# EDGAR Filing Document

**Accession Number:** 0000719423
**File Stem:** 0001752724-23-015153
**Filing Date:** 2023-1
**Character Count:** 249031
**Document Hash:** 3a8632d0a27bb8ce7cd91876d5f40de0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-015153.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-015153

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VALIC Co I
- **CENTRAL INDEX KEY:** 0000719423
- **IRS NUMBER:** 720029692
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03738
- **FILM NUMBER:** 23558197

**BUSINESS ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311
- **BUSINESS PHONE:** 201-324-6378

**MAIL ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIG Retirement CO I
- **DATE OF NAME CHANGE:** 20080501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VALIC CO I
- **DATE OF NAME CHANGE:** 20020110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTH AMERICAN FUNDS VARIABLE PRODUCT SERIES CO I
- **DATE OF NAME CHANGE:** 20000929

## Series and Classes Contracts Data

### Global Strategy Fund (Series ID: S000008349)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000022846 | Global Strategy Fund | VGLSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VALIC Co I

- **b. Investment Company Act file number:** 811-03738

- **c. CIK number of Registrant:** 0000719423

- **d. LEI of Registrant:** 549300N3XZ1M1QABFI47

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

  - **Street Address 1:** 2929 ALLEN PARKWAY

  - **City:** HOUSTON

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77019

  - **Telephone number:** 800-448-2542

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

- **a. Name of Series:** Global Strategy Fund

- **b. EDGAR series identifier (if any):** S000008349

- **c. LEI of Series:** DOOBK3WJSX77682QYO92

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $222830384.18

**Total Liabilities:** $6440178.15

**Net Assets:** $216390206.03

**Delayed Delivery Securities:** $225708.20

**Cash Not Reported:** $2398242.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -74.82000000 | **1-Year:** -2660.34000000 | **5-Year:** -9627.84000000 | **10-Year:** -7306.90000000 | **30-Year:** -1534.21000000

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

- **3-Month:** -52.59000000 | **1-Year:** -2208.69000000 | **5-Year:** -3394.38000000 | **10-Year:** -1012.83000000 | **30-Year:** -35.87000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022846 | -7.33%               | 2.47%                | 7.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2860392.20             | $-12775070.94                              |
| Month 2  | $-2494845.64             | $9296126.59                                |
| Month 3  | $-2661063.00             | $15427604.29                               |

