | $63521.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lenta International Co PJSC                                                                         | Lenta International Co PJSC                                                                                                   | CUSIP: 52634T200<br>LEI: 213800OMCE8QATH73N15 | Long             | EC               | CORP              | RU        |    130305 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                                            | Republic of South Africa Government International Bond                                                                        | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    524000 | PA      | $486010.00    | 0.12%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                   | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87547.51     | 0.02%             | 2026-05-10      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Aris Mining Corp                                                                                    | Aris Mining Corp                                                                                                              | CUSIP: 000000000<br>LEI: 5493001GJ5TILX6L1F82 | Long             | EC               | CORP              | CA        |     19970 | NS      | $68890.53     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| National Grid PLC                                                                                   | National Grid PLC                                                                                                             | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     30480 | NS      | $387700.83    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                       | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $212952.01    | 0.05%             | 2082-10-27      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Koninklijke DSM NV                                                                                  | Koninklijke DSM NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |       899 | NS      | $115592.25    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| EVENTBRITE INC                                                                                      | Eventbrite Inc                                                                                                                | CUSIP: 29975EAD1<br>LEI: 549300N6XBV2B1FAUF55 | Long             | DBT              | CORP              | US        |    563000 | PA      | $435762.00    | 0.11%             | 2026-09-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Sumitomo Electric Industries Ltd                                                                    | Sumitomo Electric Industries Ltd                                                                                              | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     33900 | NS      | $407266.86    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Travelers Companies Inc/The                                                                         | Travelers Cos Inc/The                                                                                                         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       418 | NS      | $79888.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AIA Group Ltd                                                                                       | AIA Group Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     79000 | NS      | $892108.44    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| TURNING POINT BRANDS INC                                                                            | Turning Point Brands Inc                                                                                                      | CUSIP: 90041LAE5<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    297000 | PA      | $275415.32    | 0.07%             | 2024-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Co/The                                                                                  | Kraft Heinz Co/The                                                                                                            | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      1490 | NS      | $60389.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Encompass Health Corp                                                                               | Encompass Health Corp                                                                                                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1002 | NS      | $62574.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD EUR                                                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-42568.69    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Weyerhaeuser Co                                                                                     | Weyerhaeuser Co                                                                                                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      2291 | NS      | $78879.13     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459R8 IRS USD R F  4.14450 99OG459R8_FIX CCPOIS / Short: S9OG459R8 IRS USD P V 12MSOFR 99OG459R8_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1688000 | OU      | $-3472.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG139E5 IRS USD R V 12MSOFR 99OG139E5_FLO CCPOIS / Short: B9OG139E5 IRS USD P F  3.52350 99OG139E5_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1010000 | OU      | $-27224.90    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Extra Space Storage Inc                                                                             | Extra Space Storage Inc                                                                                                       | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       291 | NS      | $45928.53     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CK Asset Holdings Ltd                                                                               | CK Asset Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     49476 | NS      | $316114.72    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Brown Brothers Harriman & Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                                      | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-6492.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375BHE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    593042 | PA      | $25114.16     | 0.01%             | 2060-10-20      | Variable      | 2.30%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                                            | Citizens Financial Group Inc                                                                                                  | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78010.92     | 0.02%             | 2025-10-06      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                                                                      | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $205822.74    | 0.05%             | 2027-10-13      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                                                                   | Hon Hai Precision Industry Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |     76000 | NS      | $253519.10    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| JOYY INC                                                                                            | JOYY Inc                                                                                                                      | CUSIP: 98426TAF3<br>LEI: 549300N6CHVU5CQZPW24 | Long             | DBT              | CORP              | KY        |     52000 | PA      | $46540.00     | 0.01%             | 2026-06-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                                        | Enbridge Inc                                                                                                                  | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    297000 | PA      | $282206.56    | 0.07%             | 2077-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Korean Reinsurance Co                                                                               | Korean Reinsurance Co                                                                                                         | CUSIP: 000000000<br>LEI: 988400GFST66YNV5UF89 | Long             | EC               | CORP              | KR        |      7866 | NS      | $48286.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                                                                | Tencent Holdings Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     21232 | NS      | $1034857.49   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| SEMPRA ENERGY                                                                                       | Sempra Energy                                                                                                                 | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    152000 | PA      | $133051.97    | 0.03%             | 2052-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                                                              | Bank of New York Mellon Corp/The                                                                                              | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33371.28     | 0.01%             | 2026-09-20      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SEB SA                                                                                              | SEB SA                                                                                                                        | CUSIP: 000000000<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |       603 | NS      | $63108.02     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Spectris PLC                                                                                        | Spectris PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | EC               | CORP              | GB        |      3196 | NS      | $126660.43    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Daqo New Energy Corp                                                                                | Daqo New Energy Corp                                                                                                          | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | KY        |       930 | NS      | $42324.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Yellow Cake PLC                                                                                     | Yellow Cake PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800CVMYUGOA9EZY95 | Long             | EC               | CORP              | JE        |     26036 | NS      | $133911.15    | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Barnes & Noble Education Inc                                                                        | Barnes & Noble Education Inc                                                                                                  | CUSIP: 06777U101<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |     21321 | NS      | $49251.51     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Shenzhen Mindray Bio-Medical Electronics Co Ltd                                                     | Shenzhen Mindray Bio-Medical Electronics Co Ltd                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3700 | NS      | $182172.13    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Puma SE                                                                                             | Puma SE                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |       724 | NS      | $49051.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                                                                  | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $401660.00    | 0.10%             | 2029-03-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Muyuan Foods Co Ltd                                                                                 | Muyuan Foods Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 3003006NCTDQW4KZR676 | Long             | EC               | CORP              | CN        |     11600 | NS      | $85938.85     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| EZCORP INC                                                                                          | EZCORP Inc                                                                                                                    | CUSIP: 302301AE6<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    735000 | PA      | $668850.00    | 0.17%             | 2025-05-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Pandox AB                                                                                           | Pandox AB                                                                                                                     | CUSIP: 000000000<br>LEI: 549300K4HA8EBLSL3B97 | Long             | EC               | CORP              | SE        |      9481 | NS      | $130747.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B3A59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347314 | PA      | $23140.81     | 0.01%             | 2049-02-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Ltd                                                                        | Canadian Pacific Railway Ltd                                                                                                  | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       471 | NS      | $37175.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38375UN71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2901666 | PA      | $242117.95    | 0.06%             | 2067-09-20      | Variable      | 0.16%                 | No            | 2                  | On Loan: No      |
| SCE Trust V                                                                                         | SCE Trust V                                                                                                                   | CUSIP: 78409W201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5893 | NS      | $131001.39    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                                             | EIG Pearl Holdings Sarl                                                                                                       | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $173704.00    | 0.04%             | 2036-08-31      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| Sabina Gold & Silver Corp                                                                           | Sabina Gold & Silver Corp                                                                                                     | CUSIP: 785246109<br>LEI: 529900MU3GT5P0ZH7V65 | Long             | EC               | CORP              | CA        |     70792 | NS      | $71826.84     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                             | CUSIP: 3136B6ZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723529 | PA      | $108068.57    | 0.03%             | 2049-11-25      | Floating      | 1.49%                 | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                                                                                | Booking Holdings Inc                                                                                                          | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       152 | NS      | $369983.20    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                                                                              | T Rowe Price Group Inc                                                                                                        | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       469 | NS      | $54624.43     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercialys SA                                                                                        | Mercialys SA                                                                                                                  | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | EC               |  | FR        |      8777 | NS      | $97526.27     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                                                                     | CUSIP: 3136FGJ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528060 | PA      | $111997.17    | 0.03%             | 2040-05-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ryanair Holdings PLC                                                                                | Ryanair Holdings PLC                                                                                                          | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      3575 | NS      | $323644.75    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthcare Realty Trust Inc                                                                         | Healthcare Realty Trust Inc                                                                                                   | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |     26021 | NS      | $560232.13    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD EUR                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-9941.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG909V5 IRS USD R V 12MSOFR 99OG909V5_FLO CCPOIS / Short: B9OG909V5 IRS USD P F  2.99450 99OG909V5_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    866000 | OU      | $-6855.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merck & Co Inc                                                                                      | Merck & Co Inc                                                                                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1738 | NS      | $186678.58    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix Inc                                                                                         | Equinix Inc                                                                                                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      1347 | NS      | $994261.11    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Trusco Nakayama Corp                                                                                | Trusco Nakayama Corp                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $124426.75    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Hawaii Corp                                                                                 | Bank of Hawaii Corp                                                                                                           | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       849 | NS      | $64940.01     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NUVASIVE INC                                                                                        | NuVasive Inc                                                                                                                  | CUSIP: 670704AL9<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |    467000 | PA      | $460286.88    | 0.12%             | 2023-06-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| International Container Terminal Services Inc                                                       | International Container Terminal Services Inc                                                                                 | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |      9230 | NS      | $35131.