**Designated Index Information**

- **Index Name:** 60% MSCI ACWI, 40% Bloomberg Global Aggregate

- **Index Identifier:** 60% MXWD, 40% LEGATRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Discover Financial Services                  | Discover Financial Services                                                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       2904 | NS      | $314677.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Corp                                   | Tokyu Corp                                                                  | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |      10400 | NS      | $132719.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| China Steel Corp                             | China Steel Corp                                                            | CUSIP: 000000000<br>LEI: 529900D3N7UIJMVJ9120 | Long             | EC               | CORP              | TW        |     143000 | NS      | $136115.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                      | Liberty Interactive LLC                                                     | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     449000 | PA      | $224500.00    | 0.10%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                          | Petroleos Mexicanos                                                         | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1527000 | PA      | $1275045.00   | 0.59%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                    | Zijin Mining Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 529900ABI5CBFXD01Q05 | Long             | EC               | CORP              | CN        |     116000 | NS      | $151444.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                     | Universal Music Group NV                                                    | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |      15847 | NS      | $379640.62    | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| Shanghai Commercial & Savings Bank Ltd/The   | Shanghai Commercial & Savings Bank Ltd/The                                  | CUSIP: 000000000<br>LEI: 549300TLB5ALPCGBHN23 | Long             | EC               | CORP              | TW        |      84000 | NS      | $139042.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                   | BOC Hong Kong Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      37000 | NS      | $118297.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                | EDP - Energias de Portugal SA                                               | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |      27372 | NS      | $130062.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                            | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       2668 | NS      | $132652.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE SECURED LEND                      | Blackstone Secured Lending Fund                                             | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    1473000 | PA      | $1169671.93   | 0.54%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                               | Albemarle Corp                                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       1537 | NS      | $427270.63    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                 | Assurant Inc                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        980 | NS      | $125655.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                     | Outfront Media Capital LLC / Outfront Media Capital Corp                    | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $242150.00    | 0.11%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OMV AG                                       | OMV AG                                                                      | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       2397 | NS      | $127152.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toshiba Corp                                 | Toshiba Corp                                                                | CUSIP: 000000000<br>LEI: 549300LBHTST91VKHO68 | Long             | EC               | CORP              | JP        |       4800 | NS      | $163058.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                   | Intuit Inc                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        329 | NS      | $134097.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                          | Imperial Brands PLC                                                         | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       6011 | NS      | $154409.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                          | Allegiant Travel Co                                                         | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     430000 | PA      | $418880.20    | 0.19%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BT Group PLC                                 | BT Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |      90824 | NS      | $132997.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                    | United Parcel Service Inc                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       2231 | NS      | $423287.63    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                    | Nokia Oyj                                                                   | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      27020 | NS      | $132356.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                | SoftBank Corp                                                               | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |      11900 | NS      | $129762.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                | Accenture PLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        400 | NS      | $120372.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd       | Contemporary Amperex Technology Co Ltd                                      | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |       2100 | NS      | $113890.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                   | L'Oreal SA                                                                  | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       1173 | NS      | $443635.34    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc              | Fidelity National Financial Inc                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       3007 | NS      | $121362.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD ACCEPTANCE CORP                        | World Acceptance Corp                                                       | CUSIP: 981419AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $287872.59    | 0.13%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                  | Vistra Corp                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       5199 | NS      | $126491.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yakult Honsha Co Ltd                         | Yakult Honsha Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |       2100 | NS      | $134018.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DPL INC                                      | DPL Inc                                                                     | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     212000 | PA      | $199736.50    | 0.09%             | 2025-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Airports of Thailand PCL                     | Airports of Thailand PCL                                                    | CUSIP: 000000000<br>LEI: 5299006VS4CU6LW0TY22 | Long             | EC               | CORP              | TH        |      61100 | NS      | $130375.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc   | Expeditors International of Washington Inc                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       1340 | NS      | $155520.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIBO CORP                                   | Weibo Corp                                                                  | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    1603000 | PA      | $1178426.25   | 0.54%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| KBC Group NV                                 | KBC Group NV                                                                | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       2249 | NS      | $125866.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                             | Genuine Parts Co                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        881 | NS      | $161513.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                     | MSCI Inc                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        757 | NS      | $384427.31    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV HOLDINGS INC                           | Mativ Holdings Inc                                                          | CUSIP: 808541AA4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     465000 | PA      | $407000.55    | 0.19%             | 2026-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                     | Volvo AB                                                                    | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       9278 | NS      | $172499.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                       | AmeriGas Partners LP / AmeriGas Finance Corp                                | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $409575.00    | 0.19%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                | Beiersdorf AG                                                               | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |       1450 | NS      | $157114.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                  | Jack Henry & Associates Inc                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       1743 | NS      | $330037.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Larsen & Toubro Ltd                          | Larsen & Toubro Ltd                                                         | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |       4830 | NS      | $124002.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                   | Vertex Pharmaceuticals Inc                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        566 | NS      | $179082.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                          | Dominion Energy Inc                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       1769 | NS      | $108103.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                   | Mondelez International Inc                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       1879 | NS      | $127039.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                           | Union Pacific Corp                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        604 | NS      | $131327.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd                      | Hindalco Industries Ltd                                                     | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |      22605 | NS      | $126803.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                       | Aristocrat Leisure Ltd                                                      | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       5272 | NS      | $127506.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                | Marubeni Corp                                                               | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      20400 | NS      | $231408.37    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        693 | NS      | $123354.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                              | McDonald's Corp                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       2736 | NS      | $746353.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                      | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                 | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              |  | US        |     820000 | PA      | $823446.46    | 0.38%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bangkok Dusit Medical Services PCL           | Bangkok Dusit Medical Services PCL                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     150400 | NS      | $129367.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd                                      | ASX Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |       2710 | NS      | $130941.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| BAE Systems PLC                              | BAE Systems PLC                                                             | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      15837 | NS      | $157212.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                       | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       1739 | NS      | $952554.64    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Riyad Bank                                   | Riyad Bank                                                                  | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |      12331 | NS      | $114006.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                       | BP PLC                                                                      | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      22160 | NS      | $132576.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                      | National Bank of Canada                                                     | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |       1700 | NS      | $121236.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Montreal                             | Bank of Montreal                                                            | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |       1300 | NS      | $126970.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Stora Enso Oyj                               | Stora Enso Oyj                                                              | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |       8531 | NS      | $126400.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                     | Molson Coors Beverage Co                                                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       2320 | NS      | $127855.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc              | Philip Morris International Inc                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       1320 | NS      | $131564.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinduoduo Inc                                | Pinduoduo Inc                                                               | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |       9600 | NS      | $787584.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp                                     | Kia Corp                                                                    | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |       3582 | NS      | $188767.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Cooperative Financial Holding Co Ltd  | Taiwan Cooperative Financial Holding Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     148620 | NS      | $129327.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                 | British American Tobacco PLC                                                | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       3069 | NS      | $125937.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA                                   | Air Canada                                                                  | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     383000 | PA      | $350445.54    | 0.16%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                          | Macquarie Group Ltd                                                         | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       1078 | NS      | $133360.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                           | Valero Energy Corp                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       6221 | NS      | $831250.02    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                | Amphenol Corp                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       1557 | NS      | $125229.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                        | Japan Government Ten Year Bond                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  131500000 | PA      | $959029.15    | 0.44%             | 2023-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                      | Marathon Petroleum Corp                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       5688 | NS      | $692855.28    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc           | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      24800 | NS      | $135899.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                              | PerkinElmer Inc                                                             | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        911 | NS      | $127294.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD GBP                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-192165.35   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                | Scentre Group                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      63959 | NS      | $130816.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                         | Straumann Holding AG                                                        | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |       1238 | NS      | $145732.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd             | Singapore Telecommunications Ltd                                            | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |      66100 | NS      | $132960.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                    | Partners Group Holding AG                                                   | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        152 | NS      | $152163.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                      | Teva Pharmaceutical Finance Netherlands III BV                              | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     582000 | PA      | $583164.00    | 0.27%             | 2025-01-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| WP Carey Inc                                 | WP Carey Inc                                                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |       1535 | NS      | $120958.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                            | General Mills Inc                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       1608 | NS      | $137162.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Prime Holdings Inc                        | SM Prime Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 254900SZK83MIAB8CU32 | Long             | EC               | CORP              | PH        |     216300 | NS      | $140061.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                  | Paychex Inc                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       7236 | NS      | $897481.08    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Unilever Ltd                       | Hindustan Unilever Ltd                                                      | CUSIP: 000000000<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |       3951 | NS      | $130671.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                     | Asahi Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |       4200 | NS      | $135066.