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Healthpeak Properties Inc                                                                           | Healthpeak Properties Inc                                                                                                     | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |      6590 | NS      | $181093.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cooper Cos Inc/The                                                                                  | Cooper Cos Inc/The                                                                                                            | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       528 | NS      | $184235.04    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ADM AG HOLDING LTD                                                                                  | ADM Ag Holding Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900F9FYTK7ZOY3Y61 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $196600.00    | 0.05%             | 2023-08-26      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Algonquin Power & Utilities Corp                                                                    | Algonquin Power & Utilities Corp                                                                                              | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |      3400 | NS      | $78880.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cousins Properties Inc                                                                              | Cousins Properties Inc                                                                                                        | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     12516 | NS      | $343188.72    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co                                                                                | Colgate-Palmolive Co                                                                                                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       723 | NS      | $53885.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cemex SAB de CV                                                                                     | Cemex SAB de CV                                                                                                               | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |      9684 | NS      | $51712.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Quest Diagnostics Inc                                                                               | Quest Diagnostics Inc                                                                                                         | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       381 | NS      | $56570.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Swiss Prime Site AG                                                                                 | Swiss Prime Site AG                                                                                                           | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |       642 | NS      | $57192.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| S&P Global Inc                                                                                      | S&P Global Inc                                                                                                                | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       897 | NS      | $336321.18    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ING GROEP NV                                                                                        | ING Groep NV                                                                                                                  | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $189246.00    | 0.05%             | 2026-11-16      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | SPI 200 FUTURES MAR23                                                                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        -9 | NC      | $-45351.96    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| West Pharmaceutical Services Inc                                                                    | West Pharmaceutical Services Inc                                                                                              | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       437 | NS      | $116067.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HDFC Bank Ltd                                                                                       | HDFC Bank Ltd                                                                                                                 | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      5688 | NS      | $383143.68    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| AXA SA                                                                                              | AXA SA                                                                                                                        | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $49337.48     | 0.01%             | 2030-12-15      | Fixed         | 8.60%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG909N3 IRS USD R F  4.16900 99OG909N3_FIX CCPOIS / Short: S9OG909N3 IRS USD P V 12MSOFR 99OG909N3_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1922000 | OU      | $-2735.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Davide Campari-Milano NV                                                                            | Davide Campari-Milano NV                                                                                                      | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |     13756 | NS      | $147238.37    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Eli Lilly & Co                                                                                      | Eli Lilly & Co                                                                                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       510 | NS      | $175516.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                                                                      | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    622000 | PA      | $506399.89    | 0.13%             | 2032-01-06      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                                        | Ecopetrol SA                                                                                                                  | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    298000 | PA      | $260750.00    | 0.07%             | 2043-09-18      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TreeHouse Foods Inc                                                                                 | TreeHouse Foods Inc                                                                                                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     13207 | NS      | $639615.01    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                          | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1724 | NS      | $34480.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| LCH Limited                                                                                         | Long: B9OF549L5 IRS USD R V 12MSOFR 99OF549L5_FLO CCPOIS / Short: B9OF549L5 IRS USD P F  3.70000 99OF549L5_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  49678000 | OU      | $-801448.22   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| SPOTIFY USA INC                                                                                     | Spotify USA Inc                                                                                                               | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1029156.00   | 0.26%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Henry Schein Inc                                                                                    | Henry Schein Inc                                                                                                              | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       743 | NS      | $64009.45     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1738 | NS      | $243250.48    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                                                                      | Amazon.com Inc                                                                                                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      5978 | NS      | $616511.14    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider Electric SE                                                                               | Schneider Electric SE                                                                                                         | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       392 | NS      | $63565.68     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                                | Abu Dhabi Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $177725.60    | 0.04%             | 2028-06-02      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| MAZOON ASSETS CO SAOC                                                                               | Mazoon Assets Co SAOC                                                                                                         | CUSIP: 000000000<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |    745000 | PA      | $729474.20    | 0.18%             | 2027-11-08      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| HP Inc                                                                                              | HP Inc                                                                                                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      3035 | NS      | $88439.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CGN Power Co Ltd                                                                                    | CGN Power Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 529900D2UINCGWQYBK45 | Long             | EC               | CORP              | CN        |    978000 | NS      | $228523.58    | 0.06%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Infineon Technologies AG                                                                            | Infineon Technologies AG                                                                                                      | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      8813 | NS      | $315241.55    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OE329D2 IRS USD R V 12MSOFR 99OE329D2_FLO CCPOIS / Short: B9OE329D2 IRS USD P F  3.47550 99OE329D2_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   3481000 | OU      | $-79182.06    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459O5 IRS USD R F  2.92950 99OG459O5_FIX CCPOIS / Short: S9OG459O5 IRS USD P V 12MSOFR 99OG459O5_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    561000 | OU      | $-2727.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                              | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115484.71    | 0.03%             | 2036-12-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                                            | Westinghouse Air Brake Technologies Corp                                                                                      | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       550 | NS      | $57095.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Yara International ASA                                                                              | Yara International ASA                                                                                                        | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      1319 | NS      | $58583.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                                                      | Recordati Industria Chimica e Farmaceutica SpA                                                                                | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      1286 | NS      | $56179.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                                                                                       | Allstate Corp/The                                                                                                             | CUSIP: 020002127<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |       530 | NS      | $13038.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Telenor ASA                                                                                         | Telenor ASA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      6183 | NS      | $64690.90     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DTE Energy Co                                                                                       | DTE Energy Co                                                                                                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2407 | NS      | $280102.59    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38380CFC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    703897 | PA      | $105342.69    | 0.03%             | 2046-12-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | E-MINI RUSS 2000 MAR23                                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         5 | NC      | $26249.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS Inc                                                                                             | CHS Inc                                                                                                                       | CUSIP: 12542R803<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      3722 | NS      | $95953.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                                                             | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $153250.00    | 0.04%             | 2031-06-28      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                              | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      4210 | NS      | $90851.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Meituan                                                                                             | Meituan                                                                                                                       | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |     12613 | NS      | $281001.22    | 0.07%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Obayashi Corp                                                                                       | Obayashi Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     13200 | NS      | $102322.94    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38382EFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2141812 | PA      | $206117.69    | 0.05%             | 2049-02-20      | Floating      | 1.51%                 | No            | 2                  | On Loan: No      |
| AEGON Funding Co LLC                                                                                | AEGON Funding Co LLC                                                                                                          | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      3173 | NS      | $71868.45     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| SAMRUK KAZYNA JSC                                                                                   | Fund of National Welfare Samruk-Kazyna JSC                                                                                    | CUSIP: 000000000<br>LEI: 213800N83GBAZJ4ER974 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $175790.00    | 0.04%             | 2026-10-28      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                                              | Motorola Solutions Inc                                                                                                        | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       287 | NS      | $73761.87     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Anhui Conch Cement Co Ltd                                                                           | Anhui Conch Cement Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |     41500 | NS      | $157183.82    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Charming Charlie, Inc.                                                                              | Charming Charlie, Inc. Converted Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137308 | PA      | $0.00         | 0.00%             | 2023-04-24      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| BROOKFIELD INFRASTRUCTUR                                                                            | Brookfield Infrastructure Partners LP                                                                                         | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |      8563 | NS      | $172544.45    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38379HTX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    887821 | PA      | $111447.69    | 0.03%             | 2044-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MAGNITE INC                                                                                         | Magnite Inc                                                                                                                   | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $973357.20    | 0.25%             | 2026-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| GLOBAL ATLANTIC                                                                                     | Global Atlantic Fin Co                                                                                                        | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $172175.16    | 0.04%             | 2051-10-15      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| Maxar Technologies Inc                                                                              | Maxar Technologies Inc                                                                                                        | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     25745 | NS      | $1330244.15   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Linde PLC                                                                                           | Linde PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       827 | NS      | $271880.87    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Sprott Inc                                                                                          | Sprott Inc                                                                                                                    | CUSIP: 852066208<br>LEI: 254900QHJAD5TP2JNM15 | Long             | EC               | CORP              | CA        |      1700 | NS      | $67243.62     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD GBP                                                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $10993.