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                         | Hercules Capital Inc                                                        | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     484000 | PA      | $409738.94    | 0.19%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd        | Check Point Software Technologies Ltd                                       | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       2273 | NS      | $301922.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc               | Air Products and Chemicals Inc                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        430 | NS      | $133368.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC Property & Casualty Co Ltd              | PICC Property & Casualty Co Ltd                                             | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |     150000 | NS      | $151199.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                            | ARC Resources Ltd                                                           | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |      14100 | NS      | $209432.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                            | Sonova Holding AG                                                           | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       1026 | NS      | $262950.48    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                          | Tourmaline Oil Corp                                                         | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |       2000 | NS      | $121726.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                 | Olympus Corp                                                                | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      27700 | NS      | $572365.18    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                        | Swiss Life Holding AG                                                       | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |        243 | NS      | $130927.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                 | Ecopetrol SA                                                                | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     130000 | PA      | $89512.80     | 0.04%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                 | Thermo Fisher Scientific Inc                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        239 | NS      | $133892.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                        | Costco Wholesale Corp                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        922 | NS      | $497188.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                         | Everest Re Group Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        357 | NS      | $120644.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                 | Carrefour SA                                                                | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       7235 | NS      | $123932.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada            | Constellation Software Inc/Canada                                           | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        100 | NS      | $161210.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                            | Brown-Forman Corp                                                           | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       1769 | NS      | $129172.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                          | SVB Financial Group                                                         | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     330000 | PA      | $237482.36    | 0.11%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                         | Hyundai Mobis Co Ltd                                                        | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |        827 | NS      | $135237.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                    | KT&G Corp                                                                   | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |       1791 | NS      | $135833.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       2257 | NS      | $140407.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                   | Masco Corp                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       3106 | NS      | $157722.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                               | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |       2347 | NS      | $132875.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                            | CNH Industrial NV                                                           | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |      19412 | NS      | $315620.76    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                     | eBay Inc                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      12079 | NS      | $548869.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                      | CRH PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       3219 | NS      | $128861.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                               | Sabre GLBL Inc                                                              | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     230000 | PA      | $235750.00    | 0.11%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                       | Arch Capital Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       2834 | NS      | $169784.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                        | 3M Co                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       1013 | NS      | $127607.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Wine Estates Ltd                    | Treasury Wine Estates Ltd                                                   | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |      14489 | NS      | $136108.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                          | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 3137G0TV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2595000 | PA      | $2500675.90   | 1.16%             | 2030-07-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                     | NIKE Inc                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       1240 | NS      | $136015.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd              | Mitsubishi Heavy Industries Ltd                                             | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |       6700 | NS      | $267239.98    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                    | Shell PLC                                                                   | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       4841 | NS      | $141628.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                  | BioMarin Pharmaceutical Inc                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       1440 | NS      | $145411.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       2081 | NS      | $184876.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                 | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    4670293 | NS      | $4670293.10   | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd                                  | Infosys Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       6429 | NS      | $131469.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                           | Deutsche Boerse AG                                                          | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       2967 | NS      | $544265.48    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                  | Snap-on Inc                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       1116 | NS      | $268509.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                      | Bank Leumi Le-Israel BM                                                     | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      12315 | NS      | $113287.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                             | Novo Nordisk A/S                                                            | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       9274 | NS      | $1161009.12   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                    | Linde PLC                                                                   | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |        500 | NS      | $168240.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                 | Walgreens Boots Alliance Inc                                                | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       3205 | NS      | $133007.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                            | Omnicom Group Inc                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       1821 | NS      | $145242.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Ltd                           | Hang Seng Bank Ltd                                                          | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |       8300 | NS      | $128531.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                        | General Dynamics Corp                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        477 | NS      | $120390.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEINE ENERGY LTD                             | Teine Energy Ltd                                                            | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |     440000 | PA      | $398200.00    | 0.18%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                          | Block Financial LLC                                                         | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     947000 | PA      | $834343.08    | 0.39%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                  | Northern Star Resources Ltd                                                 | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      20953 | NS      | $152080.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Chicago Board of Trade                       | US ULTRA BOND CBT MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        131 | NC      | $-231803.06   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                       | DBS Group Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       4800 | NS      | $124807.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                      | Aethon United BR LP / Aethon United Finance Corp                            | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $218882.58    | 0.10%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                       | NXP BV / NXP Funding LLC / NXP USA Inc                                      | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     954000 | PA      | $829543.96    | 0.38%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                | DISH DBS Corp                                                               | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     812000 | PA      | $658572.60    | 0.30%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                          | Cheniere Energy Inc                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       2444 | NS      | $428579.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                | Celanese Corp                                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       1292 | NS      | $138631.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kikkoman Corp                                | Kikkoman Corp                                                               | CUSIP: 000000000<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |       2100 | NS      | $119224.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                  | S+P500 EMINI FUT DEC22                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -37 | NC      | $-193705.21   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consultancy Services Ltd                | Tata Consultancy Services Ltd                                               | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |       9390 | NS      | $396170.79    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                    | Toronto-Dominion Bank/The                                                   | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       1900 | NS      | $126459.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                  | James Hardie Industries PLC                                                 | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |       5567 | NS      | $110412.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                 | Moody's Corp                                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        459 | NS      | $136905.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                  | Dropbox Inc                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       5552 | NS      | $130805.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                    | Orange SA                                                                   | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      12172 | NS      | $123937.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                       | Petroleo Brasileiro SA                                                      | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |      90900 | NS      | $466993.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                  | Exelon Corp                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      21717 | NS      | $898432.29    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                      | ABB Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       5611 | NS      | $176754.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                   | Nucor Corp                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       5496 | NS      | $824125.20    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Nongfu Spring Co Ltd                         | Nongfu Spring Co Ltd                                                        | CUSIP: 000000000<br>LEI: 300300P08GGT4SKR9G93 | Long             | EC               | CORP              | CN        |      38000 | NS      | $221950.04    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Societe Generale SA                          | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       5353 | NS      | $135998.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                  | Hitachi Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |       2900 | NS      | $155848.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hua Nan Financial Holdings Co Ltd            | Hua Nan Financial Holdings Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     179154 | NS      | $132846.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                 | Metro Inc/CN                                                                | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |       2200 | NS      | $126522.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                  | Cintas Corp                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        289 | NS      | $133454.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                         | Glencore Funding LLC                                                        | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     390000 | PA      | $375733.15    | 0.17%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Vail Resorts Inc                             | Vail Resorts Inc                                                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |        551 | NS      | $141904.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                     | Next PLC                                                                    | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       2018 | NS      | $144006.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                  | Reckitt Benckiser Group PLC                                                 | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       2013 | NS      | $145641.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                           | Enphase Energy Inc                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |        420 | NS      | $134647.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                  | PepsiCo Inc                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        888 | NS      | $164732.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                | Jardine Matheson Holdings Ltd                                               | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |       2400 | NS      | $116140.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                        | Texas Instruments Inc                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      11927 | NS      | $2152346.42   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                    | Jabil Inc                                                                   | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    1119000 | PA      | $994776.22    | 0.46%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Thales SA                                    | Thales SA                                                                   | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       1021 | NS      | $129882.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                 | Eagle RE 2021-2 Ltd                                                         | CUSIP: 26982AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    2500000 | PA      | $2428301.25   | 1.12%             | 2034-04-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                     | Scientific Games International Inc                                          | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     648000 | PA      | $668250.00    | 0.31%             | 2025-07-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                 | Centene Corp                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       1454 | NS      | $126570.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                        | Dell Technologies Inc                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       5758 | NS      | $257900.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      33215 | NS      | $3354382.85   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Barry Callebaut AG                           | Barry Callebaut AG                                                          | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |         62 | NS      | $127078.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                | PURCHASED USD / SOLD CAD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-190403.54   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Chunghwa Telecom Co Ltd                      | Chunghwa Telecom Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      35000 | NS      | $129162.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                       | Lumen Technologies Inc                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      20065 | NS      | $109755.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Bank Bhd                              | Public Bank Bhd                                                             | CUSIP: 000000000<br>LEI: 549300L2RSQCVMOHGM20 | Long             | EC               | CORP              | MY        |     129100 | NS      | $130860.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED GBP / SOLD USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $482880.34    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                 | Prologis Inc                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |       1105 | NS      | $130157.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                 | Hong Kong & China Gas Co Ltd                                                | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |     149000 | NS      | $127524.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                     | Visa Inc                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        661 | NS      | $143437.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       9320 | NS      | $156389.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                             | Roche Holding AG                                                            | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        372 | NS      | $120913.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                | ASE Technology Holding Co Ltd                                               | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |      47000 | NS      | $150884.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                               | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       5119 | NS      | $217301.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc                                    | Canon Inc                                                                   | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      19400 | NS      | $451568.12    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                    | Archer-Daniels-Midland Co                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       2381 | NS      | $232147.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                          | Elevance Health Inc                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        286 | NS      | $152415.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                             | Tokyo Gas Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       8800 | NS      | $162281.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp            | Nippon Telegraph & Telephone Corp                                           | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      26100 | NS      | $723230.47    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                           | J M Smucker Co/The                                                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        795 | NS      | $122437.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                  | Raymond James Financial Inc                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       1973 | NS      | $230643.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Ltd                                    | Sasol Ltd                                                                   | CUSIP: 000000000<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |       6804 | NS      | $118704.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                     | Consolidated Communications Inc                                             | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     389000 | PA      | $293814.06    | 0.14%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                 | 3i Group PLC                                                                | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      20676 | NS      | $342333.02    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama Inc                                | Dollarama Inc                                                               | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       6000 | NS      | $367230.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                      | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        883 | NS      | $131708.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Match AB                             | Swedish Match AB                                                            | CUSIP: 000000000<br>LEI: 529900YVXCGNWAUYZG78 | Long             | EC               | CORP              | SE        |      11213 | NS      | $123063.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd                | CSPC Pharmaceutical Group Ltd                                               | CUSIP: 000000000<br>LEI: 529900M3XQCW234H8O91 | Long             | EC               | CORP              | HK        |     180000 | NS      | $232888.51    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                             | TotalEnergies SE                                                            | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      25539 | NS      | $1595333.80   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                        | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     490000 | PA      | $473055.13    | 0.22%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MediaTek Inc                                 | MediaTek Inc                                                                | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       7000 | NS      | $169918.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                       | Diamondback Energy Inc                                                      | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     480000 | PA      | $496751.54    | 0.23%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                     | Itau Unibanco Holding SA                                                    | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |      20000 | NS      | $100205.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                | Goodman Group                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      11558 | NS      | $152731.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                         | Lockheed Martin Corp                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       2166 | NS      | $1050921.54   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                   | Tenaris SA                                                                  | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       7794 | NS      | $135982.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                         | Lottery Corp Ltd/The                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      43072 | NS      | $136377.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                            | NatWest Group PLC                                                           | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     116521 | NS      | $370489.80    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc                                | TransDigm Inc                                                               | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     470000 | PA      | $467715.80    | 0.22%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                               | Lowe's Cos Inc                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       5364 | NS      | $1140118.20   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                | Old Dominion Freight Line Inc                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        438 | NS      | $132543.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co Ltd                        | Daiichi Sankyo Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |       3700 | NS      | $122544.94    | 0.06%             |  |  |  | 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        |       3008 | NS      | $131840.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                     | RELX PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       4543 | NS      | $127195.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                       | AP Moller - Maersk A/S                                                      | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         71 | NS      | $151666.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                           | Teck Resources Ltd                                                          | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       3500 | NS      | $129732.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Ltd                                      | ITC Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |      61096 | NS      | $257071.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                | FirstRand Ltd                                                               | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |      32165 | NS      | $124750.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                        | Norfolk Southern Corp                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        508 | NS      | $130302.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Bank PSQC/The                     | Commercial Bank PSQC/The                                                    | CUSIP: 000000000<br>LEI: 2138004FUUD4I7X8H721 | Long             | EC               | CORP              | QA        |      69262 | NS      | $113079.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                       | SGS SA                                                                      | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |         54 | NS      | $126266.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp                              | Sealed Air Corp                                                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       2734 | NS      | $145530.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                               | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       9935 | NS      | $2534815.90   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                            | Suncor Energy Inc                                                           | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       3300 | NS      | $108507.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Wal-Mart de Mexico SAB de CV                 | Wal-Mart de Mexico SAB de CV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      30300 | NS      | $119745.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                        | Alibaba Group Holding Ltd                                                   | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     480000 | PA      | $367451.87    | 0.17%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| A O Smith Corp                               | A O Smith Corp                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       2122 | NS      | $128890.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                | Industria de Diseno Textil SA                                               | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      13389 | NS      | $347135.29    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                              | Tyson Foods Inc                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       1766 | NS      | $117050.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                      | Becton Dickinson and Co                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        538 | NS      | $134144.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                        | STMicroelectronics NV                                                       | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      11891 | NS      | $460118.82    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1581476.03   | 0.73%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                    | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        955 | NS      | $129774.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Pharmaceutical Industries Ltd            | Sun Pharmaceutical Industries Ltd                                           | CUSIP: 000000000<br>LEI: 335800KJ7GE29LB4SS73 | Long             | EC               | CORP              | IN        |       9360 | NS      | $121339.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                            | Veeva Systems Inc                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        712 | NS      | $135536.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northland Power Inc                          | Northland Power Inc                                                         | CUSIP: 666511100<br>LEI: 549300IT8CIDW8V5KX72 | Long             | EC               | CORP              | CA        |       4100 | NS      | $116128.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BAIN CAPITAL SPECIALTY F                     | Bain Capital Specialty Finance Inc                                          | CUSIP: 05684BAB3<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     607000 | PA      | $525232.49    | 0.24%             | 2026-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                      | Rockwell Automation Inc                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        525 | NS      | $138715.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                            | Origin Energy Ltd                                                           | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |      31978 | NS      | $173467.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Moderna Inc                                  | Moderna Inc                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       7077 | NS      | $1244915.07   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                   | Intel Corp                                                                  | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     325000 | PA      | $306633.24    | 0.14%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Kellogg Co                                   | Kellogg Co                                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       1700 | NS      | $124015.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA/FOOD/FINANCE                         | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                      | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     130000 | PA      | $123965.76    | 0.06%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                  | Pearson PLC                                                                 | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      11549 | NS      | $138860.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc            | Huntington Ingalls Industries Inc                                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        531 | NS      | $123170.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitaland Investment Ltd/Singapore          | Capitaland Investment Ltd/Singapore                                         | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |      51900 | NS      | $141284.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                     | Constellation Brands Inc                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        486 | NS      | $125072.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                              | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       1742 | NS      | $148592.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                 | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        648 | NS      | $118784.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                | Carnival Corp                                                               | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     380000 | PA      | $381900.00    | 0.18%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shimadzu Corp                                | Shimadzu Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       4600 | NS      | $141840.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                  | Adobe, Inc.                                                                 | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        444 | NS      | $153148.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | US 10YR NOTE (CBT)MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         69 | NC      | $22528.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd                    | Power Assets Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |      25000 | NS      | $129208.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                      | GSK PLC                                                                     | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      14370 | NS      | $244106.13    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                    | Elisa Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |       2444 | NS      | $127198.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc                          | Quanta Computer Inc                                                         | CUSIP: 000000000<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |      57000 | NS      | $133305.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                            | HSBC Holdings PLC                                                           | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1093000 | PA      | $1041261.84   | 0.48%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                              | Nissan Motor Co Ltd                                                         | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    1745000 | PA      | $1572202.07   | 0.73%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       8598 | NS      | $872267.10    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                   | Cigna Corp                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        402 | NS      | $132213.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                  | Cie Financiere Richemont SA                                                 | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       1259 | NS      | $167473.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                       | Blackstone Private Credit Fund                                              | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     438000 | PA      | $372184.07    | 0.17%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                | PURCHASED NZD / SOLD USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |          1 | NC      | $91310.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd/India                              | Cipla Ltd/India                                                             | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |       8492 | NS      | $119820.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                | M&T Bank Corp                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       1506 | NS      | $256050.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                     | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd   | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1137150 | PA      | $1131452.88   | 0.52%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                 | State Street Institutional US Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    4973125 | NS      | $4973124.99   | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                             | W R Berkley Corp                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       4607 | NS      | $351421.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuxi Biologics Cayman Inc                    | Wuxi Biologics Cayman Inc                                                   | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |      21500 | NS      | $140779.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                     | Bank Central Asia Tbk PT                                                    | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |     241000 | NS      | $143397.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       2403 | NS      | $244817.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                        | Universal Health Services Inc                                               | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     792000 | PA      | $679776.67    | 0.31%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $8399.