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                            | CUSIP: 3137FPW35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    641239 | PA      | $74814.90     | 0.02%             | 2049-11-25      | Floating      | 1.49%                 | No            | 2                  | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                                | JetBlue Airways Corp                                                                                                          | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $924885.00    | 0.23%             | 2026-04-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459L1 IRS USD R F  4.24900 99OG459L1_FIX CCPOIS / Short: S9OG459L1 IRS USD P V 12MSOFR 99OG459L1_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1728000 | OU      | $-381.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Reliance Steel & Aluminum Co                                                                        | Reliance Steel & Aluminum Co                                                                                                  | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       376 | NS      | $85521.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK Inc                                                                                           | ONEOK Inc                                                                                                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      2915 | NS      | $199619.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                                                                             | Dai-ichi Life Insurance Co Ltd/The                                                                                            | CUSIP: 23380YAD9<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $191129.05    | 0.05%             | 2026-07-24      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | 99P487AC7 PUTNAM                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   1510300 | OU      | $73806.25     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    435000 | PA      | $435078.30    | 0.11%             | 2029-04-16      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| HONG KONG                                                                                           | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAF7<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $200438.16    | 0.05%             | 2026-01-11      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR23                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $-23216.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Electronics Co Ltd                                                                          | Samsung Electronics Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |      3642 | NS      | $164113.05    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co                                                                             | Bristol-Myers Squibb Co                                                                                                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1318 | NS      | $95752.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST REPUBLIC BANK                                                                                 | First Republic Bank/CA                                                                                                        | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      1792 | NS      | $33958.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RYY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4797216 | PA      | $249268.13    | 0.06%             | 2066-09-20      | Variable      | 0.37%                 | No            | 2                  | On Loan: No      |
| MDGH GMTN RSC LTD                                                                                   | MDGH GMTN RSC Ltd                                                                                                             | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $213611.20    | 0.05%             | 2033-04-28      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Invitation Homes Inc                                                                                | Invitation Homes Inc                                                                                                          | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |     46819 | NS      | $1521617.50   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Impala Platinum Holdings Ltd                                                                        | Impala Platinum Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |     22448 | NS      | $260461.59    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| SBL HOLDINGS INC                                                                                    | SBL Holdings Inc                                                                                                              | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68967.00     | 0.02%             | 2026-11-13      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| VTB Bank PJSC                                                                                       | VTB Bank PJSC                                                                                                                 | CUSIP: 000000000<br>LEI: 253400V1H6ART1UQ0N98 | Long             | EC               | CORP              | RU        | 716250000 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| American Express Co                                                                                 | American Express Co                                                                                                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       361 | NS      | $63149.73     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HERBALIFE LTD                                                                                       | Herbalife Nutrition Ltd                                                                                                       | CUSIP: 42703MAD5<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |    340000 | PA      | $318410.00    | 0.08%             | 2024-03-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| CH Robinson Worldwide Inc                                                                           | CH Robinson Worldwide Inc                                                                                                     | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       706 | NS      | $70720.02     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FIVERR INTERNATIONAL LTD                                                                            | Fiverr International Ltd                                                                                                      | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |    628000 | PA      | $528336.40    | 0.13%             | 2025-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Teleperformance                                                                                     | Teleperformance                                                                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       855 | NS      | $237838.95    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Hanover Insurance Group Inc/The                                                                     | Hanover Insurance Group Inc/The                                                                                               | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       516 | NS      | $69443.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinox Gold Corp                                                                                   | Equinox Gold Corp                                                                                                             | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |     52440 | NS      | $240020.74    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Dairy Farmers of America Inc                                                                        | Dairy Farmers of America Inc                                                                                                  | CUSIP: 23385H406<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | EP               | CORP              | US        |      2500 | NS      | $240000.00    | 0.06%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Semen Indonesia Persero Tbk PT                                                                      | Semen Indonesia Persero Tbk PT                                                                                                | CUSIP: 000000000<br>LEI: 2549006ADJYJS2SD8T24 | Long             | EC               | CORP              | ID        |    158100 | NS      | $78259.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                                                | TC Ziraat Bankasi AS                                                                                                          | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    814000 | PA      | $728530.00    | 0.18%             | 2026-03-02      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| National Fuel Gas Co                                                                                | National Fuel Gas Co                                                                                                          | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1264 | NS      | $73387.84     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| First Quantum Minerals Ltd                                                                          | First Quantum Minerals Ltd                                                                                                    | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     18757 | NS      | $435179.88    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Yoma Strategic Holdings Ltd                                                                         | Yoma Strategic Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 529900WRBT4SP5D5ZN49 | Long             | EC               | CORP              | SG        |    417882 | NS      | $39662.