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                   | Garmin Ltd                                                                  | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       1373 | NS      | $127675.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                  | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        745 | NS      | $124467.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                  | Gartner Inc                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       1510 | NS      | $529058.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                  | Sun Hung Kai Properties Ltd                                                 | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      10500 | NS      | $126972.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                     | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        770 | NS      | $133348.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                | Principal Financial Group Inc                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       2597 | NS      | $232898.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                  | Walmart Inc                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        842 | NS      | $128337.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                              | Mitsui & Co Ltd                                                             | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |       5000 | NS      | $145857.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                            | Compass Group PLC                                                           | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |       5729 | NS      | $129888.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                          | Astellas Pharma Inc                                                         | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |       8400 | NS      | $130692.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                             | Coca-Cola Co/The                                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       3909 | NS      | $248651.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                 | Fortinet Inc                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      17247 | NS      | $916850.52    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc                       | KB Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |       3534 | NS      | $141943.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                     | CapitaLand Ascendas REIT                                                    | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |      65100 | NS      | $134526.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Robert Half International Inc                | Robert Half International Inc                                               | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       2254 | NS      | $177570.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                         | Royal Bank of Canada                                                        | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |       1300 | NS      | $129289.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                               | Public Storage                                                              | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |       3677 | NS      | $1095598.92   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD AUD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-171283.18   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Avenue Supermarts Ltd                        | Avenue Supermarts Ltd                                                       | CUSIP: 000000000<br>LEI: 335800B2ZPJKOU2ZM776 | Long             | EC               | CORP              | IN        |       2335 | NS      | $116659.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                           | Telecom Italia SpA/Milano                                                   | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |     928000 | PA      | $898768.00    | 0.42%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                     | Central Japan Railway Co                                                    | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |       1100 | NS      | $132871.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                   | PACCAR Inc                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       1539 | NS      | $162995.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                             | Exxon Mobil Corp                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       2235 | NS      | $248844.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| China Mengniu Dairy Co Ltd                   | China Mengniu Dairy Co Ltd                                                  | CUSIP: 000000000<br>LEI: 2549005Q343BSJ8RSS21 | Long             | EC               | CORP              | KY        |      30000 | NS      | $134238.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                               | Air Liquide SA                                                              | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        894 | NS      | $130890.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Etsy Inc                                     | Etsy Inc                                                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       2466 | NS      | $325733.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                    | Nestle SA                                                                   | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       1082 | NS      | $128757.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                              | CMS Energy Corp                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       2083 | NS      | $127208.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KENBOURNE INVEST SA                          | Kenbourne Invest SA                                                         | CUSIP: 000000000<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |     498000 | PA      | $460650.00    | 0.21%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Malayan Banking Bhd                          | Malayan Banking Bhd                                                         | CUSIP: 000000000<br>LEI: 5493004OT3TOY404V310 | Long             | EC               | CORP              | MY        |      66600 | NS      | $129231.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                    | Host Hotels & Resorts Inc                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |       6907 | NS      | $130818.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                     | B3 SA - Brasil Bolsa Balcao                                                 | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |     288000 | PA      | $236160.00    | 0.11%             | 2031-09-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                           | Steel Dynamics Inc                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       3944 | NS      | $409899.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                            | Wolters Kluwer NV                                                           | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       4409 | NS      | $486998.25    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Itausa SA                                    | Itausa SA                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |      62289 | NS      | $106588.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH              | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       1537 | NS      | $218592.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                        | McCormick & Co Inc/MD                                                       | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       1504 | NS      | $128110.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                      | Consolidated Edison Inc                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       2110 | NS      | $206864.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alinma Bank                                  | Alinma Bank                                                                 | CUSIP: 000000000<br>LEI: 558600HPAUTN6XSVBK93 | Long             | EC               | CORP              | SA        |      11903 | NS      | $110149.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                      | Maruti Suzuki India Ltd                                                     | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |       1054 | NS      | $116797.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HP INC                                       | HP Inc                                                                      | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     320000 | PA      | $311051.75    | 0.14%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                     | Hana Financial Group Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       4810 | NS      | $164796.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                  | NetEase Inc                                                                 | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |       9500 | NS      | $134228.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                            | Ares Capital Corp                                                           | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1256867.51   | 0.58%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                 | Secom Co Ltd                                                                | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |       2100 | NS      | $130196.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                   | Sandvik AB                                                                  | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |       7270 | NS      | $133190.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                             | Asahi Kasei Corp                                                            | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      18300 | NS      | $136392.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                    | Link REIT                                                                   | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |      18800 | NS      | $127909.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                             | Carlisle Cos Inc                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        527 | NS      | $138658.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corp                             | Nitto Denko Corp                                                            | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       3000 | NS      | $189994.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                     | Engie SA                                                                    | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       8775 | NS      | $134306.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                             | Lenovo Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |     154000 | NS      | $132641.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                        | Emaar Properties PJSC                                                       | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |      78671 | NS      | $130666.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                    | Repsol SA                                                                   | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       9171 | NS      | $141563.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                        | Monster Beverage Corp                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       1213 | NS      | $124769.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc                          | Resona Holdings Inc                                                         | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |      30300 | NS      | $146151.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                       | Berkshire Hathaway Inc                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       1899 | NS      | $605021.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BRASKEM IDESA SAPI                           | Braskem Idesa SAPI                                                          | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     230000 | PA      | $181692.25    | 0.08%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                               | Hershey Co/The                                                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       2631 | NS      | $618732.27    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                            | Hannover Rueck SE                                                           | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |        723 | NS      | $136828.98    | 0.06%             |  |  |  | No            |                  2 | 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        |      13900 | NS      | $111558.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co Ltd               | Shinhan Financial Group Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      10112 | NS      | $295143.27    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope Inc                                | CommScope Inc                                                               | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     703000 | PA      | $680124.38    | 0.31%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kotak Mahindra Bank Ltd                      | Kotak Mahindra Bank Ltd                                                     | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |       5123 | NS      | $123553.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co                        | East Japan Railway Co                                                       | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |       2200 | NS      | $125212.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAGGI LUX INTL SARL                         | Amaggi Luxembourg International Sarl                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     435000 | PA      | $395850.00    | 0.18%             | 2028-01-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MMC Norilsk Nickel PJSC                      | MMC Norilsk Nickel PJSC                                                     | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |        563 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cadence Design Systems Inc                   | Cadence Design Systems Inc                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       6227 | NS      | $1071293.08   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                           | Koninklijke KPN NV                                                          | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      42655 | NS      | $130825.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                    | ORIX Corp                                                                   | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |       8100 | NS      | $130744.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                         | Thomson Reuters Corp                                                        | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       1200 | NS      | $141298.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN GOVERNMENT                          | Canadian Government Bond                                                    | CUSIP: 135087L77<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   10120000 | PA      | $7475701.89   | 3.45%             | 2023-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                               | Mastercard Inc                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        411 | NS      | $146480.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                        | Republic Services Inc                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       1082 | NS      | $150711.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                     | AT&T Inc                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       6485 | NS      | $125030.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                        | Southwest Airlines Co                                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       3204 | NS      | $127871.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                   | Japan Post Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      17600 | NS      | $137635.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                      | SSE PLC                                                                     | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      20030 | NS      | $416339.22    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                        | Owl Rock Capital Corp                                                       | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $907172.02    | 0.42%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nitori Holdings Co Ltd                       | Nitori Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       1400 | NS      | $160551.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Bayerische Motoren Werke AG                  | Bayerische Motoren Werke AG                                                 | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       1702 | NS      | $152868.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                      | Shaw Communications Inc                                                     | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |       4500 | NS      | $122807.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Uni-President Enterprises Corp               | Uni-President Enterprises Corp                                              | CUSIP: 000000000<br>LEI: 254900DAXBDMVEXU5959 | Long             | EC               | CORP              | TW        |      59000 | NS      | $127142.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                | Stellantis NV                                                               | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      47631 | NS      | $744571.17    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Inc                                    | Alcon Inc                                                                   | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |       2047 | NS      | $141624.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                     | Embraer Netherlands Finance BV                                              | CUSIP: 29082HAC6<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     736000 | PA      | $731591.36    | 0.34%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                           | Peru Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2170000 | PA      | $431705.75    | 0.20%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                  | Swisscom AG                                                                 | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |        240 | NS      | $129008.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Campbell Soup Co                             | Campbell Soup Co                                                            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       2337 | NS      | $125426.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCC HOLDINGS LLC                            | ROCC Holdings LLC                                                           | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120058.19    | 0.06%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                      | Mahindra & Mahindra Ltd                                                     | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |      18836 | NS      | $305426.77    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                 | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      10859 | NS      | $132032.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle India Ltd                             | Nestle India Ltd                                                            | CUSIP: 000000000<br>LEI: 3358008SYYY9CPWH5D94 | Long             | EC               | CORP              | IN        |        477 | NS      | $118625.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                           | Home Depot Inc/The                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        431 | NS      | $139639.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                           | Ford Motor Co                                                               | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     840000 | PA      | $806083.07    | 0.37%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Knight-Swift Transportation Holdings Inc     | Knight-Swift Transportation Holdings Inc                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2461 | NS      | $136413.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Masraf Al Rayan QSC                          | Masraf Al Rayan QSC                                                         | CUSIP: 000000000<br>LEI: 254900KFL51VLXABR231 | Long             | EC               | CORP              | QA        |     114264 | NS      | $111500.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                  | ROBLOX Corp                                                                 | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     223000 | PA      | $182476.44    | 0.08%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                        | Auto Trader Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      20041 | NS      | $139025.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                        | Camden Property Trust                                                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |       1065 | NS      | $128151.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd          | Fisher & Paykel Healthcare Corp Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      10278 | NS      | $154422.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc               | SS&C Technologies Holdings Inc                                              | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       2427 | NS      | $130475.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                | Rio Tinto PLC                                                               | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       2061 | NS      | $140013.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                    | Ono Pharmaceutical Co Ltd                                                   | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |       5200 | NS      | $133516.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                           | Conagra Brands Inc                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       3301 | NS      | $125371.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                        | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1099731.11   | 0.51%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                   | Anheuser-Busch InBev SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |       2275 | NS      | $133697.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                     | First Quantum Minerals Ltd                                                  | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     450000 | PA      | $443256.10    | 0.20%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                               | BorgWarner Inc                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       3435 | NS      | $146021.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                          | Arista Networks Inc                                                         | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        962 | NS      | $134006.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV         | Fomento Economico Mexicano SAB de CV                                        | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |      16000 | NS      | $127691.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMB Group Holdings Bhd                      | CIMB Group Holdings Bhd                                                     | CUSIP: 000000000<br>LEI: 549300FYDN5UD7USZW18 | Long             | EC               | CORP              | MY        |     104700 | NS      | $137099.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       4034 | NS      | $151597.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Ning Co Ltd                               | Li Ning Co Ltd                                                              | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | KY        |      42500 | NS      | $340590.97    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Co                        | West Japan Railway Co                                                       | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |       3000 | NS      | $127497.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Holding Co Ltd               | First Financial Holding Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900BC1U046Q2GUZ64 | Long             | EC               | CORP              | TW        |     152740 | NS      | $130679.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                        | Xiaomi Best Time International Ltd                                          | CUSIP: 98422HAA4<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |    2085000 | PA      | $1556081.89   | 0.72%             | 2030-04-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                     | Cheniere Corpus Christi Holdings LLC                                        | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     520000 | PA      | $410181.79    | 0.19%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Mega Financial Holding Co Ltd                | Mega Financial Holding Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     129000 | NS      | $134731.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                           | Domino's Pizza Inc                                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        330 | NS      | $128280.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Abu Dhabi Bank PJSC                    | First Abu Dhabi Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |      24240 | NS      | $116250.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                             | Altice France SA/France                                                     | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1228000 | PA      | $1169670.00   | 0.54%             | 2027-02-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                   | United Utilities Group PLC                                                  | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      10879 | NS      | $134981.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Largan Precision Co Ltd                      | Largan Precision Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       2000 | NS      | $151487.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                     | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4690000 | PA      | $806378.86    | 0.37%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                 | SK Hynix Inc                                                                | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     545000 | PA      | $400033.33    | 0.18%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                         | Japan Government Five Year Bond                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   98600000 | PA      | $715383.74    | 0.33%             | 2023-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                      | Nissan Motor Acceptance Co LLC                                              | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     498000 | PA      | $400595.99    | 0.19%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                            | Sekisui House Ltd                                                           | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |       7200 | NS      | $134950.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                  | Rollins Inc                                                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       3618 | NS      | $146311.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                       | Petroleo Brasileiro SA                                                      | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      19100 | NS      | $111853.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                    | TEGNA Inc                                                                   | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     240000 | PA      | $234586.85    | 0.11%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                             | Bellemeade Re 2020-2 Ltd                                                    | CUSIP: 078782AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    2780000 | PA      | $2796048.94   | 1.29%             | 2030-08-26      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                     | Owl Rock Technology Finance Corp                                            | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    1444000 | PA      | $1311032.42   | 0.61%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                   | Sysco Corp                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       1444 | NS      | $124920.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                         | Japan Government Five Year Bond                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   99000000 | PA      | $718077.99    | 0.33%             | 2023-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                    | AvalonBay Communities Inc                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |        710 | NS      | $124179.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TCS Group Holding PLC                        | TCS Group Holding PLC                                                       | CUSIP: 87238U203<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               | CORP              | CY        |       1847 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FactSet Research Systems Inc                 | FactSet Research Systems Inc                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        849 | NS      | $391635.21    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc          | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       4100 | NS      | $138983.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                            | Erie Indemnity Co                                                           | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        449 | NS      | $126793.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc                        | Delta Electronics Inc                                                       | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |      14000 | NS      | $138581.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                   | Boliden AB                                                                  | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       3676 | NS      | $139080.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                    | Prosus NV                                                                   | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |       2370 | NS      | $155861.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                  | Komatsu Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |       6200 | NS      | $144385.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Co Ltd                  | China Shenhua Energy Co Ltd                                                 | CUSIP: 000000000<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |      42000 | NS      | $129706.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                        | Level 3 Financing Inc                                                       | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     411000 | PA      | $297224.60    | 0.14%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                 | NiSource Inc                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       4588 | NS      | $128188.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                     | APA Corp                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       6335 | NS      | $296794.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-1619.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                | Hydro One Ltd                                                               | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |       7100 | NS      | $198566.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                    | Zurich Insurance Group AG                                                   | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        348 | NS      | $168518.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                         | Talos Production Inc                                                        | CUSIP: 87485LAC8<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     380000 | PA      | $397100.00    | 0.18%             | 2026-01-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Roche Holding AG                             | Roche Holding AG                                                            | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        582 | NS      | $233049.67    | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| MetLife Inc                                  | MetLife Inc                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       1822 | NS      | $139747.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                      | Illinois Tool Works Inc                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        606 | NS      | $137846.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                | Telefonica SA                                                               | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |      32753 | NS      | $121959.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                           | Burberry Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |       7141 | NS      | $188464.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                             | Duke Energy Corp                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       1269 | NS      | $126811.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                   | Allianz SE                                                                  | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        631 | NS      | $134594.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                           | Meta Platforms Inc                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       4850 | NS      | $572785.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                   | Pfizer Inc                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      56012 | NS      | $2807881.56   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                    | Hoya Corp                                                                   | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       1400 | NS      | $144936.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                 | VeriSign Inc                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       1840 | NS      | $367650.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One       | Liberty Media Corp-Liberty Formula One                                      | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4086 | NS      | $249000.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                      | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                            | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $815940.50    | 0.38%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                      | Lululemon Athletica Inc                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       1202 | NS      | $457132.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                  | Ameren Corp                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       1466 | NS      | $130943.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                 | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      13504 | NS      | $251283.49    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                | BHP Group Ltd                                                               | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      11850 | NS      | $369560.03    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare Inc                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        823 | NS      | $277161.71    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                  | Oracle Corp                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       1563 | NS      | $129775.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                       | Standard Chartered PLC                                                      | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      34566 | NS      | $258031.78    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                    | Edwards Lifesciences Corp                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       1733 | NS      | $133874.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Naspers Ltd                                  | Naspers Ltd                                                                 | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |       1753 | NS      | $269938.19    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd               | Fairfax Financial Holdings Ltd                                              | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        200 | NS      | $114750.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL CORP                          | Select Medical Corp                                                         | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     754000 | PA      | $729766.44    | 0.34%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                           | Meta Platforms Inc                                                          | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     460000 | PA      | $377995.15    | 0.17%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                 | Vontier Corp                                                                | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     604000 | PA      | $509244.48    | 0.24%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Saudi British Bank/The                       | Saudi British Bank/The                                                      | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |      10345 | NS      | $113568.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                            | Brown & Brown Inc                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       2130 | NS      | $126926.