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                                                             | DigitalBridge Group Inc                                                                                                       | CUSIP: 19624RAA4<br>LEI: 549300XG87L902AGBO89 | Long             | DBT              |  | US        |    609000 | PA      | $603290.63    | 0.15%             | 2023-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG139J4 IRS USD R V 12MSOFR 99OG139J4_FLO CCPOIS / Short: B9OG139J4 IRS USD P F  3.24800 99OG139J4_FIX CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    382000 | OU      | $-21724.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Artemis Gold Inc                                                                                    | Artemis Gold Inc                                                                                                              | CUSIP: 04302L100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     30932 | NS      | $110193.29    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Electronics Inc                                                                               | Arrow Electronics Inc                                                                                                         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       508 | NS      | $59684.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                       | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $194232.00    | 0.05%             | 2025-06-04      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Equity Commonwealth                                                                                 | Equity Commonwealth                                                                                                           | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |     20032 | NS      | $511216.64    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Ternium SA                                                                                          | Ternium SA                                                                                                                    | CUSIP: 880890108<br>LEI: 529900QG4KU23TEI2E46 | Long             | EC               | CORP              | LU        |       977 | NS      | $39421.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Services and Holdings SA                                                                      | Alpha Services and Holdings SA                                                                                                | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | EC               | CORP              | GR        |    133220 | NS      | $181358.66    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                                                                                  | Turkey Government International Bond                                                                                          | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    464000 | PA      | $418167.94    | 0.11%             | 2026-01-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD GBP                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $6880.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kirin Holdings Co Ltd                                                                               | Kirin Holdings Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     30800 | NS      | $474378.23    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Eaton Corp PLC                                                                                      | Eaton Corp PLC                                                                                                                | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        57 | NS      | $9245.97      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                                                                 | Gilead Sciences Inc                                                                                                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1360 | NS      | $114158.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                                              | Blackstone Mortgage Trust Inc                                                                                                 | CUSIP: 09257WAC4<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    731000 | PA      | $725037.22    | 0.18%             | 2023-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Corp                                                                                     | Mitsubishi Corp                                                                                                               | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      3900 | NS      | $130568.32    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LG Chem Ltd                                                                                         | LG Chem Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |       167 | NS      | $94398.61     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NEOGENOMICS INC                                                                                     | NeoGenomics Inc                                                                                                               | CUSIP: 64049MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    881000 | PA      | $590270.00    | 0.15%             | 2028-01-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $222613.60    | 0.06%             | 2028-09-06      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                            | Svenska Handelsbanken AB                                                                                                      | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      5686 | NS      | $59168.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KEMPER CORP                                                                                         | Kemper Corp                                                                                                                   | CUSIP: 488401308<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EP               | CORP              | US        |      1946 | NS      | $44524.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Kazakhstan                                                                              | Kazakhstan Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    140000 | PA      | $140889.00    | 0.04%             | 2024-10-14      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                                            | Brookfield Property Partners LP                                                                                               | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |      6465 | NS      | $117921.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38376RQ41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2723842 | PA      | $107288.28    | 0.03%             | 2066-12-20      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Polyus PJSC                                                                                         | Polyus PJSC                                                                                                                   | CUSIP: 73181M117<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |         1 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Li Auto Inc                                                                                         | Li Auto Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |      7800 | NS      | $97082.56     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF GHANA                                                                                   | Ghana Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $73500.00     | 0.02%             | 2034-04-07      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Cars.com Inc                                                                                        | Cars.com Inc                                                                                                                  | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     15623 | NS      | $267153.30    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OB689I1 IRS USD R F  3.89650 99OB689I1_FIX CCPOIS / Short: S9OB689I1 IRS USD P V 12MSOFR 99OB689I1_FLO CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2389000 | OU      | $137815.94    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                                   | HSBC Holdings PLC                                                                                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     25532 | NS      | $188228.86    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                      | CUSIP: 38381YXC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1482616 | PA      | $162630.33    | 0.04%             | 2049-09-20      | Floating      | 1.56%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                                                                     | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $212250.00    | 0.05%             | 2082-10-31      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Heineken NV                                                                                         | Heineken NV                                                                                                                   | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      2104 | NS      | $209675.74    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer, Chief Accounting Officer and Chief Financial Officer