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                   | Eiffage SA                                                                  | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       1289 | NS      | $127963.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                      | Aon PLC                                                                     | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        500 | NS      | $154140.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                               | Blackstone Inc                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       1319 | NS      | $120728.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                              | Gen Digital Inc                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       5776 | NS      | $132616.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR BROADCASTING INC                     | Nexstar Media Inc                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     260000 | PA      | $231379.20    | 0.11%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA                        | Red Electrica Corp SA                                                       | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |       8542 | NS      | $150125.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                            | Computershare Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      11480 | NS      | $217269.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                   | Dover Corp                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        893 | NS      | $126761.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                          | TE Connectivity Ltd                                                         | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       1018 | NS      | $128390.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol SA                                 | Ecopetrol SA                                                                | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     245000 | PA      | $230586.98    | 0.11%             | 2025-01-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                          | HeidelbergCement AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       2462 | NS      | $133417.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                           | Sompo Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |       2800 | NS      | $123193.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                     | Bayer AG                                                                    | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      12081 | NS      | $698384.72    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                   | LPL Financial Holdings Inc                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       1690 | NS      | $400039.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AES PANAMA GENERATION HL                     | AES Panama Generation Holdings SRL                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1574000 | PA      | $1316349.03   | 0.61%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XP INC                                       | XP Inc                                                                      | CUSIP: 98379XAA2<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | KY        |     797000 | PA      | $710662.31    | 0.33%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                            | Devon Energy Corp                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      13678 | NS      | $937216.56    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                 | LyondellBasell Industries NV                                                | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       1420 | NS      | $120714.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                         | Hermes International                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |         99 | NS      | $162725.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                       | Sanofi                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       1415 | NS      | $127840.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                             | Altria Group Inc                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       2611 | NS      | $121620.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                     | Mitsubishi Electric Corp                                                    | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      13300 | NS      | $134322.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                 | Capgemini SE                                                                | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |        742 | NS      | $135096.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                           | ENEOS Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      35000 | NS      | $118481.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                | PURCHASED THB / SOLD USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |          1 | NC      | $27185.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                       | RWE AG                                                                      | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       3042 | NS      | $133375.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX Resources Corp                           | CNX Resources Corp                                                          | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37857.50     | 0.02%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Emerson Electric Co                          | Emerson Electric Co                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       3406 | NS      | $326192.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc               | JB Hunt Transport Services Inc                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        686 | NS      | $126148.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                     | Vinci SA                                                                    | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       1238 | NS      | $126046.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED AUD / SOLD USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $29872.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                     | Simon Property Group Inc                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       1239 | NS      | $147986.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung C&T Corp                             | Samsung C&T Corp                                                            | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |       1382 | NS      | $129651.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                    | Sampo Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       2593 | NS      | $131896.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                              | Yum! Brands Inc                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       1116 | NS      | $143584.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                               | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     467000 | PA      | $462668.31    | 0.21%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Housing Development Finance Corp Ltd         | Housing Development Finance Corp Ltd                                        | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |       3914 | NS      | $130539.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                | Live Nation Entertainment Inc                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       1680 | NS      | $122236.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                  | Investor AB                                                                 | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       6881 | NS      | $133259.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                | Sumitomo Corp                                                               | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |       8600 | NS      | $141414.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                  | Datadog Inc                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       1688 | NS      | $127916.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co Ltd                              | Shiseido Co Ltd                                                             | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |       3500 | NS      | $149600.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| CK Hutchison Holdings Ltd                    | CK Hutchison Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |      55500 | NS      | $325320.41    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp                                | Unicharm Corp                                                               | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |       4000 | NS      | $148448.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                               | PulteGroup Inc                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3309 | NS      | $148177.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc                                      | AGC Inc                                                                     | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       4100 | NS      | $138550.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                    | Epiroc AB                                                                   | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       7425 | NS      | $144568.49    | 0.07%             |  |  |  | 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        |       2867 | NS      | $131595.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                              | Ulta Beauty Inc                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       1112 | NS      | $516902.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON THERAPEUTICS USA                     | Horizon Therapeutics USA Inc                                                | CUSIP: 44055PAA4<br>LEI: 254900IS87RLPXY88S03 | Long             | DBT              | CORP              | US        |     440000 | PA      | $436700.00    | 0.20%             | 2027-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Baloise Holding AG                           | Baloise Holding AG                                                          | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |        852 | NS      | $129597.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                   | CF Industries Holdings Inc                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       4637 | NS      | $501677.03    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC                      | New Fortress Energy Inc                                                     | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1606720.85   | 0.74%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                   | Astra International Tbk PT                                                  | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |     290300 | NS      | $112199.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                 | QUALCOMM Inc                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      11131 | NS      | $1407960.19   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                    | Alibaba Group Holding Ltd                                                   | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      13400 | NS      | $146244.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc                                      | CGI Inc                                                                     | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       1400 | NS      | $122228.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                   | Diageo PLC                                                                  | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       2810 | NS      | $130567.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                            | Golub Capital BDC Inc                                                       | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     934000 | PA      | $799991.55    | 0.37%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA | Cie Generale des Etablissements Michelin SCA                                | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |       4617 | NS      | $130502.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                  | NN Group NV                                                                 | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       3053 | NS      | $131124.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                     | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |       4592 | NS      | $177480.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix Inc                                 | SK Hynix Inc                                                                | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       1970 | NS      | $130308.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                     | United Overseas Bank Ltd                                                    | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |       5900 | NS      | $136116.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                 | AutoZone Inc                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        161 | NS      | $415219.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                     | Univision Communications Inc                                                | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     640000 | PA      | $617600.00    | 0.29%             | 2025-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                          | EssilorLuxottica SA                                                         | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |        734 | NS      | $137741.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                        | ON Semiconductor Corp                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       8836 | NS      | $664467.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                      | Panasonic Holdings Corp                                                     | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      13900 | NS      | $129796.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                   | Haleon PLC                                                                  | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      37642 | NS      | $129619.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                     | Ameriprise Financial Inc                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        494 | NS      | $163983.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                             | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     220000 | PA      | $226550.77    | 0.10%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                             | Imperial Oil Ltd                                                            | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |       2100 | NS      | $119475.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Otis Worldwide Corp                          | Otis Worldwide Corp                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       1623 | NS      | $126740.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                             | Transurban Group                                                            | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      13597 | NS      | $133485.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                     | KLA Corp                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       2784 | NS      | $1094529.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                 | Glencore PLC                                                                | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |      49669 | NS      | $336016.72    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                         | Tencent Holdings Ltd                                                        | CUSIP: 88032WBB1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $291808.26    | 0.13%             | 2041-04-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson              | Telefonaktiebolaget LM Ericsson                                             | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      21459 | NS      | $135140.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                 | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |       4500 | NS      | $132218.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc                                  | Shimano Inc                                                                 | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |        800 | NS      | $137826.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                | McKesson Corp                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        816 | NS      | $311450.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sahara International Petrochemical Co        | Sahara International Petrochemical Co                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      14248 | NS      | $137026.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp                       | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      10254 | NS      | $237995.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                   | Humana Inc                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        215 | NS      | $118228.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                    | Keysight Technologies Inc                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       1397 | NS      | $252703.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RUMO LUXEMBOURG SARL                         | Rumo Luxembourg Sarl                                                        | CUSIP: 781467AE5<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |     265000 | PA      | $209485.15    | 0.10%             | 2032-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Kroger Co/The                                | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      15188 | NS      | $747097.72    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                      | TIS Inc                                                                     | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |       4300 | NS      | $122801.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Paints Ltd                             | Asian Paints Ltd                                                            | CUSIP: 000000000<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |       3059 | NS      | $120625.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                       | Church & Dwight Co Inc                                                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       1664 | NS      | $136231.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                      | Dell International LLC / EMC Corp                                           | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1277000 | PA      | $1304143.01   | 0.60%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                 | Synopsys Inc                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       3446 | NS      | $1170054.84   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Haier Smart Home Co Ltd                      | Haier Smart Home Co Ltd                                                     | CUSIP: 000000000<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |      42400 | NS      | $140532.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                 | Canadian National Railway Co                                                | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       1000 | NS      | $128379.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                    | Apple Inc                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      24510 | NS      | $3628215.30   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| United Microelectronics Corp                 | United Microelectronics Corp                                                | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |     103000 | NS      | $156872.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                              | Nintendo Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      14000 | NS      | $602500.05    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                | Al Rajhi Bank                                                               | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |       5270 | NS      | $113685.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                 | Danaher Corp                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        481 | NS      | $131510.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                           | Valero Energy Corp                                                          | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     879000 | PA      | $640330.37    | 0.30%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                    | KDDI Corp                                                                   | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      19900 | NS      | $595592.96    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA        | Sociedad Quimica y Minera de Chile SA                                       | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EP               | CORP              | CL        |       1212 | NS      | $120315.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                     | Lennox International Inc                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        507 | NS      | $132038.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                | Regeneron Pharmaceuticals Inc                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       1859 | NS      | $1397410.30   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                      | Energean Israel Finance Ltd                                                 | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     608000 | PA      | $587995.58    | 0.27%             | 2024-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                           | Vodafone Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      98921 | NS      | $109913.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Properties Trust Inc                 | Medical Properties Trust Inc                                                | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |      11463 | NS      | $150394.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Shionogi & Co Ltd                            | Shionogi & Co Ltd                                                           | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |       2600 | NS      | $132171.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                            | MicroStrategy Inc                                                           | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     437000 | PA      | $323227.08    | 0.15%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Automatic Data Processing Inc                | Automatic Data Processing Inc                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       1550 | NS      | $409417.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc        | Mid-America Apartment Communities Inc                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |        773 | NS      | $127452.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp                                 | Kyocera Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2600 | NS      | $133293.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                      | Manulife Financial Corp                                                     | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       7100 | NS      | $127891.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MAIN STREET CAPITAL CORP                     | Main Street Capital Corp                                                    | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     680000 | PA      | $587729.96    | 0.27%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| South32 Ltd                                  | South32 Ltd                                                                 | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |      48179 | NS      | $133196.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                      | Federal Home Loan Bank Discount Notes                                       | CUSIP: 313385R57<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    3100000 | PA      | $3100000.00   | 1.43%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                          | Ashtead Capital Inc                                                         | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191703.25    | 0.09%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CP ALL PCL                                   | CP ALL PCL                                                                  | CUSIP: 000000000<br>LEI: 894500LSBZLM09TY1A91 | Long             | EC               | CORP              | TH        |      73200 | NS      | $135593.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                              | WW Grainger Inc                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        200 | NS      | $120612.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        969 | NS      | $131425.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc             | Mettler-Toledo International Inc                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        481 | NS      | $706858.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                            | National Grid PLC                                                           | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      10750 | NS      | $132734.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The             | Interpublic Group of Cos Inc/The                                            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       4027 | NS      | $138367.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED CAD / SOLD USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $8847.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                  | Geopark Ltd                                                                 | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     348000 | PA      | $304935.00    | 0.14%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                | AIA Group Ltd                                                               | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      14200 | NS      | $144825.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc                   | Charter Communications Inc                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        341 | NS      | $133429.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                               | Var Energi ASA                                                              | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     205000 | PA      | $214401.58    | 0.10%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                         | Sonic Healthcare Ltd                                                        | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |       5703 | NS      | $126514.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                      | Extra Space Storage Inc                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |        863 | NS      | $138675.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                        | CK Asset Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |      20500 | NS      | $123135.37    | 0.06%             |  |  |  | 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        |      38000 | NS      | $124784.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fubon Financial Holding Co Ltd               | Fubon Financial Holding Co Ltd                                              | CUSIP: 000000000<br>LEI: 549300G7Y2TS2XNIB476 | Long             | EC               | CORP              | TW        |      73345 | NS      | $145996.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc                              | KE Holdings Inc                                                             | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |      10200 | NS      | $172584.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                               | Var Energi ASA                                                              | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $204369.12    | 0.09%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                           | CCL Industries Inc                                                          | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |       2500 | NS      | $118834.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BROADCOM INC                                 | Broadcom Inc                                                                | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     510000 | PA      | $431054.54    | 0.20%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                  | Groupe Bruxelles Lambert NV                                                 | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |       1589 | NS      | $128858.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                | PURCHASED AUD / SOLD USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |          1 | NC      | $142074.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                         | Booking Holdings Inc                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        193 | NS      | $401333.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC           | Coca-Cola Europacific Partners PLC                                          | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |       2557 | NS      | $135751.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                         | Keurig Dr Pepper Inc                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       3212 | NS      | $124208.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                               | Merck & Co Inc                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       1497 | NS      | $164849.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co Ltd                           | Kyowa Kirin Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |       5200 | NS      | $120968.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Saudi Fransi                          | Banque Saudi Fransi                                                         | CUSIP: 000000000<br>LEI: 558600N07EDF4ATYR106 | Long             | EC               | CORP              | SA        |      10578 | NS      | $121390.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                         | Colgate-Palmolive Co                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      11467 | NS      | $888463.16    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                  | Hankyu Hanshin Holdings Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       4100 | NS      | $128172.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                        | Quest Diagnostics Inc                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        964 | NS      | $146364.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd                     | Israel Discount Bank Ltd                                                    | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      20484 | NS      | $122900.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                     | Banco do Brasil SA/Cayman                                                   | CUSIP: 059578AF1<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |     278000 | PA      | $251697.35    | 0.12%             | 2026-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Brambles Ltd                                 | Brambles Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      16102 | NS      | $131766.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                  | Waters Corp                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       1296 | NS      | $449193.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTARES HOLDINGS                             | Antares Holdings LP                                                         | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    1547000 | PA      | $1241387.24   | 0.57%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC            | InterContinental Hotels Group PLC                                           | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       2271 | NS      | $133624.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                         | Blue Owl Finance LLC                                                        | CUSIP: 09581JAA4<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    1027000 | PA      | $773044.25    | 0.36%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                    | QIAGEN NV                                                                   | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       2872 | NS      | $141696.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                               | Halliburton Co                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       3205 | NS      | $121437.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       7837 | NS      | $756583.98    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TASEKO MINES LTD                             | Taseko Mines Ltd                                                            | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     550000 | PA      | $461451.64    | 0.21%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| HP Inc                                       | HP Inc                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      21908 | NS      | $658116.32    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                  | Equinor ASA                                                                 | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      18535 | NS      | $713918.25    | 0.33%             |  |  |  | No            |                  2 | On Loan: —       |
| Infineon Technologies AG                     | Infineon Technologies AG                                                    | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       4611 | NS      | $151570.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                | DTE Energy Co                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       1057 | NS      | $122622.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                       | Motorola Solutions Inc                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        525 | NS      | $142905.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                              | Fair Isaac Corp                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        612 | NS      | $379268.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                       | IDEXX Laboratories Inc                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        362 | NS      | $154164.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                  | Hologic Inc                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       5323 | NS      | $405399.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS DE TESORERIA                           | Peru Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1840000 | PA      | $431388.68    | 0.20%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                       | Mercedes-Benz Group AG                                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       5854 | NS      | $393222.88    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                   | BYD Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      16500 | NS      | $414463.47    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                             | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     140000 | PA      | $142373.52    | 0.07%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                   | First Quantum Minerals Ltd                                                  | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |       5500 | NS      | $130758.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                        | Arrow Electronics Inc                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       1140 | NS      | $123963.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TITULOS DE TESORERIA                         | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 4830000000 | PA      | $697112.68    | 0.32%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                | Annaly Capital Management Inc                                               | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |       6520 | NS      | $141288.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                               | Loblaw Cos Ltd                                                              | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       2100 | NS      | $189525.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA           | Banco Bilbao Vizcaya Argentaria SA                                          | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      22397 | NS      | $133288.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                        | Kirin Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       8000 | NS      | $126245.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                          | Gilead Sciences Inc                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       1905 | NS      | $167316.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                           | SEI Investments Co                                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       2259 | NS      | $140690.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                              | Mitsubishi Corp                                                             | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |       4000 | NS      | $134846.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                             | BAT Capital Corp                                                            | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     540000 | PA      | $594970.15    | 0.27%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                     | Svenska Handelsbanken AB                                                    | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      12358 | NS      | $125620.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                               | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       1247 | NS      | $154016.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                            | HSBC Holdings PLC                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     131196 | NS      | $808709.80    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                  | Heineken NV                                                                 | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |       1419 | NS      | $130820.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-23

**Name of Applicant:** VALIC Co I

**Signature:** Donna McManus

**Name of Signer:** Donna McManus

**Title:** Assistant Treasurer